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

Introduction

In the previous chapter, we learned about dynamic programming. Dynamic programming is a way of doing reinforcement learning where the model of the environment is known beforehand. Agents in reinforcement learning can learn a policy, value function, and/or model. Dynamic programming helps solve a known Markov Decision Process (MDP). The probabilistic distribution for all possible transitions is known in an MDP and is required for dynamic programming.

But what happens when the model of the environment is not known? In many real-life situations, the model of the environment is not known beforehand. Can the algorithm learn the model of the environment? Can the agents in reinforcement learning still learn to make good decisions?

Monte Carlo methods are a way of learning when the model of the environment is not known and so they are called model-free learning. We can make a model-free prediction that estimates the value function of an unknown MDP. We can also use model...