Feature Search in the Grassmanian in Online Reinforcement Learning
Shalabh Bhatnagar, Vivek S. Borkar, K. J. Prabuchandran · IEEE Journal of Selected Topics in Signal Processing · 2013
We consider the problem of finding the best features for value function approximation in reinforcement learning and develop an online algorithm to optimize the mean square Bellman error objective. For any given feature value, our algorithm performs gradient search in the parameter space via a residual gradient scheme and, on a slower timescale, also performs gradient search in the Grassman manifold of features. We present a proof of convergence of our algorithm. We show empirical results using our algorithm as well as a similar algorithm that uses temporal difference learning in place of the residual gradient scheme for the faster timescale updates.