Book Image

Reinforcement Learning with TensorFlow

By : Sayon Dutta
Book Image

Reinforcement Learning with TensorFlow

By: Sayon Dutta

Overview of this book

Reinforcement learning (RL) allows you to develop smart, quick and self-learning systems in your business surroundings. It's an effective method for training learning agents and solving a variety of problems in Artificial Intelligence - from games, self-driving cars and robots, to enterprise applications such as data center energy saving (cooling data centers) and smart warehousing solutions. The book covers major advancements and successes achieved in deep reinforcement learning by synergizing deep neural network architectures with reinforcement learning. You'll also be introduced to the concept of reinforcement learning, its advantages and the reasons why it's gaining so much popularity. You'll explore MDPs, Monte Carlo tree searches, dynamic programming such as policy and value iteration, and temporal difference learning such as Q-learning and SARSA. You will use TensorFlow and OpenAI Gym to build simple neural network models that learn from their own actions. You will also see how reinforcement learning algorithms play a role in games, image processing and NLP. By the end of this book, you will have gained a firm understanding of what reinforcement learning is and understand how to put your knowledge to practical use by leveraging the power of TensorFlow and OpenAI Gym.
Table of Contents (21 chapters)
Title Page
Packt Upsell
Contributors
Preface
Index

Further improvements


There are further improvements that can be made to the previous framework, and also better approaches to creating end to end financial portfolio managing agents using deep reinforcement learning. They are as follows:

  • Current framework assumptions, which are zero slippage and zero market impact. Thus, considering market impact and slippage will provide real-world trading samples, which will improve the training dataset.
  • Use of an actor-critic type of framework will help more in long-term market reactions.
  • Preferring LSTMs and GRUs over basic RNNs overcomes the issue of the vanishing gradient problem.