Book Image

Python Reinforcement Learning

By : Sudharsan Ravichandiran, Sean Saito, Rajalingappaa Shanmugamani, Yang Wenzhuo
Book Image

Python Reinforcement Learning

By: Sudharsan Ravichandiran, Sean Saito, Rajalingappaa Shanmugamani, Yang Wenzhuo

Overview of this book

Reinforcement Learning (RL) is the trending and most promising branch of artificial intelligence. This Learning Path will help you master not only the basic reinforcement learning algorithms but also the advanced deep reinforcement learning algorithms. The Learning Path starts with an introduction to RL followed by OpenAI Gym, and TensorFlow. You will then explore various RL algorithms, such as Markov Decision Process, Monte Carlo methods, and dynamic programming, including value and policy iteration. You'll also work on various datasets including image, text, and video. This example-rich guide will introduce you to deep RL algorithms, such as Dueling DQN, DRQN, A3C, PPO, and TRPO. You will gain experience in several domains, including gaming, image processing, and physical simulations. You'll explore TensorFlow and OpenAI Gym to implement algorithms that also predict stock prices, generate natural language, and even build other neural networks. You will also learn about imagination-augmented agents, learning from human preference, DQfD, HER, and many of the recent advancements in RL. By the end of the Learning Path, you will have all the knowledge and experience needed to implement RL and deep RL in your projects, and you enter the world of artificial intelligence to solve various real-life problems. This Learning Path includes content from the following Packt products: • Hands-On Reinforcement Learning with Python by Sudharsan Ravichandiran • Python Reinforcement Learning Projects by Sean Saito, Yang Wenzhuo, and Rajalingappaa Shanmugamani
Table of Contents (27 chapters)
Title Page
About Packt
Contributors
Preface
Index

Monte Carlo prediction


In DP, we solve the Markov Decision Process (MDP) by using value iteration and policy iteration. Both of these techniques require transition and reward probabilities to find the optimal policy. But how can we solve MDP when we don't know the transition and reward probabilities? In that case, we use the Monte Carlo method. The Monte Carlo method requires only sample sequences of states, actions, and rewards. the Monte Carlo methods are applied only to the episodic tasks. Since Monte Carlo doesn't require any model, it is called the model-free learning algorithm. 

The basic idea of the Monte Carlo method is very simple. Do you recall how we defined the optimal value function and how we derived the optimal policy in the Chapter 3, Markov Decision Process and Dynamic Programming?

A value function is basically the expected return from a state S with a policy π. Here, instead of expected return, we use mean return. 

Note

Thus, in Monte Carlo prediction, we approximate the value...