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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
Languages
Python
Tools
PyTorch
Concepts
Reinforcement Learning
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Author (1)
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.
Read more about Yuxi (Hayden) Liu

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Developing MC control with epsilon-greedy policy

In the previous recipe, we searched for the optimal policy using MC control with greedy search where the action with the highest state-action value was selected. However, the best choice available in early episodes does not guarantee an optimal solution. If we just focus on what is temporarily the best option and ignore the overall problem, we will be stuck in local optima instead of reaching the global optima. The workaround is epsilon-greedy policy.

In MC control with epsilon-greedy policy, we no longer exploit the best action all the time, but choose an action randomly under certain probabilities. As the name implies, the algorithm has two folds:

  • Epsilon: given a parameter, ε, with a value from 0 to 1, each action is taken with a probability calculated as follows:

Here, |A| is the number of possible actions.

  • Greedy...
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PyTorch 1.x Reinforcement Learning Cookbook
Published in: Oct 2019Publisher: PacktISBN-13: 9781838551964
© 2019 Packt Publishing Limited All Rights Reserved

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

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