Unit-3 Unit-3 RL Problems, Prediction and Control P 241111 181426
Unit-3 Unit-3 RL Problems, Prediction and Control P 241111 181426
Components:
1. Markov Decision Process (MDP): The mathematical framework used to define the RL
problem. An MDP is defined by:
2. Exploration vs. Exploitation: The dilemma faced by the agent in choosing between
exploring new actions to discover their effects and exploiting known actions that yield high
rewards.
3. Optimal Policy: The policy that yields the highest cumulative reward over time. Finding
this policy is the main goal of reinforcement learning.
Learning Approaches:
Bellman Equations:
Prediction Problems
Prediction problems focus on estimating the value functions for a given policy. This involves
predicting the expected cumulative reward that an agent will receive starting from a particular
state (or state-action pair) and following a specific policy. prediction problems are about
evaluating the expected rewards for a given policy, while control problems are about finding the
policy that maximizes the expected rewards. Both types of problems are central to reinforcement
learning and often work in tandem to enable agents to learn optimal behaviors.
Control Problems
Methods for finding the optimal policy include:
Model-Based Algorithms
Model-based algorithms in reinforcement learning use a model of the environment to make
predictions and guide the agent's decision-making process. These models can predict the next
state and the expected reward given the current state and action. This approach contrasts with
model-free algorithms, which rely solely on observed experiences without any explicit model
of the environment.
Monte Carlo methods for prediction in reinforcement learning involve using sample-based
techniques to estimate value functions based on the observed returns from sampled episodes.
These methods are particularly useful when dealing with environments where it is impractical
to compute exact values analytically. Monte Carlo methods are typically used in an episodic
setting where the agent interacts with the environment in episodes, and each episode reaches
a terminal state. it involves following
There are several methods within the category of Monte Carlo methods for prediction in
reinforcement learning. These methods vary primarily in how they sample and process
experiences to estimate value functions. Summary of the Monte Carlo methods used for
prediction
Online implementation of MonteCarlopolicy evaluation
Online Monte Carlo policy evaluation, also known as incremental Monte Carlo, is a method
to update value estimates incrementally as new data is received, rather than waiting for the
entire episode to finish. This approach reduces memory requirements and allows for
immediate updates, making it suitable for large or continuous state spaces.
Example