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| Paper Abstract and Keywords | ||
| Presentation | 2012-03-12 15:05 Model Selection of Indirect Value Function Estimation Masahiro Kohjima (Tokyo Tech)  IBISML2011-93 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | Reinforcement learning is a method to obtain a policy which maximizes expected return and is applied to wide range of research fields such as robotics, recommendation system, and natural language processing. Estimation of value function is of importance to realize reinforcement learning. In this study, the author investigates a method to compute value function indirectly through an estimation of transition probability. The asymptotic behavior of mean squared error of true and estimated value function is theoretically clarified in the case where transition probability parameter has a structure. The author also proposes a model selection criterion based on this analysis and verifies its effectiveness by numerical experiment. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | reinforcement learning / markov decision processes / transition probability estimation / model selection / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 111, no. 480, IBISML2011-93, pp. 43-48, March 2012. | |
| Paper # | IBISML2011-93 | |
| Date of Issue | 2012-03-05 (IBISML) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | IBISML2011-93 |
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| Conference Information | |
| Committee | IBISML |
| Conference Date | 2012-03-12 - 2012-03-13 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | The Institute of Statistical Mathematics |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Mathematical Statistics, Databases, etc. |
| Paper Information | |
| Registration To | IBISML |
| Conference Code | 2012-03-IBISML |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Model Selection of Indirect Value Function Estimation |
| Sub Title (in English) | |
| Keyword(1) | reinforcement learning |
| Keyword(2) | markov decision processes |
| Keyword(3) | transition probability estimation |
| Keyword(4) | model selection |
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| 1st Author's Name | Masahiro Kohjima |
| 1st Author's Affiliation | Tokyo Institute Of Technology (Tokyo Tech) |
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| Speaker | Author-1 |
| Date Time | 2012-03-12 15:05:00 |
| Presentation Time | 25 minutes |
| Registration for | IBISML |
| Paper # | IBISML2011-93 |
| Volume (vol) | vol.111 |
| Number (no) | no.480 |
| Page | pp.43-48 |
| #Pages | 6 |
| Date of Issue | 2012-03-05 (IBISML) |
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