Book Image

Deep Reinforcement Learning Hands-On

By : Maxim Lapan
Book Image

Deep Reinforcement Learning Hands-On

By: Maxim Lapan

Overview of this book

Deep Reinforcement Learning Hands-On is a comprehensive guide to the very latest DL tools and their limitations. You will evaluate methods including Cross-entropy and policy gradients, before applying them to real-world environments. Take on both the Atari set of virtual games and family favorites such as Connect4. The book provides an introduction to the basics of RL, giving you the know-how to code intelligent learning agents to take on a formidable array of practical tasks. Discover how to implement Q-learning on 'grid world' environments, teach your agent to buy and trade stocks, and find out how natural language models are driving the boom in chatbots.
Table of Contents (23 chapters)
Deep Reinforcement Learning Hands-On
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Variance reduction

In the previous chapter, we briefly mentioned that one of the ways to improve the stability of PG methods is to reduce the variance of the gradient. Now let's try to understand why this is important and what it means to reduce the variance. In statistics, variance is the expected square deviation of a random variable from the expected value of this variable.

Variance shows us how far values are dispersed from the mean. When variance is high, the random variable can take values deviated widely from the mean. On the following plot, there is a normal (Gaussian) distribution with the same value of mean , but with different values for the variance.

Figure 1: The effect of variance on Gaussian distribution

Now let's return to PG. It has already been stated in the previous chapter, that the method's idea is to increase the probability of good actions and decrease the chance of bad ones. In math notation, our PG was written as . The scaling factor Q(s, a) specifies how much we want...