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ゼロから作るDeep Learning ❹ ―強化学習編
book

ゼロから作るDeep Learning ❹ ―強化学習編

by 斎藤 康毅
April 2022
Intermediate to advanced
376 pages
4h 55m
Japanese
O'Reilly Japan, Inc.
Content preview from ゼロから作るDeep Learning ❹ ―強化学習編

4章動的計画法

前章ではベルマン方程式について学びました。ベルマン方程式を使えば、連立方程式を得ることができます。それを解くことができれば、価値関数が求まります。このフローを図で表すと次のようになります。

ベルマン方程式を使って価値関数を求める流れ

図4-1 ベルマン方程式を使って価値関数を求める流れ

上のように、状態遷移確率p(s^\prime |s,a)、報酬関数r(s, a, s^\prime)、方策\pi(a|s)の3つの情報からベルマン方程式を使って連立方程式が得られます。そして連立方程式を解くプログラム(連立方程式ソルバ)を使って価値関数を求めることができます。しかし、このような連立方程式を明示的に出して、それを直接解くという方法が有効なのは小さな問題だけです。実際には、状態と行動のパターン数が少し増えただけで手に負えなくなります。そこで登場するのが動的計画法(Dynamic Programming) ...

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Publisher Resources

ISBN: 9784873119755Other