If data collection is costly, there is much to be gained by actively selecting particularly informative data points in a sequential way. In a Bayesian decision-theoretic framework we develop a query selection criterion which explicitly takes into account the intended use of the model predictions. By Markov Chain Monte Carlo methods the necessary quantities can be approximated to a desired precision. As the number of data points grows, the model complexity is modified by a Bayesian model selection strategy. The properties of two versions of the criterion ate demonstrated in numerical experiments.

This paper discusses the linearly weighted combination of estimators in which the weighting functions are dependent on the input. We show that the weighting functions can be derived either by evaluating the input dependent variance of each estimator or by estimating how likely it is that a given estimator has seen data in the region of the input space close to the input pattern. The latter solution is closely related to the mixture of experts approach and we show how learning rules for the mixture of experts can be derived from the theory about learning with missing features. The presented approaches are modular since the weighting functions can easily be modified (no retraining) if more estimators are added. Furthermore, it is easy to incorporate estimators which were not derived from data such as expert systems or algorithms.

We prove the convergence of an actor/critic algorithm that is equivalent to Q-Iearning by construction. Its equivalence is achieved by encoding Q-values within the policy and value function of the actor and critic. The resultant actor/critic algorithm is novel in two ways: it updates the critic only when the most probable action is executed from any given state, and it rewards the actor using criteria that depend on the relative probability of the action that was executed.

Semi-Markov Decision Problems are continuous time generalizations of discrete time Markov Decision Problems. A number of reinforcement learning algorithms have been developed recently for the solution of Markov Decision Problems, based on the ideas of asynchronous dynamic programming and stochastic approximation. Among these are TD(,x), Q-Iearning, and Real-time Dynamic Programming. After reviewing semi-Markov Decision Problems and Bellman's optimality equation in that context, we propose algorithms similar to those named above, adapted to the solution of semi-Markov Decision Problems. We demonstrate these algorithms by applying them to the problem of determining the optimal control for a simple queueing system. We conclude with a discussion of circumstances under which these algorithms may be usefully applied.

Reinforcement learning addresses the problem of learning to select actions in order to maximize one's performance in unknown environments. To scale reinforcement learning to complex real-world tasks, such as typically studied in AI, one must ultimately be able to discover the structure in the world, in order to abstract away the myriad of details and to operate in more tractable problem spaces. This paper presents the SKILLS algorithm. SKILLS discovers skills, which are partially defined action policies that arise in the context of multiple, related tasks.

This paper presents instance-based state identification, an approach to reinforcement learning and hidden state that builds disambiguating amounts of short-term memory online, and also learns with an order of magnitude fewer training steps than several previous approaches. Inspired by a key similarity between learning with hidden state and learning in continuous geometrical spaces, this approach uses instance-based (or "memory-based") learning, a method that has worked well in continuous spaces. 1 BACKGROUND AND RELATED WORK When a robot's next course of action depends on information that is hidden from the sensors because of problems such as occlusion, restricted range, bounded field of view and limited attention, the robot suffers from hidden state. More formally, we say a reinforcement learning agent suffers from the hidden state problem if the agent's state representation is non-Markovian with respect to actions and utility. The hidden state problem arises as a case of perceptual aliasing: the mapping between states of the world and sensations of the agent is not one-to-one [Whitehead, 1992]. If the agent's perceptual system produces the same outputs for two world states in which different actions are required, and if the agent's state representation consists only of its percepts, then the agent will fail to choose correct actions.

Reinforcement learning-the problem of getting an agent to learn to act from sparse, delayed rewards-has been advanced by techniques based on dynamic programming (DP). These algorithms compute a value function which gives, for each state, the minimum possible long-term cost commencing in that state. For the high-dimensional and continuous state spaces characteristic of real-world control tasks, a discrete representation of the value function is intractable; some form of generalization is required. A natural way to incorporate generalization into DP is to use a function approximator, rather than a lookup table, to represent the value function. This approach, which dates back to uses of Legendre polynomials in DP [Bellman et al., 19631, has recently worked well on several dynamic control problems [Mahadevan and Connell, 1990, Lin, 1993] and succeeded spectacularly on the game of backgammon [Tesauro, 1992, Boyan, 1992]. On the other hand, many sensible implementations have been less successful [Bradtke, 1993, Schraudolph et al., 1994]. Indeed, given the well-established success 370 Justin Boyan, Andrew W. Moore

An application of reinforcement learning to a linear-quadratic, differential game is presented. The reinforcement learning system uses a recently developed algorithm, the residual gradient form of advantage updating. The game is a Markov Decision Process (MDP) with continuous time, states, and actions, linear dynamics, and a quadratic cost function. The game consists of two players, a missile and a plane; the missile pursues the plane and the plane evades the missile. The reinforcement learning algorithm for optimal control is modified for differential games in order to find the minimax point, rather than the maximum. Simulation results are compared to the optimal solution, demonstrating that the simulated reinforcement learning system converges to the optimal answer. The performance of both the residual gradient and non-residual gradient forms of advantage updating and Q-learning are compared. The results show that advantage updating converges faster than Q-learning in all simulations.

Increasing attention has been paid to reinforcement learning algorithms in recent years, partly due to successes in the theoretical analysis of their behavior in Markov environments. If the Markov assumption is removed, however, neither generally the algorithms nor the analyses continue to be usable. We propose and analyze a new learning algorithm to solve a certain class of non-Markov decision problems. Our algorithm applies to problems in which the environment is Markov, but the learner has restricted access to state information. The algorithm involves a Monte-Carlo policy evaluation combined with a policy improvement method that is similar to that of Markov decision problems and is guaranteed to converge to a local maximum. The algorithm operates in the space of stochastic policies, a space which can yield a policy that performs considerably better than any deterministic policy. Although the space of stochastic policies is continuous-even for a discrete action space-our algorithm is computationally tractable.

We propose a novel rigorous approach for the analysis of Linsker's unsupervised Hebbian learning network. The behavior of this model is determined by the underlying nonlinear dynamics which are parameterized by a set of parameters originating from the Hebbian rule and the arbor density of the synapses. These parameters determine the presence or absence of a specific receptive field (also referred to as a'connection pattern') as a saturated fixed point attractor of the model. In this paper, we perform a qualitative analysis of the underlying nonlinear dynamics over the parameter space, determine the effects of the system parameters on the emergence of various receptive fields, and predict precisely within which parameter regime the network will have the potential to develop a specially designated connection pattern. In particular, this approach exposes, for the first time, the crucial role played by the synaptic density functions, and provides a complete precise picture of the parameter space that defines the relationships among the different receptive fields. Our theoretical predictions are confirmed by numerical simulations.