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Local and global optimization algorithms for generalized learning automata

Phansalkar, VV and Thathachar, MAL (1995) Local and global optimization algorithms for generalized learning automata. In: Neural Computation, 7 (5). pp. 950-973.

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Abstract

Analyzes the long-term behavior of the REINFORCE and related algorithms (Williams, 1986, 1988, 1992) for generalized learning automata (Narendra and Thathachar, 1989) for the associative reinforcement learning problem (Barto and Anandan, 1985). The learning system considered is a feedforward connectionist network of generalized learning automata units. We show that REINFORCE is a gradient ascent algorithm but can exhibit unbounded behavior. A modified version of this algorithm, based on constrained optimization techniques, is suggested to overcome this disadvantage. The modified algorithm is shown to exhibit local optimization properties. A global version of the algorithm, based on constant temperature heat bath techniques, is also described and shown to converge to the global maximum. All algorithms are analyzed using weak convergence techniques

Item Type: Journal Article
Additional Information: The copyright belongs to MIT Press.
Department/Centre: Division of Electrical Sciences > Electrical Engineering
Date Deposited: 08 Jun 2006
Last Modified: 27 Aug 2008 12:10
URI: http://eprints.iisc.ernet.in/id/eprint/7557

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