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 methods


The Monte Carlo method finds approximate solutions through random sampling, that is, it approximates the probability of an outcome by running multiple trails. It is a statistical technique to find an approximate answer through sampling. Let's better understand Monte Carlo intuitively with an example.

Note

Fun fact: Monte Carlo is named after Stanislaw Ulam's uncle, who often borrowed money from his relatives to gamble in a Monte Carlo casino.

Estimating the value of pi using Monte Carlo

Imagine a quadrant of a circle is placed inside a square, as shown next, and we generate some random points inside the square. You can see that some of the points fall inside the circle while others are outside the circle:

We can write:

We know that the area of a circle is πr2 and the area of a square is a2:

Let's consider that the radius of a circle is one half and the square's side is 1, so we can substitute:

Now we get the following:

The steps to estimate π are very simple:

  1. First, we generate...