Solving the k-sparse Eigenvalue Problem with Reinforcement Learning.
Li ZhouLihao YanMark A. CaprioWeiguo GaoChao YangPublished in: CoRR (2020)
Keyphrases
- reinforcement learning
- eigenvalue problems
- high dimensional
- markov decision problems
- function approximation
- state space
- reinforcement learning agents
- reinforcement learning algorithms
- sparse data
- learning process
- covariance matrix
- solving problems
- optimal control
- sparse matrix
- model free
- random projections
- data sets
- combinatorial optimization
- linear programming
- neural network