Title :

Analysis of Classification-based Policy Iteration Algorithms

Author(s) :

Lazaric, Alessandro [Auteur]
Sequential Learning [SEQUEL]
Ghavamzadeh, Mohammad [Auteur]
Sequential Learning [SEQUEL]
Adobe Systems Inc. [Adobe Advanced Technology Labs]
Munos, Rémi [Auteur]
Sequential Learning [SEQUEL]
DeepMind [London]

Journal title :

Journal of Machine Learning Research

Pages :

1 - 30

Publisher :

Microtome Publishing

Publication date :

2016

ISSN :

1532-4435

English keyword(s) :

reinforcement learning
policy iteration
classification-based approach to policy iteration
finite-sample analysis

HAL domain(s) :

Statistiques [stat]/Machine Learning [stat.ML]

English abstract : [en]

We introduce a variant of the classification-based approach to policy iteration which uses a cost-sensitive loss function weighting each classification mistake by its actual regret, that is, the difference between the ...
Show more >We introduce a variant of the classification-based approach to policy iteration which uses a cost-sensitive loss function weighting each classification mistake by its actual regret, that is, the difference between the action-value of the greedy action and of the action chosen by the classifier. For this algorithm, we provide a full finite-sample analysis. Our results state a performance bound in terms of the number of policy improvement steps, the number of rollouts used in each iteration, the capacity of the considered policy space (classifier), and a capacity measure which indicates how well the policy space can approximate policies that are greedy with respect to any of its members. The analysis reveals a tradeoff between the estimation and approximation errors in this classification-based policy iteration setting. Furthermore it confirms the intuition that classification-based policy iteration algorithms could be favorably compared to value-based approaches when the policies can be approximated more easily than their corresponding value functions. We also study the consistency of the algorithm when there exists a sequence of policy spaces with increasing capacity.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

Collections :

• Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189

Source :

Harvested from HAL