arXiv · 1811.07201
Recursive Sparse Pseudo-input Gaussian Process SARSA
Abstract
The class of Gaussian Process (GP) methods for Temporal Difference learning has shown promise for data-efficient model-free Reinforcement Learning. In this paper, we consider a recent variant of the GP-SARSA algorithm, called Sparse Pseudo-input Gaussian Process SARSA (SPGP-SARSA), and derive recursive formulas for its predictive moments. This extension promotes greater memory efficiency, since previous computations can be reused and, interestingly, it provides a technique for updating value estimates on a multiple timescales
Explore related subjects
Keep this discovery
John Martin, Brendan Englot. 2018-11-17. Recursive Sparse Pseudo-input Gaussian Process SARSA. https://arxiv.org/abs/1811.07201
Cite the original work for its findings. Save a collection to share your selection of sources.