Title: Manifold Regularization for Kernelized LSTD,
Abstract: Policy evaluation or value function or Q-function approximation is a key
procedure in reinforcement learning (RL). It is a necessary component of policy
iteration and can be used for variance reduction in policy gradient methods.
Therefore its quality has a significant impact on most RL algorithms. Motivated
by manifold regularized learning, we propose a novel kernelized policy
evaluation method that takes advantage of the intrinsic geometry of the state
space learned from data, in order to achieve better sample efficiency and
higher accuracy in Q-function approximation. Applying the proposed method in
the Least-Squares Policy Iteration (LSPI) framework, we observe superior
performance compared to widely used parametric basis functions on two standard
benchmarks in terms of policy quality.