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

Summary

In this chapter, the MAB problem and its motivation as a reinforcement learning and artificial intelligence problem were introduced. We explored a plethora of algorithms that are commonly used to solve the MAB problem, including the Greedy algorithm and its variants, UCB, and Thompson Sampling. Via these algorithms, we were exposed to unique insights and heuristics on how to balance exploration and exploitation (which is one of the most fundamental components of reinforcement learning) such as random exploration, optimism under uncertainty, or sampling from Bayesian posterior distributions.

This knowledge was put into practice as we learned how to implement these algorithms from scratch in Python. During this process, we also examined the importance of analyzing MAB algorithms over many repeated experiments to obtain robust results. This procedure is integral for any analysis framework that involves randomness. Finally, in this chapter's activity, we applied our knowledge...