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Predictive State Temporal Difference Learning
Byron Boots · Geoffrey Gordon

Mon Dec 06 12:00 AM -- 12:00 AM (PST) @

We propose a new approach to value function approximation which combines linear temporal difference reinforcement learning with subspace identification. In practical applications, reinforcement learning (RL) is complicated by the fact that state is either high-dimensional or partially observable. Therefore, RL methods are designed to work with features of state rather than state itself, and the success or failure of learning is often determined by the suitability of the selected features. By comparison, subspace identification (SSID) methods are designed to select a feature set which preserves as much information as possible about state. In this paper we connect the two approaches, looking at the problem of reinforcement learning with a large set of features, each of which may only be marginally useful for value function approximation. We introduce a new algorithm for this situation, called Predictive State Temporal Difference (PSTD) learning. As in SSID for predictive state representations, PSTD finds a linear compression operator that projects a large set of features down to a small set that preserves the maximum amount of predictive information. As in RL, PSTD then uses a Bellman recursion to estimate a value function. We discuss the connection between PSTD and prior approaches in RL and SSID. We prove that PSTD is statistically consistent, perform several experiments that illustrate its properties, and demonstrate its potential on a difficult optimal stopping problem.

Author Information

Byron Boots (University of Washington)
Geoffrey Gordon (MSR Montréal & CMU)

Dr. Gordon is an Associate Research Professor in the Department of Machine Learning at Carnegie Mellon University, and co-director of the Department's Ph. D. program. He works on multi-robot systems, statistical machine learning, game theory, and planning in probabilistic, adversarial, and general-sum domains. His previous appointments include Visiting Professor at the Stanford Computer Science Department and Principal Scientist at Burning Glass Technologies in San Diego. Dr. Gordon received his B.A. in Computer Science from Cornell University in 1991, and his Ph.D. in Computer Science from Carnegie Mellon University in 1999.

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