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Hybrid least-squares algorithms for approximate policy evaluation

✍ Scribed by Jeff Johns; Marek Petrik; Sridhar Mahadevan


Book ID
106453221
Publisher
Springer
Year
2009
Tongue
English
Weight
519 KB
Volume
76
Category
Article
ISSN
0885-6125

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Least median of squares (LMS) regression is a robust method to fit equations to observed data (typically in a linear model). This paper describes an approximation algorithm for LMS regression. The algorithm generates a regression solution with median residual no more than twice the optimal median re