Paper: | MLSP-P2.4 |
Session: | Learning Theory and Modeling |
Time: | Tuesday, May 16, 16:30 - 18:30 |
Presentation: |
Poster
|
Topic: |
Machine Learning for Signal Processing: Sequential learning; sequential decision methods |
Title: |
Sequential Detection using Least Squares Temporal Difference Methods |
Authors: |
Anthony Kuh, University of Hawaii, United States; Danilo Mandic, Imperial College London, United Kingdom |
Abstract: |
This paper considers sequential detection problems where we learn from sets of training sequences. The sufficient statistics can be learned quickly using a least squares temporal difference (TD) learning algorithm. This algorithm converges much quicker than previously applied TD learning algorithms. The algorithm can easily be implemented in an on-line manner and can also be applied to more complicated decentralized detection problems. |