Title :
Discretized estimator learning automata
Author :
Lanctôt, J. Kevin ; Oommen, B. John
Author_Institution :
Mitel Corp., Kanata, Ont., Canada
Abstract :
The improvements gained by rendering the various estimator learning algorithms discrete are investigated. This is done by restricting the probability of selecting an action to a finite discrete subset of [0, 1]. This modification is proven to be ε-optimal in all stationary environments. Various discretized estimator algorithms (DEAs) are constructed. Subsequently, members of the family of DEAs are shown to be ε-optimal by deriving two sufficient conditions required for the ε-optimality-the properties of monotonicity and moderation. A conjecture about the necessity of these conditions for ε-optimality is presented. Experimental results indicate that the discrete modifications improve the performance of the algorithms so that the automata constitute fast-converging and accurate learning automata
Keywords :
estimation theory; learning (artificial intelligence); probability; stochastic automata; ϵ-optimality; discretized estimator algorithms; discretized estimator learning automata; finite discrete subset; probability; stochastic automata; sufficient conditions; Biological system modeling; Computer science; Councils; Cybernetics; Drives; Feedback; Learning automata; Probability distribution; Stochastic processes;
Journal_Title :
Systems, Man and Cybernetics, IEEE Transactions on