Book Image

The Reinforcement Learning Workshop

By : Alessandro Palmas, Emanuele Ghelfi, Dr. Alexandra Galina Petre, Mayur Kulkarni, Anand N.S., Quan Nguyen, Aritra Sen, Anthony So, Saikat Basak
Book Image

The Reinforcement Learning Workshop

By: Alessandro Palmas, Emanuele Ghelfi, Dr. Alexandra Galina Petre, Mayur Kulkarni, Anand N.S., Quan Nguyen, Aritra Sen, Anthony So, Saikat Basak

Overview of this book

Various intelligent applications such as video games, inventory management software, warehouse robots, and translation tools use reinforcement learning (RL) to make decisions and perform actions that maximize the probability of the desired outcome. This book will help you to get to grips with the techniques and the algorithms for implementing RL in your machine learning models. Starting with an introduction to RL, youÔÇÖll be guided through different RL environments and frameworks. YouÔÇÖll learn how to implement your own custom environments and use OpenAI baselines to run RL algorithms. Once youÔÇÖve explored classic RL techniques such as Dynamic Programming, Monte Carlo, and TD Learning, youÔÇÖll understand when to apply the different deep learning methods in RL and advance to deep Q-learning. The book will even help you understand the different stages of machine-based problem-solving by using DARQN on a popular video game Breakout. Finally, youÔÇÖll find out when to use a policy-based method to tackle an RL problem. By the end of The Reinforcement Learning Workshop, youÔÇÖll be equipped with the knowledge and skills needed to solve challenging problems using reinforcement learning.
Table of Contents (14 chapters)
Preface
Free Chapter
2
2. Markov Decision Processes and Bellman Equations

Summary

In this chapter, we looked at the two most commonly used techniques to solve DP problems. The first method, memoization, also called the top-bottom method uses a dictionary (or HashMap-like structure) to store intermediate results in a natural (unordered) manner. While the second method, the tabular method, also called the bottom-up method, sequentially solves problems from small to large and usually saves the result in a matrix-like structure.

Next, we also looked at how to use DP to solve RL problems using policy and value iteration, and how we overcome the disadvantage of policy iteration by using the modified Bellman equation. We implemented policy and value iteration in two very popular environments: Taxi-v3 and FrozenLake-v0.

In the next chapter, we will be studying Monte Carlo methods, which are used to simulate real-world scenarios and are some of the most widely used tools in domains such as finance, mechanics, and trading.