Essays on Reinforcement Learning with Decision Trees and Accelerated Boosting of Partially Linear Additive Models

Bibliographic Details
Main Author: Dinger, Steven
Language:English
Published: University of Cincinnati / OhioLINK 2019
Subjects:
Online Access:http://rave.ohiolink.edu/etdc/view?acc_num=ucin1562923541849035
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spelling ndltd-OhioLink-oai-etd.ohiolink.edu-ucin15629235418490352021-08-03T07:11:43Z Essays on Reinforcement Learning with Decision Trees and Accelerated Boosting of Partially Linear Additive Models Dinger, Steven Statistics Fitted Q-Iteration Gradient Boosting Online Random Forest Q-Learning Twin Boosting Variable Selection Reinforcement learning has become a popular research topic due to the recent successes in combining deep learning value function estimation and reinforcement learning. Because of the popularity of these methods, deep learning has become the de facto standard for function approximation in reinforcement learning. However, other function approximation methods offer advantages in speed, ease of use, interpretability and stability. In our first essay, we examine several existing reinforcement learning methods that use decision trees for function approximation. Results of testing on a benchmark reinforcement learning problem show promising results for decision tree based methods. In addition, we propose the use of online random forests for reinforcement learning which show competitive results.In the second essay, we discuss accelerated boosting of partially linear models. Partially linear additive models are a powerful and flexible technique for modeling complex data. However, automatic variable selection to linear, nonlinear and uninformative terms can be computationally expensive. We propose using accelerated twin boosting to automatically select these terms and fit a partially linear additive model. Acceleration reduces the computational effort versus non-accelerated methods while maintaining accuracy and ease of use. Twin boosting is adopted to improve variable selection of accelerated boosting. We demonstrate the results of our proposed method on simulated and real data sets. We show that accelerated twin boosting results in accurate, parsimonious models with substantially less computation than non-accelerated twin boosting. 2019-10-01 English text University of Cincinnati / OhioLINK http://rave.ohiolink.edu/etdc/view?acc_num=ucin1562923541849035 http://rave.ohiolink.edu/etdc/view?acc_num=ucin1562923541849035 unrestricted This thesis or dissertation is protected by copyright: all rights reserved. It may not be copied or redistributed beyond the terms of applicable copyright laws.
collection NDLTD
language English
sources NDLTD
topic Statistics
Fitted Q-Iteration
Gradient Boosting
Online Random Forest
Q-Learning
Twin Boosting
Variable Selection
spellingShingle Statistics
Fitted Q-Iteration
Gradient Boosting
Online Random Forest
Q-Learning
Twin Boosting
Variable Selection
Dinger, Steven
Essays on Reinforcement Learning with Decision Trees and Accelerated Boosting of Partially Linear Additive Models
author Dinger, Steven
author_facet Dinger, Steven
author_sort Dinger, Steven
title Essays on Reinforcement Learning with Decision Trees and Accelerated Boosting of Partially Linear Additive Models
title_short Essays on Reinforcement Learning with Decision Trees and Accelerated Boosting of Partially Linear Additive Models
title_full Essays on Reinforcement Learning with Decision Trees and Accelerated Boosting of Partially Linear Additive Models
title_fullStr Essays on Reinforcement Learning with Decision Trees and Accelerated Boosting of Partially Linear Additive Models
title_full_unstemmed Essays on Reinforcement Learning with Decision Trees and Accelerated Boosting of Partially Linear Additive Models
title_sort essays on reinforcement learning with decision trees and accelerated boosting of partially linear additive models
publisher University of Cincinnati / OhioLINK
publishDate 2019
url http://rave.ohiolink.edu/etdc/view?acc_num=ucin1562923541849035
work_keys_str_mv AT dingersteven essaysonreinforcementlearningwithdecisiontreesandacceleratedboostingofpartiallylinearadditivemodels
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