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 Explore-then-Commit Algorithm

We mentioned that a potential reason for poor performance of the Greedy algorithm in some cases is committing too early when a sufficient number of sample rewards from each arm have not been observed. The Explore-then-commit algorithm attempts to address this problem by formalizing the number of rounds that should be spent exploring each arm at the beginning of the process.

Specifically, each Explore-then-commit algorithm is parameterized by a number, T. In each bandit problem, an Explore-then-commit algorithm will spend exactly T rounds pulling each of the available arms. Only after these forced exploration rounds does the algorithm start choosing the arm with the greatest reward average. Greedy is a special case of the Explore-then-commit algorithm where T is set to 1. This general algorithm, therefore, gives us the option to customize this parameter and set it appropriately, depending on the situation.

The implementation of this algorithm...