Provably Efficient CVaR RL in Low-rank MDPs.
Yulai ZhaoWenhao ZhanXiaoyan HuHo-fung LeungFarzan FarniaWen SunJason D. LeePublished in: ICLR (2024)
Keyphrases
- low rank
- reinforcement learning
- markov decision processes
- convex optimization
- linear combination
- matrix factorization
- rank minimization
- missing data
- matrix completion
- state space
- singular value decomposition
- low rank matrices
- high dimensional data
- low rank matrix
- machine learning
- matrix decomposition
- kernel matrix
- optimal policy
- data sets
- policy iteration
- function approximation
- similarity measure
- feature selection
- low rank and sparse