Let’s now take a look at the results.

The feed-forward model

The convergence on Yandex data for one year requires about 10M training steps, which can take a while (GTX 1080Ti trains at a speed of 230-250 steps per second). During training, we have several charts in TensorBoard showing us what’s going on.

The following are two charts, reward_100 and steps_100, with average reward (which is in percentages) and the average length of the episode for the last 100 episodes, respectively:

The feed-forward model

Figure 3: The reward plot for the feed-forward version

The charts show us two good things:

  1. Our agent was able to figure out when to buy and sell the share to get positive ...

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