LIU Yun-long, LI Ren-hou. A New Algorithm for Discovery and Learning of Predictive State Representations in Dynamical Systems Without Reset[J]. Acta Electronica Sinica, 2009, 37(1): 126-131.
DOI:
LIU Yun-long, LI Ren-hou. A New Algorithm for Discovery and Learning of Predictive State Representations in Dynamical Systems Without Reset[J]. Acta Electronica Sinica, 2009, 37(1): 126-131.DOI:
A New Algorithm for Discovery and Learning of Predictive State Representations in Dynamical Systems Without Reset
A new algorithm for discovery and learning of predictive state representations in dynamical systems without reset is proposed.With proving that any landmark can be used as the initial state
the discovered landmarks are used to identify the history at any time step in a continues data
then the conditional probability of any test at any history is estimated using Monte Carlo approaches
which efficiently solves the difficult problem of obtaining the conditional probability in dynamical systems without reset
thereby it is straightforward to discover and learn predictive state representations.The empirical results show that in case of the obtained predictive state representations’s prediction quality
our algorithm has better prediction accuracy than the suffix-history algorithm
which proves the effectiveness of the proposed algorithm.