MM-KTD: Multiple Model Kalman Temporal Differences For Reinforcement Learning

Abstract

There has been an increasing surge of interest on development of advanced Reinforcement Learning (RL) systems as intelligent approaches to learn optimal control policies directly from smart agents' interactions with the environment. Objectives: In a model-free RL method with continuous state-space, typically, the value function of the states needs to be approximated. In this regard, Deep Neural Networks (DNNs) provide an attractive modeling mechanism to approximate the value function using sample transitions. DNN-based solutions, however, suffer from high sensitivity to parameter selection, are prone to overfitting, and are not very sample efficient. A Kalman-based methodology, on the other hand, could be used as an efficient alternative. Such an approach, however, commonly requires a-priori information about the system (such as noise statistics) to perform efficiently. The main objective of this paper is to address this issue. Methods: As a remedy to the aforementioned problems, this

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• arxiv keymalekzadeh2020mm

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