How to pick the right algorithm?
As in all machine learning domains, there is no silver bullet in terms of which algorithm to use for different applications. There are many criteria you should consider, and in some cases some of them will be more important than others.
Here are different dimensions of algorithm performances that you should look into when picking your algorithm.
- Highest reward: When you are not bounded by compute and time resources and your goals is simply to train the best possible agent for your application, highest reward is the criterion you should pay attention to. PPO and SAC are promising alternatives here.
- Sample efficiency: If your sampling process is costly / time-consuming, then sample efficiency (achieving higher rewards using less samples is important). When this is the case, you should look into off-policy algorithms as they reuse past experiences for training as on-policy methods are often incredibly wasteful in how they consume samples...