Dealing with non-stationary environments using context detection

  • Authors:
  • Bruno C. da Silva;Eduardo W. Basso;Ana L. C. Bazzan;Paulo M. Engel

  • Affiliations:
  • Instituto de Informática, Porto Alegre, RS, Brazil;Instituto de Informática, Porto Alegre, RS, Brazil;Instituto de Informática, Porto Alegre, RS, Brazil;Instituto de Informática, Porto Alegre, RS, Brazil

  • Venue:
  • ICML '06 Proceedings of the 23rd international conference on Machine learning
  • Year:
  • 2006

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Abstract

In this paper we introduce RL-CD, a method for solving reinforcement learning problems in non-stationary environments. The method is based on a mechanism for creating, updating and selecting one among several partial models of the environment. The partial models are incrementally built according to the system's capability of making predictions regarding a given sequence of observations. We propose, formalize and show the efficiency of this method both in a simple non-stationary environment and in a noisy scenario. We show that RL-CD performs better than two standard reinforcement learning algorithms and that it has advantages over methods specifically designed to cope with non-stationarity. Finally, we present known limitations of the method and future works.