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You're reading from  PyTorch 1.x Reinforcement Learning Cookbook

Product typeBook
Published inOct 2019
Reading LevelIntermediate
PublisherPackt
ISBN-139781838551964
Edition1st Edition
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Yuxi (Hayden) Liu
Yuxi (Hayden) Liu
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Yuxi (Hayden) Liu

Yuxi (Hayden) Liu was a Machine Learning Software Engineer at Google. With a wealth of experience from his tenure as a machine learning scientist, he has applied his expertise across data-driven domains and applied his ML expertise in computational advertising, cybersecurity, and information retrieval. He is the author of a series of influential machine learning books and an education enthusiast. His debut book, also the first edition of Python Machine Learning by Example, ranked the #1 bestseller in Amazon and has been translated into many different languages.
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Solving an MDP with a policy iteration algorithm

Another approach to solving an MDP is by using a policy iteration algorithm, which we will discuss in this recipe.

A policy iteration algorithm can be subdivided into two components: policy evaluation and policy improvement. It starts with an arbitrary policy. And in each iteration, it first computes the policy values given the latest policy, based on the Bellman expectation equation; it then extracts an improved policy out of the resulting policy values, based on the Bellman optimality equation. It iteratively evaluates the policy and generates an improved version until the policy doesn't change any more.

Let's develop a policy iteration algorithm and use it to solve the FrozenLake environment. After that, we will explain how it works.

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PyTorch 1.x Reinforcement Learning Cookbook
Published in: Oct 2019Publisher: PacktISBN-13: 9781838551964

Author (1)

author image
Yuxi (Hayden) Liu

Yuxi (Hayden) Liu was a Machine Learning Software Engineer at Google. With a wealth of experience from his tenure as a machine learning scientist, he has applied his expertise across data-driven domains and applied his ML expertise in computational advertising, cybersecurity, and information retrieval. He is the author of a series of influential machine learning books and an education enthusiast. His debut book, also the first edition of Python Machine Learning by Example, ranked the #1 bestseller in Amazon and has been translated into many different languages.
Read more about Yuxi (Hayden) Liu