Modelling Policies in MDPs in Reproducing Kernel Hilbert Space

@inproceedings{Lever2015ModellingPI,
  title={Modelling Policies in MDPs in Reproducing Kernel Hilbert Space},
  author={Guy Lever and Ronnie Stafford},
  booktitle={AISTATS},
  year={2015}
}
We consider modelling policies for MDPs in (vector-valued) reproducing kernel Hilbert function spaces (RKHS). This enables us to work “non-parametrically” in a rich function class, and provides the ability to learn complex policies. We present a framework for performing gradientbased policy optimization in the RKHS, deriving the functional gradient of the return for our policy, which has a simple form and can be estimated efficiently. The policy representation naturally focuses on the relevant… CONTINUE READING

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