  Matching pursuit (MP) methods are a promising class of feature construction
algorithms for value function approximation. Yet existing MP methods require
creating a pool of potential features, mandating expert knowledge or
enumeration of a large feature pool, both of which hinder scalability. This
paper introduces batch incremental feature dependency discovery (Batch-iFDD) as
an MP method that inherits a provable convergence property. Additionally,
Batch-iFDD does not require a large pool of features, leading to lower
computational complexity. Empirical policy evaluation results across three
domains with up to one million states highlight the scalability of Batch-iFDD
over the previous state of the art MP algorithm.
