Book Image

Deep Reinforcement Learning with Python - Second Edition

By : Sudharsan Ravichandiran
Book Image

Deep Reinforcement Learning with Python - Second Edition

By: Sudharsan Ravichandiran

Overview of this book

With significant enhancements in the quality and quantity of algorithms in recent years, this second edition of Hands-On Reinforcement Learning with Python has been revamped into an example-rich guide to learning state-of-the-art reinforcement learning (RL) and deep RL algorithms with TensorFlow 2 and the OpenAI Gym toolkit. In addition to exploring RL basics and foundational concepts such as Bellman equation, Markov decision processes, and dynamic programming algorithms, this second edition dives deep into the full spectrum of value-based, policy-based, and actor-critic RL methods. It explores state-of-the-art algorithms such as DQN, TRPO, PPO and ACKTR, DDPG, TD3, and SAC in depth, demystifying the underlying math and demonstrating implementations through simple code examples. The book has several new chapters dedicated to new RL techniques, including distributional RL, imitation learning, inverse RL, and meta RL. You will learn to leverage stable baselines, an improvement of OpenAI’s baseline library, to effortlessly implement popular RL algorithms. The book concludes with an overview of promising approaches such as meta-learning and imagination augmented agents in research. By the end, you will become skilled in effectively employing RL and deep RL in your real-world projects.
Table of Contents (22 chapters)
18
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19
Index

The MAB problem

The MAB problem is one of the classic problems in reinforcement learning. A MAB is a slot machine where we pull the arm (lever) and get a payout (reward) based on some probability distribution. A single slot machine is called a one-armed bandit and when there are multiple slot machines it is called a MAB or k-armed bandit, where k denotes the number of slot machines.

Figure 6.1 shows a 3-armed bandit:

Figure 6.1: 3-armed bandit slot machines

Slot machines are one of the most popular games in the casino, where we pull the arm and get a reward. If we get 0 reward then we lose the game, and if we get +1 reward then we win the game. There can be several slot machines, and each slot machine is referred to as an arm. For instance, slot machine 1 is referred to as arm 1, slot machine 2 is referred to as arm 2, and so on. Thus, whenever we say arm n, it actually means that we are referring to slot machine n.

Each arm has its own probability distribution...