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Deep Reinforcement Learning Hands-On

You're reading from Deep Reinforcement Learning Hands-On Apply modern RL methods, with deep Q-networks, value iteration, policy gradients, TRPO, AlphaGo Zero and more

Product type Paperback

Published in Jun 2018

Publisher Packt

ISBN-13 9781788834247

Length 546 pages

Edition 1st Edition

Languages

Python

Tools

Deep Reinforcement Learning

Concepts

Deep Reinforcement Learning

Author (1):

Maxim Lapan

View More author details

Table of Contents (21) Chapters

Preface

1. What is Reinforcement Learning? FREE CHAPTER

2. OpenAI Gym

3. Deep Learning with PyTorch

4. The Cross-Entropy Method

5. Tabular Learning and the Bellman Equation

6. Deep Q-Networks

7. DQN Extensions

8. Stocks Trading Using RL

9. Policy Gradients – An Alternative

10. The Actor-Critic Method

11. Asynchronous Advantage Actor-Critic

12. Chatbots Training with RL

13. Web Navigation

14. Continuous Action Space

15. Trust Regions – TRPO, PPO, and ACKTR

16. Black-Box Optimization in RL

17. Beyond Model-Free – Imagination

18. AlphaGo Zero

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Index

Data

In our example, we’ll use the Russian stock market prices for the period of 2015-2016, which is placed in Chapter08/data/ch08-small-quotes.tgz and has to be unpacked before model training.

Inside the archive, we have CSV files with M1 bars, which means that every row in the CSV corresponds to a single minute in time and price movement during this minute is captured with four prices: open, high, low, and close. Here, an open price is the price at the beginning of the minute, high is the maximum price during the interval, low is the minimum price, and the close price is the last price of the minute time interval. Every minute interval is called bar and allows us to have an idea of price movement within the interval. For example, in the YNDX_160101_161231.csv file (which is Yandex company stocks for 2016), we have 130k lines of this form:

<DATE>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>
20160104,100100,1148.9000000,1148.9000000,1148.9000000...

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Authors (1)

Maxim Lapan

Maxim Lapan

Maxim has been working as a software developer for more than 20 years and was involved in various areas: distributed scientific computing, distributed systems and big data processing. Since 2014 he is actively using machine and deep learning to solve practical industrial tasks, such as NLP problems, RL for web crawling and web pages analysis. He has been living in Germany with his family.

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