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 discussed the technique of temporal difference learning, a popular model-free reinforcement learning algorithm that predicts a quantity via the future values of a signal. In this chapter, we will focus on another common topic, not only in reinforcement learning but also in artificial intelligence and probability theory – the Multi-Armed Bandit (MAB) problem.

Framed as a sequential decision-making problem to maximize the reward while playing at the slot machines in a casino, the MAB problem is highly applicable for any situation where sequential learning under uncertainty is needed, such as A/B testing or designing recommender systems. In this chapter, we will be introduced to the formalization of the problem, learn about the different common algorithms as solutions to the problem (namely Epsilon Greedy, Upper Confidence Bound, and Thompson Sampling), and finally implement them in Python.

Overall, this chapter will offer you a deep...