Batch reinforcement learning with state importance

We investigate the problem of using function approximation in rein forcement learning where the agent's policy is represented as a classifier mapping states to actions. High classification accuracy is usually deemed to correlate with high policy quality. But this is not necessarily the case as increasing classification accuracy can actually decrease the policy's quality. This phenomenon takes place when the learning process begins to focus on classifying less "important" states. In this paper, we introduce a measure of state's decision-making importance that can be used to improve policy learning. As a result, the focused learning process is shown to converge faster to better policies(1).