2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information

2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information

Technical Program

Paper Detail

Paper IDMLSP-27.1
Paper Title Gaussian Process Temporal-Difference Learning with Scalability and Worst-Case Performance Guarantees
Authors Qin Lu, Georgios B. Giannakis, University of Minnesota, United States
SessionMLSP-27: Reinforcement Learning 3
LocationGather.Town
Session Time:Thursday, 10 June, 13:00 - 13:45
Presentation Time:Thursday, 10 June, 13:00 - 13:45
Presentation Poster
Topic Machine Learning for Signal Processing: [MLR-REI] Reinforcement learning
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Virtual Presentation  Click here to watch in the Virtual Conference
Abstract Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper revisits policy evaluation via temporal-difference (TD) learning from the Gaussian process (GP) perspective. Leveraging random features to approximate the GP prior, an online scalable (OS) approach, termed {OS-GPTD}, is developed to estimate the value function for a given policy by observing a sequence of state-reward pairs. To benchmark the performance of OS-GPTD even in the adversarial setting, where the modeling assumptions are violated, complementary worst-case analyses are performed. The cumulative Bellman error, as well as the long-term reward prediction error, are upper bounded relative to their counterparts from a fixed value function estimator with the entire state-reward trajectory in hindsight. Performance of the novel OS-GPTD is evaluated on two benchmark problems.