A Concentration Bound for LSPE($\lambda$)
Siddharth Chandak, Vivek S. Borkar, Harsh Dolhare
TL;DR
This paper derives a concentration bound for the LSPE(λ) algorithm, providing high probability performance guarantees for policy evaluation over time.
Contribution
It introduces a novel concentration bound for LSPE(λ), enhancing theoretical understanding of its performance guarantees.
Findings
High probability performance guarantees established
Concentration bound derived for LSPE(λ)
Theoretical insights into LSPE(λ) behavior
Abstract
The popular LSPE() algorithm for policy evaluation is revisited to derive a concentration bound that gives high probability performance guarantees from some time on.
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Taxonomy
TopicsMachine Learning and Algorithms · Bayesian Modeling and Causal Inference · Water resources management and optimization