Related papers: Overcoming the Curse of Dimensionality in Reinforc…
The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…
To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…
Integration is affected by the curse of dimensionality and quickly becomes intractable as the dimensionality of the problem grows. We propose a randomized algorithm that, with high probability, gives a constant-factor approximation of a…
Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…
Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP. The regret of FMDP-BF is shown to be exponentially…
Real-world datasets are often of high dimension and effected by the curse of dimensionality. This hinders their comprehensibility and interpretability. To reduce the complexity feature selection aims to identify features that are crucial to…
To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…
Markov decision processes (MDPs) are a well studied framework for solving sequential decision making problems under uncertainty. Exact methods for solving MDPs based on dynamic programming such as policy iteration and value iteration are…
It is common to address the curse of dimensionality in Markov decision processes (MDPs) by exploiting low-rank representations. This motivates much of the recent theoretical study on linear MDPs. However, most approaches require a given…
In this dissertation we study the tractability of the information-based complexity $n(\varepsilon,d)$ for $d$-variate function approximation problems. In the deterministic setting for many unweighted problems the curse of dimensionality…
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…
We study the optimal sample complexity in large-scale Reinforcement Learning (RL) problems with policy space generalization, i.e. the agent has a prior knowledge that the optimal policy lies in a known policy space. Existing results show…
Similarity and metric learning provides a principled approach to construct a task-specific similarity from weakly supervised data. However, these methods are subject to the curse of dimensionality: as the number of features grows large,…
This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…
MR fingerprinting (MRF) is a rapid growing approach for fast quantitave MRI. A typical drawback of dictionary-based MRF is its explosion in size as a function of the number of reconstructed parameters, according to the curse of…
The curse of dimensionality in the realm of association rules is twofold. Firstly, we have the well known exponential increase in computational complexity with increasing item set size. Secondly, there is a \emph{related curse} concerned…
Reinforcement learning often needs to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces (often known as the curse of dimensionality). In this work, we address this issue by…
The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…
Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…
This survey (re)introduces reinforcement learning methods to economists. The curse of dimensionality limits how far exact dynamic programming can be effectively applied, forcing us to rely on suitably "small" problems or our ability to…