Optimal Reinforcement Learning for Gaussian Systems
- ๐ค Speaker: Philipp Hennig, Max Planck Institute for Intelligent Systems, Department of Empirical Inference, Tรผbingen, Germany
- ๐ Date & Time: Monday 19 September 2011, 15:00 - 16:00
- ๐ Venue: Engineering Department, CBL Room 438
Abstract
The exploration-exploitation trade-off is among the central challenges of reinforcement learning. The optimal Bayesian solution is intractable in general. In this talk I will show that, however, if all beliefs are Gaussian processes, it is possible to make analytic statements about optimal learning of both rewards and transition dynamics, for nonlinear, time-varying systems in continuous time and space, subject to a relatively weak restriction on the dynamics: The solution is described by an infinite-dimensional partial differential equation. An approximate finite-dimensional projection provides a first impression for how this result may be helpful.
Series This talk is part of the Machine Learning @ CUED series.
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Monday 19 September 2011, 15:00-16:00