Contextual Direct Policy Search - With Regularized Covariance Matrix Estimation.
Abbas AbdolmalekiDavid SimõesNuno LauLuís Paulo ReisGerhard NeumannPublished in: J. Intell. Robotic Syst. (2019)
Keyphrases
- covariance matrix
- direct policy search
- estimation error
- covariance matrices
- pseudo inverse
- sample size
- mahalanobis distance
- principal component analysis
- reinforcement learning
- geometrical interpretation
- least squares
- objective function
- correlation matrix
- gaussian mixture
- eigenvalues and eigenvectors
- multivariate gaussian
- neural network
- parameter estimation
- dynamic programming
- class conditional densities