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3.9 Optimality and Approximation

We have defined optimal value functions and optimal policies. Clearly, an agent that learns an optimal policy has done very well, but in practice this rarely happens. For the kinds of tasks in which we are interested, optimal policies can be generated only with extreme computational cost. A well-defined notion of optimality organizes the approach to learning we describe in this book and provides a way to understand the theoretical properties of various learning algorithms, but it is an ideal that agents can only approximate to varying degrees. As we discussed above, even if we have a complete and accurate model of the environment's dynamics, it is usually not possible to simply compute an optimal policy by solving the Bellman optimality equation. For example, board games such as chess are a tiny fraction of human experience, yet large, custom-designed computers still cannot compute the optimal moves. A critical aspect of the problem facing the agent is always the computational power available to it, in particular, the amount of computation it can perform in a single time step.

The memory available is also an important constraint. A large amount of memory is often required to build up approximations of value functions, policies, and models. In tasks with small, finite state sets, it is possible to form these approximations using arrays or tables with one entry for each state (or state-action pair). This we call the tabular case, and the corresponding methods we call tabular methods. In many cases of practical interest, however, there are far more states than could possibly be entries in a table. In these cases the functions must be approximated, using some sort of more compact parameterized function representation.

Our framing of the reinforcement learning problem forces us to settle for approximations. However, it also presents us with some unique opportunities for achieving useful approximations. For example, in approximating optimal behavior, there may be many states that the agent faces with such a low probability that selecting suboptimal actions for them has little impact on the amount of reward the agent receives. Tesauro's backgammon player, for example, plays with exceptional skill even though it might make very bad decisions on board configurations that never occur in games against experts. In fact, it is possible that TD-Gammon makes bad decisions for a large fraction of the game's state set. The on-line nature of reinforcement learning makes it possible to approximate optimal policies in ways that put more effort into learning to make good decisions for frequently encountered states, at the expense of less effort for infrequently encountered states. This is one key property that distinguishes reinforcement learning from other approaches to approximately solving MDPs.


next up previous contents
Next: 3.10 Summary Up: 3. The Reinforcement Learning Previous: 3.8 Optimal Value Functions   Contents
Mark Lee 2005-01-04