CODEWITHSUNDEEP
machine-learningartificial-intelligencedynamic-programmingmarkov-chainsreinforcement-learning
Zhenhua HAN
Zhenhua HAN

Reputation: 11

How to find the optimal linear basis functions of an MDP?

Given a set of basis functions, there are many papers on finding a weight vector to linearly approximate the value function. Is there any paper on how to find the basis functions? Is it possible to compute the optimal basis functions to represent the value function compactly?

Upvotes: 1

Views: 65

Answers (1)

Juan Leni
Juan Leni

Reputation: 7608

I don't think so.

What you are basically looking for is to automatically find the correct model for your data: i.e. Model Selection

Unless you have some information to support some strong priors, it is not likely that you can automatically find an optimal solution. Typically you will do some feature engineering or take a Bayesian approach to select between different hypotheses.

Upvotes: 2

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