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

The Workings of Monte Carlo Methods

Monte Carlo methods solve reinforcement problems by averaging the sample returns for each state-action pair. Monte Carlo methods work only for episodic tasks. This means the experience is split into various episodes and all episodes finally terminate. Only after the episode is complete are the value functions recalculated. Monte Carlo methods can be incrementally optimized episode by episode but not step by step.

Let's take the example of a game like Go. This game has millions of states; it is going to be difficult to learn all of those millions of states and their transition probabilities beforehand. The other approach would be to play the game of Go repeatedly and assign a positive reward for winning and a negative reward for losing.

As we don't have information about the policy of the model, we need to use experience samples to learn. This technique is also a sample-based model. We call this direct sampling of episodes in Monte...