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Batch-iFDD for Representation Expansion in Large MDPs
Proceedings of the 29th Conference on Uncertainty in Artificial Intelligence, PMLR R11:402-411, 2013.
Abstract
Matching pursuit (MP) methods are a prom- ising class of feature construction algorithms for value function approximation. Yet exist- ing MP methods require creating a pool of potential features, mandating expert knowl- edge or enumeration of a large feature pool, both of which hinder scalability. This pa- per introduces batch incremental feature de- pendency discovery (Batch-iFDD) as an MP method that inherits a provable convergence property. Additionally, Batch-iFDD does not require a large pool of features, leading to lower computational complexity. Empiri- cal policy evaluation results across three do- mains with up to one million states highlight the scalability of Batch-iFDD over the previ- ous state of the art MP algorithm.