Reinforcement learning is a mathematical framework for developing computer agents that can learn an optimal behavior by relating generic reward signals with its past actions. With numerous successful applications in business intelligence, plant control, and gaming, the RL framework is ideal for decision making in unknown environments with large amounts of data.Supplying an up-to-date and accessible introduction to the field, Statistical Reinforcement Learning: Modern Machine Learning Approaches presents fundamental concepts and practical algorithms of statistical reinforcement learning from th. Read more... Abstract: Reinforcement learning is a mathematical framework for developing computer agents that can learn an optimal behavior by relating generic reward signals with its past actions. With numerous successful applications in business intelligence, plant control, and gaming, the RL framework is ideal for decision making in unknown environments with large amounts of data.Supplying an up-to-date and accessible introduction to the field, Statistical Reinforcement Learning: Modern Machine Learning Approaches presents fundamental concepts and practical algorithms of statistical reinforcement learning from th Reinforcement learning is a mathematical framework for developing computer agents that can learn an optimal behavior by relating generic reward signals with its past actions. With numerous successful applications in business intelligence, plant control, and gaming, the RL framework is ideal for decision making in unknown environments with large amounts of data. Supplying an up-to-date and accessible introduction to the field, Statistical Reinforcement Learning: Modern Machine Learning Approaches presents fundamental concepts and practical algorithms of statistical reinforcement learning from the modern machine learning viewpoint. It covers various types of RL approaches, including model-based and model-free approaches, policy iteration, and policy search methods. Covers the range of reinforcement learning algorithms from a modern perspective; lays out the associated optimization problems for each reinforcement learning scenario covered; provides thought-provoking statistical treatment of reinforcement learning algorithms. The book covers approaches recently introduced in the data mining and machine learning fields to provide a systematic bridge between RL and data mining/machine learning researchers. It presents state-of-the-art results, including dimensionality reduction in RL and risk-sensitive RL. Numerous illustrative examples are included to help readers understand the intuition and usefulness of reinforcement learning techniques. This book is an ideal resource for graduate-level students in computer science and applied statistics programs, as well as researchers and engineers in related fields Content: Cover Contents Foreword Preface Author Part I: Introduction Chapter 1: Introduction to Reinforcement Learning Part II: Model-Free Policy Iteration Chapter 2: Policy Iteration with Value Function Approximation Chapter 3: Basis Design for Value Function Approximation Chapter 4: Sample Reuse in Policy Iteration Chapter 5: Active Learning in Policy Iteration Chapter 6: Robust Policy Iteration Part III: Model-Free Policy Search Chapter 7: Direct Policy Search by Gradient Ascent Chapter 8: Direct Policy Search by Expectation-Maximization Chapter 9: Policy-Prior Search Part IV: Model-Based Reinforcement LearningChapter 10: Transition Model Estimation Chapter 11: Dimensionality Reduction for Transition Model Estimation References Reinforcement learning (RL) is a framework for decision making in unknown environments based on a large amount of data. Several practical RL applications for business intelligence, plant control, and game players have been successfully explored in recent years. Providing an accessible introduction to the field, this book covers model-based and model-free approaches, policy iteration, and policy search methods. It presents illustrative examples and state-of-the-art results, including dimensionality reduction in RL and risk-sensitive RLm. The book provides a bridge between RL and data mining and machine learning research Reinforcement learning (RL) is a framework for decision making in unknown environments based on a large amount of data. Several practical RL applications for business intelligence, plant control, and gaming have been successfully explored in recent years. Providing an accessible introduction to the field, this book covers model-based and model-free approaches, policy iteration, and policy search methods. It presents illustrative examples and state-of-the-art results, including dimensionality reduction in RL and risk-sensitive RL. The book provides a bridge between RL and data mining and machine learning research.
