The Cross-Entropy Method

In the last chapter, you got to know PyTorch. In this chapter, we will wrap up part one of this book and you will become familiar with one of the reinforcement learning (RL) methods: cross-entropy.

Despite the fact that it is much less famous than other tools in the RL practitioner's toolbox, such as deep Q-network (DQN) or advantage actor-critic, the cross-entropy method has its own strengths. Firstly, the cross-entropy method is really simple, which makes it an easy method to follow. For example, its implementation on PyTorch is less than 100 lines of code.

Secondly, the method has good convergence. In simple environments that don't require complex, multistep policies to be learned and discovered, and that have short ...

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