Reinforcement Learning with Echo State Networks

Function approximators are often used in reinforcement learning tasks with large or continuous state spaces. Artificial neural networks, among them recurrent neural networks are popular function approximators, especially in tasks where some kind of of memory is needed, like in real-world partially observable scenarios. However, convergence guarantees for such methods are rarely available. Here, we propose a method using a class of novel RNNs, the echo state networks. Proof of convergence to a bounded region is provided for k-order Markov decision processes. Runs on POMDPs were performed to test and illustrate the working of the architecture.