Least-Squares SARSA(Lambda) Algorithms for Reinforcement Learning

  • Authors:
  • Sheng-Lei Chen;Yan-Mei Wei

  • Affiliations:
  • -;-

  • Venue:
  • ICNC '08 Proceedings of the 2008 Fourth International Conference on Natural Computation - Volume 02
  • Year:
  • 2008

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Abstract

The problem of slow convergence speed and low efficiency of experience exploitation in SARSA(λ) learning is analyzed. And then the least-squares approximation model of the state-action pair's value function is constructed according to current and previous experiences. A set of linear equations is derived, which is satisfied by the weight vector of function approximator on a set of basis. Thus the fast and practical least-squares SARSA(λ) algorithm and improved recursive algorithm are proposed. The experiment of inverted pendulum demonstrates that these algorithms can effectively improve convergence speed and the efficiency of experience exploitation.