Hands-On Machine Learning for Algorithmic Trading

The Open AI Gym – the Lunar Lander environment

The OpenAI Gym is a RL platform that provides standardized environments to test and benchmark RL algorithms using Python. It is also possible to extend the platform and register custom environments.

The Lunar Lander (LL) v2 environment requires the agent to control its motion in two dimensions, based on a discrete action space and low-dimensional state observations that include position, orientation, and velocity. At each time step, the environment provides an observation of the new state and a positive or negative reward. Each episode consists of up to 1,000 time steps. The following diagram shows selected frames from a successful landing after 250 episodes by the agent we will train: