Abstract
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We apply diffusion strategies to propose a cooperative reinforcement learning algorithm, in which agents in a network communicate with their neighbors to improve predictions about their environment. The algorithm is suitable to learn off-policy even in large state spaces. We provide a mean-square-error performance analysis under constant step-sizes. The gain of cooperation in the form of more stability and less bias and variance in the prediction error, is illustrated in the context of a classical model. We show that the improvement in performance is especially significant when the behavior policy of the agents is different from the target policy under evaluation. | |
International
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Si |
Congress
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2013 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) |
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960 |
Place
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Reviewers
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Si |
ISBN/ISSN
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1520-6149 |
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Start Date
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26/05/2013 |
End Date
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31/05/2013 |
From page
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4539 |
To page
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4543 |
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Proceedings of ICASSP |