Mastering Machine Learning Algorithms

Summary

In this chapter, we introduced the most important RL concepts, focusing on the mathematical structure of an environment as a Markov Decision Process, and on the different kinds of policy and how they can be derived from the expected reward obtained by an agent. In particular, we defined the value of a state as the expected future reward considering a sequence discounted by a factor, γ. In the same way, we introduced the concept of the Q function, which is the value of an action when the agent is in a specific state.

These concepts directly employed the policy iteration algorithm, which is based on a Dynamic Programming approach assuming complete knowledge of the environment. The task is split into two stages; during the first one, ...