Wandering aimlessly in continuous space
June 23, 2008
If reinforcement learning techniques were pet animals, epsilon-greedy exploration would certainly be the cockroach. It is undemanding, it can live just about everywhere, stupid beyond words, and its presence in your property is quite embarrassing. Fortunately, there are lots of prettier and more intelligent species in the pet shop of exploration methods. And most of these die when entering a continuous state space (or, almost equivalently, when function approximation appears).
