Cumulative reward predictor training

Abstract

A cumulative reward of a target system type is predicted by training a prediction model by performing an iteration for each time step. The iteration includes recursively updating a matrix by using the weighted difference between an eligibility trace of a current time step and an eligibility trace of a previous time step, recursively updating a vector by using a reward of a subsequent time step and the eligibility trace of the current time step, and recursively updating an eligibility trace of a subsequent time step by using a feature vector of the subsequent time step. Each feature vector is an encoded representation of a state of a training system of the target system type at a corresponding time step. The matrix and the vector are output as the prediction model for estimating the cumulative reward of a target time step of a target system of the target system type.