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You're reading from  Mastering Reinforcement Learning with Python

Product typeBook
Published inDec 2020
Reading LevelBeginner
PublisherPackt
ISBN-139781838644147
Edition1st Edition
Languages
Python
Tools
PyTorch
Concepts
Reinforcement Learning
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Author (1)
Enes Bilgin
Enes Bilgin
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Enes Bilgin

Enes Bilgin works as a senior AI engineer and a tech lead in Microsoft's Autonomous Systems division. He is a machine learning and operations research practitioner and researcher with experience in building production systems and models for top tech companies using Python, TensorFlow, and Ray/RLlib. He holds an M.S. and a Ph.D. in systems engineering from Boston University and a B.S. in industrial engineering from Bilkent University. In the past, he has worked as a research scientist at Amazon and as an operations research scientist at AMD. He also held adjunct faculty positions at the McCombs School of Business at the University of Texas at Austin and at the Ingram School of Engineering at Texas State University.
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Summary

In this chapter, we've covered MAB problems, which is one-step reinforcement learning with many practical business applications. Despite its apparent simplicity, it is tricky to balance the exploration and exploitation in MAB problems, and any improvements in managing this trade-off comes with savings in costs and increases in revenue. We have introduced four approaches to this end: A/B/n testing, ε-greedy actions, action selection using upper confidence bounds and Thompson sampling. We implemented these approaches in an online advertising scenario and discussed their advantages and disadvantages.

So far, while making decisions, we have not considered any information about the situation in the environment. For example, we have not used any information about the users (e.g. location, age, previous behavior etc.) in the online advertising scenario that could be available to our decision-making algorithm. In the next chapter, you will learn about a more advanced...

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Mastering Reinforcement Learning with Python
Published in: Dec 2020Publisher: PacktISBN-13: 9781838644147
© 2020 Packt Publishing Limited All Rights Reserved

Author (1)

author image
Enes Bilgin

Enes Bilgin works as a senior AI engineer and a tech lead in Microsoft's Autonomous Systems division. He is a machine learning and operations research practitioner and researcher with experience in building production systems and models for top tech companies using Python, TensorFlow, and Ray/RLlib. He holds an M.S. and a Ph.D. in systems engineering from Boston University and a B.S. in industrial engineering from Bilkent University. In the past, he has worked as a research scientist at Amazon and as an operations research scientist at AMD. He also held adjunct faculty positions at the McCombs School of Business at the University of Texas at Austin and at the Ingram School of Engineering at Texas State University.
Read more about Enes Bilgin

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