Highly Influenced

@inproceedings{Geist2012ADS, title={A Dantzig Selector Approach to Temporal Difference Learning}, author={Matthieu Geist and Bruno Scherrer and Alessandro Lazaric and Mohammad Ghavamzadeh}, booktitle={ICML}, year={2012} }

- Published 2012 in ICML

LSTD is a popular algorithm for value function approximation. Whenever the number of features is larger than the number of samples, it must be paired with some form of regularization. In particular, `1-regularization methods tend to perform feature selection by promoting sparsity, and thus, are wellsuited for high–dimensional problems. However, since LSTD… CONTINUE READING

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