PAC-Bayesian Policy Evaluation for Reinforcement Learning

@inproceedings{Fard2011PACBayesianPE,
  title={PAC-Bayesian Policy Evaluation for Reinforcement Learning},
  author={Mahdi Milani Fard and Joelle Pineau and Csaba Szepesv{\'a}ri},
  booktitle={UAI},
  year={2011}
}
Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors. PAC-Bayesian methods overcome this problem by providing bounds that hold regardless of the correctness of the prior… CONTINUE READING