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 Greedy Algorithm

Recall the brief interaction we had with the Bandit instance in the previous section, in which we pulled the first arm 10 times and the second 10 times. This might not be the best strategy to maximize our cumulative reward as we are spending 10 rounds pulling a sub-optimal arm, whichever it is among the two. The naïve approach is, therefore, to simply pull both (or all) of the arms once and greedily commit to the one that returns a positive reward.

A generalization of this strategy is the Greedy algorithm, in which we maintain the list of reward averages across all available arms and at each step, we choose to pull the arm with the highest average. While the intuition is simple, it follows the probabilistic rationale that after a large number of samples, the empirical mean (the average of the samples) is a good approximation of the actual expectation of the distribution. If the reward average of an arm is larger than that of any other arm, the probability...