<< Chapter < Page Chapter >> Page >

And so you could actually choose 5-S equals S. That would be one reasonable choice, if you want to approximate the value function as a linear function of the states, but you can also choose other things, so for example, for the inverted pendulum example, you may choose 5-S to be equal to a vector of features that may be [inaudible]1 or you may have Xdot2, Xdot maybe some cross terms, maybe times X, maybe dot2 and so on. So you choose some vector or features and then approximate the value function as the value of the state as is equal to data transfers times the features. And I should apologize in advance; I’m overloading notation here. It’s unfortunate. I use data both to denote the angle of the cart of the pole inverted pendulum. So this is known as the angle T but also using T to denote the vector of parameters in my [inaudible]algorithm. So sorry about the overloading notation.

Just like we did in linear regression, my goal is to come up with a linear combination of the features that gives me a good approximation to the value function and this is completely analogous to when we said that in linear regression our estimate, my response there but Y as a linear function a feature is at the input. That’s what we have in linear regression. Let me just write down value iteration again and then I’ll written down an approximation to value iteration, so for discrete states, this is the idea behind value iteration and we said that V(s) will be updated as R(s) + G [inaudible].

That was value iteration and in the case of continuous states, this would be the replaced by an [inaudible], an [inaudible]over states rather via sum over states. Let me just write this as R(s) + G([inaudible]) and then that sum over T’s prime. That’s really an expectation with respect to random state as prime drawn from the state transition probabilities piece SA of V(s) prime. So this is a sum of all states S prime with the probability of going to S prime (value), so that’s really an expectation over the random state S prime flowing from PSA of that. And so what I’ll do now is write down an algorithm called fitted value iteration that’s in approximation to this but specifically for continuous states. I just wrote down the first two steps, and then I’ll continue on the next board, so the first step of the algorithm is we’ll sample. Choose some set of states at random. So sample S-1, S-2 through S-M randomly so choose a set of states randomly and initialize my parameter vector to be equal to zero. This is analogous to in value iteration where I might initialize the value function to be the function of all zeros. Then here’s the end view for the algorithm. Got quite a lot to write actually. Let’s see. And so that’s the algorithm. Let me just adjust the writing. Give me a second. Give me a minute to finish and then I’ll step through this. Actually, if some of my handwriting is eligible, let me know. So let me step through this and so briefly explain the rationale. So the hear of the algorithm is - let’s see. In the original value iteration algorithm, we would take the value for each state, V(s)I, and we will overwrite it with this expression here. In the original, this discrete value iteration algorithm was to V(s)I and we will set V(s)I to be equal to that, I think. Now we have in the continuous state case, we have an infinite continuous set of states and so you can’t discretely set the value of each of these to that. So what we’ll do instead is choose the parameters T so that V(s)I is as close as possible to this thing on the right hand side instead. And this is what YI turns out to be. So completely, what I’m going to do is I’m going to construct estimates of this term, and then I’m going to choose the parameters of my function approximator. I’m gonna choose my parameter as T, so that V(s)I is as close as possible to these. That’s what YI is, and specifically, what I’m going to do is I’ll choose parameters data to minimize the sum of square differences between T [inaudible]plus 5SI. This thing here is just V(s)I because I’m approximating V(s)I is a linear function of 5SI and so choose the parameters data to minimize the sum of square differences. So this is last step is basically the approximation version of value iteration. What everything else above was doing was just coming up with an approximation to this term, to this thing here and which I was calling YI. And so confluently, for every state SI we want to estimate what the thing on the right hand side is and but there’s an expectation here. There’s an expectation over a continuous set of states, may be a very high dimensional state so I can’t compute this expectation exactly. What I’ll do instead is I’ll use my simulator to sample a set of states from this distribution from this P substrip, SIA, from the state transition distribution of where I get to if I take the action A in the state as I, and then I’ll average over that sample of states to compute this expectation. And so stepping through the algorithm just says that for each state and for each action, I’m going to sample a set of states. This S prime 1 through S prime K from that state transition distribution, still using the model, and then I’ll set Q(a) to be equal to that average and so this is my estimate for R(s)I + G(this expected value for that specific action A). Then I’ll take the maximum of actions A and this gives me YI, and so YI is for S for that. And finally, I’ll run really run linear regression which is that last of the set [inaudible]to get V(s)I to be close to the YIs. And so this algorithm is called fitted value iteration and it actually often works quite well for continuous, for problems with anywhere from 6- to 10- to 20-dimensional state spaces if you can choose appropriate features. Can you raise a hand please if this algorithm makes sense? Some of you didn’t have your hands up. Are there questions for those, yeah?

Questions & Answers

can someone help me with some logarithmic and exponential equations.
Jeffrey Reply
sure. what is your question?
ninjadapaul
20/(×-6^2)
Salomon
okay, so you have 6 raised to the power of 2. what is that part of your answer
ninjadapaul
I don't understand what the A with approx sign and the boxed x mean
ninjadapaul
it think it's written 20/(X-6)^2 so it's 20 divided by X-6 squared
Salomon
I'm not sure why it wrote it the other way
Salomon
I got X =-6
Salomon
ok. so take the square root of both sides, now you have plus or minus the square root of 20= x-6
ninjadapaul
oops. ignore that.
ninjadapaul
so you not have an equal sign anywhere in the original equation?
ninjadapaul
Commplementary angles
Idrissa Reply
hello
Sherica
im all ears I need to learn
Sherica
right! what he said ⤴⤴⤴
Tamia
what is a good calculator for all algebra; would a Casio fx 260 work with all algebra equations? please name the cheapest, thanks.
Kevin Reply
a perfect square v²+2v+_
Dearan Reply
kkk nice
Abdirahman Reply
algebra 2 Inequalities:If equation 2 = 0 it is an open set?
Kim Reply
or infinite solutions?
Kim
The answer is neither. The function, 2 = 0 cannot exist. Hence, the function is undefined.
Al
y=10×
Embra Reply
if |A| not equal to 0 and order of A is n prove that adj (adj A = |A|
Nancy Reply
rolling four fair dice and getting an even number an all four dice
ramon Reply
Kristine 2*2*2=8
Bridget Reply
Differences Between Laspeyres and Paasche Indices
Emedobi Reply
No. 7x -4y is simplified from 4x + (3y + 3x) -7y
Mary Reply
is it 3×y ?
Joan Reply
J, combine like terms 7x-4y
Bridget Reply
im not good at math so would this help me
Rachael Reply
yes
Asali
I'm not good at math so would you help me
Samantha
what is the problem that i will help you to self with?
Asali
how do you translate this in Algebraic Expressions
linda Reply
Need to simplify the expresin. 3/7 (x+y)-1/7 (x-1)=
Crystal Reply
. After 3 months on a diet, Lisa had lost 12% of her original weight. She lost 21 pounds. What was Lisa's original weight?
Chris Reply
what's the easiest and fastest way to the synthesize AgNP?
Damian Reply
China
Cied
types of nano material
abeetha Reply
I start with an easy one. carbon nanotubes woven into a long filament like a string
Porter
many many of nanotubes
Porter
what is the k.e before it land
Yasmin
what is the function of carbon nanotubes?
Cesar
what is nanomaterials​ and their applications of sensors.
Ramkumar Reply
what is nano technology
Sravani Reply
what is system testing?
AMJAD
preparation of nanomaterial
Victor Reply
Yes, Nanotechnology has a very fast field of applications and their is always something new to do with it...
Himanshu Reply
good afternoon madam
AMJAD
what is system testing
AMJAD
what is the application of nanotechnology?
Stotaw
In this morden time nanotechnology used in many field . 1-Electronics-manufacturad IC ,RAM,MRAM,solar panel etc 2-Helth and Medical-Nanomedicine,Drug Dilivery for cancer treatment etc 3- Atomobile -MEMS, Coating on car etc. and may other field for details you can check at Google
Azam
anybody can imagine what will be happen after 100 years from now in nano tech world
Prasenjit
after 100 year this will be not nanotechnology maybe this technology name will be change . maybe aftet 100 year . we work on electron lable practically about its properties and behaviour by the different instruments
Azam
name doesn't matter , whatever it will be change... I'm taking about effect on circumstances of the microscopic world
Prasenjit
how hard could it be to apply nanotechnology against viral infections such HIV or Ebola?
Damian
silver nanoparticles could handle the job?
Damian
not now but maybe in future only AgNP maybe any other nanomaterials
Azam
can nanotechnology change the direction of the face of the world
Prasenjit Reply
At high concentrations (>0.01 M), the relation between absorptivity coefficient and absorbance is no longer linear. This is due to the electrostatic interactions between the quantum dots in close proximity. If the concentration of the solution is high, another effect that is seen is the scattering of light from the large number of quantum dots. This assumption only works at low concentrations of the analyte. Presence of stray light.
Ali Reply
the Beer law works very well for dilute solutions but fails for very high concentrations. why?
bamidele Reply
how did you get the value of 2000N.What calculations are needed to arrive at it
Smarajit Reply
Privacy Information Security Software Version 1.1a
Good
Got questions? Join the online conversation and get instant answers!
QuizOver.com Reply

Get the best Algebra and trigonometry course in your pocket!





Source:  OpenStax, Machine learning. OpenStax CNX. Oct 14, 2013 Download for free at http://cnx.org/content/col11500/1.4
Google Play and the Google Play logo are trademarks of Google Inc.

Notification Switch

Would you like to follow the 'Machine learning' conversation and receive update notifications?

Ask