London Machine Learning Meetup

It is well known that the global optimum of a MDP with finite state and action sets can be obtained through methods based on dynamic programming. Unfortunately, these techniques are known to suffer from the curse of dimensionality, which makes them infeasible for many real-world problems of interest. As a result, most research in the reinforcement learning and control theory literature has focused on obtaining approximate or locally optimal solutions. There exists a broad spectrum of such techniques, including approximate dynamic programming methods, tree search methods, local trajectory-optimization techniques, such as differential dynamic programming and iLQG, and policy search methods. In this talk I shall provide an introduction to policy search methods, which are a family of algorithms that have proven extremely popular in recent years, and which have numerous desirable properties that make them attractive in practice.