Before understanding Trust Region Policy Optimization (TRPO), we need to understand constrained policy optimization. We know that in RL agents learn by trial and error to maximize the reward. To find the best policy, our agents will explore all different actions and choose the one that gives a good reward. While exploring different actions there is a very good chance that our agents will explore bad actions as well. But the biggest challenge is when we allow our agents to learn in the real world and when the reward functions are not properly designed. For example, consider an agent learning to walk without hitting any obstacles. The agent will receive a negative reward if it gets hit by any obstacle and a positive reward for not getting hit by any obstacle. To figure out the best policy, the agent explores different actions. The agent also takes...
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