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

Types of Monte Carlo Methods

We have implemented the game of Blackjack using Monte Carlo. Typically, a trajectory of Monte Carlo is a sequence of state, action, and reward. In several episodes, it is possible that the state repeats. For example, the trajectory could be S0, S1, S2, S0, S3. How do we handle the calculation of the reward function when we have multiple visits to the states?

Broadly, this highlights that there are two types of Monte Carlo methods – first visit and every visit. We will understand the implications of both methods.

As stated previously, in Monte Carlo methods, we approximate the value function by averaging the rewards. In the first visit Monte Carlo method, only the first visit to a state in an episode is included to calculate the average reward. For example, in a given game of traversing a maze, you could make several visits to the sample place. In the first visit Monte Carlo method, only the first visit is used for the calculation of the reward...