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Lecture

Reinforcement Learning: One-step Horizon (Bandit Problems)

In course

CS-456: Deep reinforcement learning

This course provides an overview and introduces modern methods for reinforcement learning (RL.) The course starts with the fundamentals of RL, such as Q-learning, and delves into commonly used approaches, like PPO and DQN. The course will introduce student ...

Description

This lecture introduces the concept of Bandit Problems in Reinforcement Learning, where one has to choose between different actions and immediately receives a reward. The slides cover topics such as one-step horizon games, Q-values, optimal policy, iterative update rules, empirical averaging, and convergence in expectation.

Instructors (2)

Caglar Gulcehre

Wulfram Gerstner

Wulfram Gerstner is Director of the Laboratory of Computational Neuroscience LCN at the EPFL. His research in computational neuroscience concentrates on models of spiking neurons and spike-timing dependent plasticity, on the problem of neuronal coding in single neurons and populations, as well as on the link between biologically plausible learning rules and behavioral manifestations of learning. He teaches courses for Physicists, Computer Scientists, Mathematicians, and Life Scientists at the EPFL. After studies of Physics in Tübingen and at the Ludwig-Maximilians-University Munich (Master 1989), Wulfram Gerstner spent a year as a visiting researcher in Berkeley. He received his PhD in theoretical physics from the Technical University Munich in 1993 with a thesis on associative memory and dynamics in networks of spiking neurons. After short postdoctoral stays at Brandeis University and the Technical University of Munich, he joined the EPFL in 1996 as assistant professor. Promoted to Associate Professor with tenure in February 2001, he is since August 2006 a full professor with double appointment in the School of Computer and Communication Sciences and the School of Life Sciences. Wulfram Gerstner has been invited speaker at numerous international conferences and workshops. He has served on the editorial board of the Journal of Neuroscience, Network: Computation in Neural Systems', Journal of Computational Neuroscience', and `Science'.

Official source

Related concepts (32)

Q-learning

Q-learning is a model-free reinforcement learning algorithm to learn the value of an action in a particular state. It does not require a model of the environment (hence "model-free"), and it can handle problems with stochastic transitions and rewards without requiring adaptations. For any finite Markov decision process (FMDP), Q-learning finds an optimal policy in the sense of maximizing the expected value of the total reward over any and all successive steps, starting from the current state.

Reinforcement learning

Reinforcement learning (RL) is an area of machine learning concerned with how intelligent agents ought to take actions in an environment in order to maximize the notion of cumulative reward. Reinforcement learning is one of three basic machine learning paradigms, alongside supervised learning and unsupervised learning. Reinforcement learning differs from supervised learning in not needing labelled input/output pairs to be presented, and in not needing sub-optimal actions to be explicitly corrected.

Bellman equation

A Bellman equation, named after Richard E. Bellman, is a necessary condition for optimality associated with the mathematical optimization method known as dynamic programming. It writes the "value" of a decision problem at a certain point in time in terms of the payoff from some initial choices and the "value" of the remaining decision problem that results from those initial choices. This breaks a dynamic optimization problem into a sequence of simpler subproblems, as Bellman's “principle of optimality" prescribes.

Deep reinforcement learning

Deep reinforcement learning (deep RL) is a subfield of machine learning that combines reinforcement learning (RL) and deep learning. RL considers the problem of a computational agent learning to make decisions by trial and error. Deep RL incorporates deep learning into the solution, allowing agents to make decisions from unstructured input data without manual engineering of the state space. Deep RL algorithms are able to take in very large inputs (e.g.

Learning rate

In machine learning and statistics, the learning rate is a tuning parameter in an optimization algorithm that determines the step size at each iteration while moving toward a minimum of a loss function. Since it influences to what extent newly acquired information overrides old information, it metaphorically represents the speed at which a machine learning model "learns". In the adaptive control literature, the learning rate is commonly referred to as gain. In setting a learning rate, there is a trade-off between the rate of convergence and overshooting.

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