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

Thompson Sampling

The algorithms we have seen so far make up a set of diverse insights: Greedy and its variants mostly focus on exploitation and might need to be explicitly forced to employ exploration; UCB, on the other hand, tends to be optimistic about the true expected reward of under-explored arms and therefore naturally, but also justifiably, focuses on exploration.

Thompson Sampling also uses a completely different intuition. However, before we can understand the idea behind the algorithm, we need to discuss one of its principal building blocks: the concept of Bayesian probability.

Introduction to Bayesian Probability

Generally speaking, the workflow of using Bayesian probability to describe a quantity consists of the following elements:

  • A prior probability representing whatever prior knowledge or belief we have about the quantity.
  • A likelihood probability that denotes, as the name of the term suggests, how likely the data that we have observed so far is...