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

Chapter 6. Multi-Armed Bandit Problem

In the previous chapters, we have learned about fundamental concepts of reinforcement learning (RL) and several RL algorithms, as well as how RL problems can be modeled as the Markov Decision Process (MDP). We have also seen different model-based and model-free algorithms that are used to solve the MDP. In this chapter, we will see one of the classical problems in RL called the multi-armed bandit (MAB) problem. We will see what the MAB problem is and how to solve the problem with different algorithms followed by how to identify the correct advertisement banner that will receive most of the clicks using MAB. We will also learn about contextual bandit that is widely used for building recommendation systems.

In the chapter, you will learn about the following:

  • The MAB problem
  • The epsilon-greedy algorithm
  • The softmax exploration algorithm
  • The upper confidence bound algorithm
  • The Thompson sampling algorithm
  • Applications of MAB
  • Identifying the right advertisement banner...