Optimizing Parameter Learning Using Temporal Differences

James F. Swafford II, East Carolina University

Temporal difference algorithms are useful when attempting to predict outcome based on some pattern, such as a vector of evaluation parameters applied to the leaf nodes of a state space search. As time progresses, the vector begins to converge towards an optimal state, in which program performance peaks. Temporal difference algorithms continually modify the weights of a differentiable, continuous evaluation function. As pointed out by De Jong and Schultz, expert systems that rely on experience-based learning mechanisms are more useful in the field than systems that rely on growing knowledge bases. This research focuses on the application of the TDLeaf algorithm to the domain of computer chess. I present empirical data showing the evolution of a vector of evaluation weights and the associated performance ratings under a variety of conditions.

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