Exponential Family PCA for Belief Compression in POMDPs

Standard value function approaches to finding policies for Partially Observable Markov Decision Processes (POMDPs) are intractable for large models. The in- tractability of these algorithms is due to a great extent to their generating an optimal policy over the entire belief space. However, in real POMDP problems most belief states are unlikely, and there is a structured, low-dimensional manifold of plausible beliefs embedded in the high-dimensional belief space. We introduce a new method for solving large-scale POMDPs by taking advantage of belief space sparsity. We reduce the dimensionality of the belief space by exponential family Principal Components Analysis [1], which allows us to turn the sparse, high- dimensional belief space into a compact, low-dimensional representation in terms of learned features of the belief state.