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Reinforcement Learning in Feature Space: Complexity and Regret

Simons Institute via YouTube

Overview

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Explore reinforcement learning in feature space through this 45-minute lecture by Mengdi Wang from Princeton University. Delve into Markov decision processes, sample complexity, and regret analysis for tabular MDP. Examine the Bellman equation, state feature maps, and value function representation using linear combinations of features. Investigate episodic reinforcement learning, Hilbert space embedding of transition kernels, and the MatrixRL algorithm. Consider the pros and cons of using features for RL and discuss potential good state features. Learn about metastable state clusters, unsupervised state aggregation, and see applications in stochastic diffusion processes and NYC taxi data. Gain insights into emerging challenges in deep learning through this Simons Institute talk.

Syllabus

Intro
Markov decision process
What does a sample mean?
Complexity and Regret for Tabular MDP
Rethinking Bellman equation
State Feature Map
Representing value function using linear combination of features
Reducing Bellman equation using features
Sample complexity of RL with features
Learning to Control On-The-Fly
Episodic Reinforcement Learning
Hilbert space embedding of transition kernel
The MatrixRL Algorithm
Regret Analysis
From feature to kernel
MatrixRL has a equivalent kernelization
Pros and cons for using features for RL
What could be good state features?
Finding Metastable State Clusters
Example: stochastic diffusion process
Unsupervised state aggregation learning
Soft state aggregation for NYC taxi data
Example: State Trajectories of Demon Attack

Taught by

Simons Institute

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