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3IECL - Institut Élie Cartan de Lorraine (Université de Lorraine, Boulevard des Aiguillettes BP 70239 54506 Vandoeuvre-les-Nancy Cedex
Ile du Saulcy - 57 045 Metz Cedex 01 - France)
Abstract : Modified policy iteration (MPI) is a dynamic programming (DP) algorithm that contains the two celebrated policy and value iteration methods. Despite its generality, MPI has not been thoroughly studied, especially its approximation form which is used when the state and/or action spaces are large or infinite. In this paper, we propose three implementations of approximate MPI (AMPI) that are extensions of the well-known approximate DP algorithms:~fitted-value iteration, fitted-Q iteration, and classification-based policy iteration. We provide error propagation analysis that unify those for approximate policy and value iteration. We develop the finite-sample analysis of these algorithms, which highlights the influence of their parameters. In the classification-based version of the algorithm (CBMPI), the analysis shows that MPI's main parameter controls the balance between the estimation error of the classifier and the overall value function approximation. We illustrate and evaluate the behavior of these new algorithms in the Mountain Car and Tetris problems. Remarkably, in Tetris, CBMPI outperforms the existing DP approaches by a large margin, and competes with the current state-of-the-art methods while using fewer samples.
https://hal.inria.fr/hal-01091341
Contributor : Bruno Scherrer
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Submitted on : Monday, December 8, 2014 - 12:17:02 PM
Last modification on : Tuesday, November 12, 2019 - 4:33:23 PM
Long-term archiving on: Saturday, April 15, 2017 - 3:55:52 AM
Bruno Scherrer, Mohammad Ghavamzadeh, Victor Gabillon, Boris Lesner, Matthieu Geist. Approximate modified policy iteration and its application to the game of Tetris. Journal of Machine Learning Research, Microtome Publishing, 2015, 16, pp.1629−1676. ⟨hal-01091341⟩
