Agnostic System Identification for Model-Based Reinforcement Learning

@article{Ross2012AgnosticSI,
  title={Agnostic System Identification for Model-Based Reinforcement Learning},
  author={St{\'e}phane Ross and J. Andrew Bagnell},
  journal={CoRR},
  year={2012},
  volume={abs/1203.1007}
}
A fundamental problem in control is to learn a model of a system from observations that is useful for controller synthesis. To provide good performance guarantees, existing methods must assume that the real system is in the class of models considered during learning. We present an iterative method with strong guarantees even in the agnostic case where the system is not in the class. In particular, we show that any no-regret online learning algorithm can be used to obtain a nearoptimal policy… CONTINUE READING
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