Part of Advances in Neural Information Processing Systems 14 (NIPS 2001)
Thomas Dietterich, Xin Wang
We present three ways of combining linear programming with the kernel trick to find value function approximations for reinforcement learning. One formulation is based on SVM regression; the second is based on the Bellman equation; and the third seeks only to ensure that good moves have an advantage over bad moves. All formu(cid:173) lations attempt to minimize the number of support vectors while fitting the data. Experiments in a difficult, synthetic maze problem show that all three formulations give excellent performance, but the advantage formulation is much easier to train. Unlike policy gradi(cid:173) ent methods, the kernel methods described here can easily 'adjust the complexity of the function approximator to fit the complexity of the value function.