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Deep Reinforcement Learning with Python - Second Edition
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In this section, we will look into another interesting distributional RL algorithm called QR-DQN. It is a distributional DQN algorithm similar to the categorical DQN; however, it has several features that make it more advantageous than a categorical DQN.
Before going ahead, let's recap two important concepts that we use in QR-DQN:
When we divide our distribution into equal areas of probability, they are called quantiles. For instance, as Figure 14.18 shows, we have divided our distribution into two equal areas of probabilities and we have two quantiles with 50% probability each:

Figure 14.18: 2-quantile plot
To understand an inverse cumulative distribution function (inverse CDF), first, let's learn what a cumulative distribution function (CDF) is.
Consider a random variable...