ReVar: Strengthening Policy Evaluation via Reduced Variance Sampling.

Subhojyoti Mukherjee Josiah P. Hanna Robert D. Nowak

Published in: CoRR (2022)

Keyphrases

variance reduction
policy evaluation
monte carlo
sample size
importance sampling
least squares
temporal difference
markov chain
model selection
semi parametric
random sampling
confidence intervals
naive bayes classifier
markov decision processes
reinforcement learning
dynamical systems
upper bound