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

N-Step TD and TD(λ) Algorithms

In the previous chapter, we looked at Monte Carlo methods, while in the previous sections of this chapter, we learned about TD(0) ones, which, as we will discover soon, are also known as one-step temporal difference methods. In this section, we'll unify them: in fact, they are at the extreme of a spectrum of algorithms (TD(0) on one side, with MC methods at the other end), and often, the best performing methods are somewhere in the middle of this spectrum.

N-step temporal difference algorithms extend one-step TD methods. More specifically, they generalize Monte Carlo and TD approaches, making it possible to smoothly transition between the two. As we already saw, MC methods must wait until the episode finishes to back the reward up into the previous states. One-step TD methods, on the other hand, make direct use of the first available future step to bootstrap and start updating the value function of states or state-action pairs. These extremes...