JohnLangford/vowpal_wabbit — pull request #47 by amarack (2012-08-16 18:54:29+00:00)
Title: Reinforcement Learning Reduction

This uses vw reductions to do state-action value function reinforcement learning. Specifically, it implements the Sarsa(lambda) and TreeBackup algorithms for on-policy and off-policy RL respectively. Labels are taken as rewards, predictions returned are expected future discounted rewards (the state-action value), and actions/states are specified as input features. A full explanation is included in comments at the top of the rl.cc file.

Any feedback you can give would be greatly appreciated! Thank you!