Parallel Reinforcement Learning for Weighted Multi-criteria Model with Adaptive Margin

  • Authors:
  • Kazuyuki Hiraoka;Manabu Yoshida;Taketoshi Mishima

  • Affiliations:
  • Saitama University, Saitama-shi, Japan;Saitama University, Saitama-shi, Japan;Saitama University, Saitama-shi, Japan

  • Venue:
  • Neural Information Processing
  • Year:
  • 2007

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Abstract

Reinforcement learning (RL) for a linear family of tasks is studied in this paper. The key of our discussion is nonlinearity of the optimal solution even if the task family is linear; we cannot obtain the optimal policy by a naive approach. Though there exists an algorithm for calculating the equivalent result to Q-learning for each task all together, it has a problem with explosion of set sizes. We introduce adaptive margins to overcome this difficulty.