Reward-Weighted Regression Converges to a Global Optimum.
Miroslav StruplFrancesco FaccioDylan R. AshleyRupesh Kumar SrivastavaJürgen SchmidhuberPublished in: CoRR (2021)
Keyphrases
- global optimum
- optimal solution
- objective function
- optimization method
- search space
- global solution
- global convergence
- simulated annealing
- trust region
- regression model
- reinforcement learning
- faster convergence
- regression algorithm
- global minimum
- step size
- support vector regression
- model selection
- gaussian processes
- linear program
- regression function
- regression problems
- long run
- linear regression
- regression analysis
- partial least squares
- regression method
- linear programming
- support vector
- optimization algorithm
- metaheuristic
- genetic algorithm