RL that utilize function approximation to generalize observational data to unknown states/actions. The goal of this paper is to study the sample complexity of policy-based RL, which is arguably the simplest setting for RL with function approximation (Kearns et al., 1999; Kakade, 2003).
The lasso and elastic net linear regression models impose a double-exponential prior distribution on the model parameters to achieve regression shrinkage and variable selection, allowing the inference of robust models from large data sets.
Such complexpatterns can be crucial when amodel is trained on MTS and might need ahuge amount of training samples to be captured by amachine learningalgorithm.