This paper addresses a fundamental issue central to approximation methods for
solving large Markov decision processes (MDPs): how to automatically learn the
underlying representation for value function approximation? A novel
theoretically rigorous framework is proposed that automatically generates
geometrically customized orthonormal sets of basis functions, which can be used
with any approximate MDP solver like least squares policy iteration (LSPI). The
key innovation is a coordinate-free representation of value functions, using
the theory of smooth functions on a Riemannian manifold. Hodge theory yields a
constructive method for generating basis functions for approximating value
functions based on the eigenfunctions of the self-adjoint (Laplace-Beltrami)
operator on manifolds. In effect, this approach performs a global Fourier
analysis on the state space graph to approximate value functions, where the
basis functions reflect the largescale topology of the underlying state space.
A new class of algorithms called Representation Policy Iteration (RPI) are
presented that automatically learn both basis functions and approximately
optimal policies. Illustrative experiments compare the performance of RPI with
that of LSPI using two handcoded basis functions (RBF and polynomial state
encodings).Comment: Appears in Proceedings of the Twenty-First Conference on Uncertainty
in Artificial Intelligence (UAI2005
