The cross-entropy method is an efficient and general optimization algorithm. However, its applicability in reinforcement learning (RL) seems to be limited because it often converges to suboptimal policies. We apply noise for preventing early convergence of the cross-entropy method, using Tetris, a computer game, for demonstration. The resulting policy outperforms previous RL algorithms by almost two orders of magnitude.

There is a growing interest in using Kalman filter models in brain modeling. The question arises whether Kalman filter models can be used on-line not only for estimation but for control. The usual method of optimal control of Kalman filter makes use of off-line backward recursion, which is not satisfactory for this purpose. Here, it is shown that a slight modification of the linear-quadratic-gaussian Kalman filter model allows the on-line estimation of optimal control by using reinforcement learning and overcomes this difficulty. Moreover, the emerging learning rule for value estimation exhibits a Hebbian form, which is weighted by the error of the value estimation.