text: We propose a new approach to value function approximation which combines linear temporal difference reinforcement learning with subspace identification. In practical applications, reinforcement learning (RL) is complicated by the fact that state is either high-dimensional or partially observable. Therefore, RL methods are designed to work with features of state rather than state itself, and the success or failure of learning is often determined by the suitability of the selected features. By comparison, subspace identification (SSID) methods are designed to select a feature set which preserves as much information as possible about state. In this paper we connect the two approaches, looking at the problem of reinforcement learning with a large set of features, each of which may only be marginally useful for value function approximation. We introduce a new algorithm for this situation, called Predictive State Temporal Difference (PSTD) learning. As in SSID for predictive state representations, PSTD finds a linear compression operator that projects a large set of features down to a small set that preserves the maximum amount of predictive information. As in RL, PSTD then uses a Bellman recursion to estimate a value function. We discuss the connection between PSTD and prior approaches in RL and SSID. We prove that PSTD is statistically consistent, perform several experiments that illustrate its properties, and demonstrate its potential on a difficult optimal stopping problem.
  @cite_30: A widely used class of models for stochastic systems is hidden Markov models. Systems that can be modeled by hidden Markov models are a proper subclass of linearly dependent processes, a class of stochastic systems known from mathematical investigations carried out over the past four decades. This article provides a novel, simple characterization of linearly dependent processes, called observable operator models. The mathematical properties of observable operator models lead to a constructive learning algorithm for the identification of linearly dependent processes. The core of the algorithm has a time complexity of O (N + nm3), where N is the size of training data, n is the number of distinguishable outcomes of observations, and m is model state-space dimension.
  @cite_14: 
  @cite_26: Planning and learning in Partially Observable MDPs (POMDPs) are among the most challenging tasks in both the AI and Operation Research communities. Although solutions to these problems are intractable in general, there might be special cases, such as structured POMDPs, which can be solved efficiently. A natural and possibly efficient way to represent a POMDP is through the predictive state representation (PSR) — a representation which recently has been receiving increasing attention. In this work, we relate POMDPs to multiplicity automata — showing that POMDPs can be represented by multiplicity automata with no increase in the representation size. Furthermore, we show that the size of the multiplicity automaton is equal to the rank of the predictive state representation. Therefore, we relate both the predictive state representation and POMDPs to the well-founded multiplicity automata literature. Based on the multiplicity automata representation, we provide a planning algorithm which is exponential only in the multiplicity automata rank rather than the number of states of the POMDP. As a result, whenever the predictive state representation is logarithmic in the standard POMDP representation, our planning algorithm is efficient.
  @cite_15: We examine the problem of generating state-space compressions of POMDPs in a way that minimally impacts decision quality. We analyze the impact of compressions on decision quality, observing that compressions that allow accurate policy evaluation (prediction of expected future reward) will not affect decision quality We derive a set of sufficient conditions that ensure accurate prediction in this respect, illustrate interesting mathematical properties these confer on lossless linear compressions, and use these to derive an iterative procedure for finding good linear lossy compressions. We also elaborate on how structured representations of a POMDP can be used to find such compressions.
  @cite_36: 
  @cite_29: In this paper, we describe the partially observable Markov decision process (POMDP) approach to finding optimal or near-optimal control strategies for partially observable stochastic environments, given a complete model of the environment. The POMDP approach was originally developed in the operations research community and provides a formal basis for planning problems that have been of interest to the AI community. We found the existing algorithms for computing optimal control strategies to be highly computationally inefficient and have developed a new algorithm that is empirically more efficient. We sketch this algorithm and present preliminary results on several small problems that illustrate important properties of the POMDP approach.
  @cite_21: 
  @cite_3: High dimensionality of POMDP's belief state space is one major cause that makes the underlying optimal policy computation intractable. Belief compression refers to the methodology that projects the belief state space to a low-dimensional one to alleviate the problem. In this paper, we propose a novel orthogonal non-negative matrix factorization (O-NMF) for the projection. The proposed O-NMF not only factors the belief state space by minimizing the reconstruction error, but also allows the compressed POMDP formulation to be efficiently computed (due to its orthogonality) in a value-directed manner so that the value function will take same values for corresponding belief states in the original and compressed state spaces. We have tested the proposed approach using a number of benchmark problems and the empirical results confirms its effectiveness in achieving substantial computational cost saving in policy computation.
  @cite_6: 
  @cite_31: 
summary: Partially observable Markov decision processes (POMDPs) extend MDPs to situations where the state is not directly observable @cite_31 @cite_14 @cite_29 . In this circumstance, an agent can plan using a continuous with dimensionality equal to the number of hidden states in the POMDP @. When the number of hidden states is large, dimensionality reduction in POMDPs can be achieved by projecting a high dimensional belief space to a lower dimensional one; of course, the difficulty is to find a projection which preserves decision quality. Strategies for finding good projections include value-directed compression @cite_15 and non-negative matrix factorization @cite_3 @cite_21 . The resulting model after compression is a Predictive State Representation (PSR) @cite_36 @cite_6 , an Observable Operator Model @cite_30 , or a multiplicity automaton @cite_26 . Moving to one of these representations can often compress a POMDP by a large factor with little or no loss in accuracy: examples exist with arbitrarily large lossless compression factors, and in practice, we can often achieve large compression ratios with little loss.