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You're reading from  Hands-On Reinforcement Learning with Python

Product typeBook
Published inJun 2018
Reading LevelIntermediate
PublisherPackt
ISBN-139781788836524
Edition1st Edition
Languages
Python
Tools
TensorFlowKeras
Concepts
Reinforcement Learning
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Author (1)
Sudharsan Ravichandiran
Sudharsan Ravichandiran
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Sudharsan Ravichandiran

Sudharsan Ravichandiran is a data scientist and artificial intelligence enthusiast. He holds a Bachelors in Information Technology from Anna University. His area of research focuses on practical implementations of deep learning and reinforcement learning including natural language processing and computer vision. He is an open-source contributor and loves answering questions on Stack Overflow.
Read more about Sudharsan Ravichandiran

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The MAB problem

The MAB problem is one of the classical problems in RL. An MAB is actually a slot machine, a gambling game played in a casino where you pull the arm (lever) and get a payout (reward) based on a randomly generated probability distribution. A single slot machine is called a one-armed bandit and, when there are multiple slot machines it is called multi-armed bandits or k-armed bandits.

MABs are shown as follows:

As each slot machine gives us the reward from its own probability distribution, our goal is to find out which slot machine will give us the maximum cumulative reward over a sequence of time. So, at each time step t, the agent performs an action at, that is, pulls an arm from the slot machine and receives a reward rt, and the goal of our agent is to maximize the cumulative reward.

We define the value of an arm Q(a) as average rewards received by pulling the...

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Hands-On Reinforcement Learning with Python
Published in: Jun 2018Publisher: PacktISBN-13: 9781788836524
© 2018 Packt Publishing Limited All Rights Reserved

Author (1)

author image
Sudharsan Ravichandiran

Sudharsan Ravichandiran is a data scientist and artificial intelligence enthusiast. He holds a Bachelors in Information Technology from Anna University. His area of research focuses on practical implementations of deep learning and reinforcement learning including natural language processing and computer vision. He is an open-source contributor and loves answering questions on Stack Overflow.
Read more about Sudharsan Ravichandiran

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