Presentation 2006-01-24
Reinforcement Learning in High-dimensional Continuous State Spaces : A State Space Compression Method Based on Multivariate Analysis
Hideki SATOH,
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Abstract(in English) A state space compression method based on multivariate analysis was developed and applied to reinforcement learning for high-dimensional continuous state spaces. First, useful components in the state variables of the environment are extracted and meaningless ones are removed by using multiple regression analysis. Next, the state space of the environment is compressed by using principal component analysis so that only a few principal components can express the dynamics of the environment. Then, a basis of a feature space for function approximation of a nonlinear environment is constructed based on orthonormal bases of the important principal components. A feature space is thus autonomously construct without preliminary knowledge of the environment, and the environment is effectively expressed in the feature space. An example synchronization problem for multiple logistic maps was solved using this method, demonstrating that it solves the curse of dimensionality and exhibits high performance without suffering from disturbance states.
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Keyword(in English) multivariate analysis / reinforcement learning / actor-critic / function approximation / high-dimensional state space
Paper # NLP2005-99
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Conference Information
Committee NLP
Conference Date 2006/1/17(1days)
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Registration To Nonlinear Problems (NLP)
Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Reinforcement Learning in High-dimensional Continuous State Spaces : A State Space Compression Method Based on Multivariate Analysis
Sub Title (in English)
Keyword(1) multivariate analysis
Keyword(2) reinforcement learning
Keyword(3) actor-critic
Keyword(4) function approximation
Keyword(5) high-dimensional state space
1st Author's Name Hideki SATOH
1st Author's Affiliation School of Systems Information Science, Future University-Hakodate()
Date 2006-01-24
Paper # NLP2005-99
Volume (vol) vol.105
Number (no) 547
Page pp.pp.-
#Pages 6
Date of Issue