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Bellman Error Based Feature Generation using Random Projections on Sparse Spaces
Mahdi Milani Fard · Yuri Grinberg · Amir-massoud Farahmand · Joelle Pineau · Doina Precup

Sun Dec 02:00 PM -- 06:00 PM PST @ Harrah's Special Events Center, 2nd Floor #None

This paper addresses the problem of automatic generation of features for value function approximation in reinforcement learning. Bellman Error Basis Functions (BEBFs) have been shown to improve the error of policy evaluation with function approximation, with a convergence rate similar to that of value iteration. We propose a simple, fast and robust algorithm based on random projections, which generates BEBFs for sparse feature spaces. We provide a finite sample analysis of the proposed method, and prove that projections logarithmic in the dimension of the original space guarantee a contraction in the error. Empirical results demonstrate the strength of this method in domains in which choosing a good state representation is challenging.

Author Information

Mahdi Milani Fard (McGill University)
Yuri Grinberg (McGill University)
Amir-massoud Farahmand (Vector Institute)
Joelle Pineau (McGill University)

Joelle Pineau is an Associate Professor and William Dawson Scholar at McGill University where she co-directs the Reasoning and Learning Lab. She also leads the Facebook AI Research lab in Montreal, Canada. She holds a BASc in Engineering from the University of Waterloo, and an MSc and PhD in Robotics from Carnegie Mellon University. Dr. Pineau's research focuses on developing new models and algorithms for planning and learning in complex partially-observable domains. She also works on applying these algorithms to complex problems in robotics, health care, games and conversational agents. She serves on the editorial board of the Journal of Artificial Intelligence Research and the Journal of Machine Learning Research and is currently President of the International Machine Learning Society. She is a recipient of NSERC's E.W.R. Steacie Memorial Fellowship (2018), a Fellow of the Association for the Advancement of Artificial Intelligence (AAAI), a Senior Fellow of the Canadian Institute for Advanced Research (CIFAR) and in 2016 was named a member of the College of New Scholars, Artists and Scientists by the Royal Society of Canada.

Doina Precup (McGill University / Mila / DeepMind Montreal)

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