Efficient Reinforcement Learning using Gaussian Processes

This book examines Gaussian processes in both model-based reinforcement learning (RL) and inference in nonlinear dynamic systems.First, we introduce PILCO, a fully Bayesian approach for efficient RL in continuous-valued state and action spaces when no expert knowledge is available. PILCO takes model...

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Bibliographic Details
Superior document:Karlsruhe Series on Intelligent Sensor-Actuator-Systems / Karlsruher Institut für Technologie, Intelligent Sensor-Actuator-Systems Laboratory
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Year of Publication:2010
Language:English
Series:Karlsruhe Series on Intelligent Sensor-Actuator-Systems / Karlsruher Institut für Technologie, Intelligent Sensor-Actuator-Systems Laboratory
Physical Description:1 electronic resource (IX, 205 p. p.)
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Summary:This book examines Gaussian processes in both model-based reinforcement learning (RL) and inference in nonlinear dynamic systems.First, we introduce PILCO, a fully Bayesian approach for efficient RL in continuous-valued state and action spaces when no expert knowledge is available. PILCO takes model uncertainties consistently into account during long-term planning to reduce model bias. Second, we propose principled algorithms for robust filtering and smoothing in GP dynamic systems.
ISBN:1000019799
Hierarchical level:Monograph