TY - GEN
T1 - Interpretable Function Approximation with Gaussian Processes in Value-Based Model-Free Reinforcement Learning
AU - van der Lende, Matthijs
AU - Sabatelli, Matthia
AU - Cardenas-Cartagena, Juan
N1 - Publisher Copyright:
© NLDL 2025.All rights reserved.
PY - 2025
Y1 - 2025
N2 - Estimating value functions in Reinforcement Learning (RL) for continuous spaces is challenging. While traditional function approximators, such as linear models, offer interpretability, they are limited in their representation capabilities. In contrast, Deep Neural Networks (DNN) can model more complex functions but are less interpretable. Gaussian Process (GP) models bridge this gap by offering interpretable uncertainty estimates while modelling complex nonlinear functions. This work introduces a Bayesian nonparametric framework using GPs, including Sparse Variational (SVGP) and Deep GPs (DGP), for off-policy and on-policy learning. Results on popular classic control environments show that SVGPs/DGPs outperform linear models but converge slower than their DNN counterparts.
AB - Estimating value functions in Reinforcement Learning (RL) for continuous spaces is challenging. While traditional function approximators, such as linear models, offer interpretability, they are limited in their representation capabilities. In contrast, Deep Neural Networks (DNN) can model more complex functions but are less interpretable. Gaussian Process (GP) models bridge this gap by offering interpretable uncertainty estimates while modelling complex nonlinear functions. This work introduces a Bayesian nonparametric framework using GPs, including Sparse Variational (SVGP) and Deep GPs (DGP), for off-policy and on-policy learning. Results on popular classic control environments show that SVGPs/DGPs outperform linear models but converge slower than their DNN counterparts.
UR - https://www.scopus.com/pages/publications/85219131527
M3 - Conference contribution
AN - SCOPUS:85219131527
T3 - Proceedings of Machine Learning Research
SP - 141
EP - 154
BT - Proceedings of the Northern Lights Deep Learning Workshop 2025
PB - ML Research Press
T2 - 6th Northern Lights Deep Learning Conference, NLDL 2025
Y2 - 7 January 2025 through 9 January 2025
ER -