Transition variable selection for regime switching recurrent reinforcement learning.
Dietmar MaringerJin ZhangPublished in: CIFEr (2014)
Keyphrases
- variable selection
- reinforcement learning
- transition model
- cross validation
- input variables
- high dimensional
- linear models
- stochastic search
- model selection
- dimension reduction
- machine learning
- data sets
- high dimensional data
- feature selection
- learning algorithm
- group lasso
- object recognition
- logistic regression models
- cluster analysis
- learning problems
- transfer learning