What is a Deep Q Network?

Before going ahead, first, let us just recap the Q function. What is a Q function? A Q function, also called a state-action value function, specifies how good an action a is in the state s. So, we store the value of all possible actions in each state in a table called a Q table and we pick the action that has the maximum value in a state as the optimal action. Remember how we learned this Q function? We used Q learning, which is an off-policy temporal difference learning algorithm for estimating the Q function. We looked at this in Chapter 5, Temporal Difference Learning.

So far, we have seen environments with a finite number of states with limited actions, and we did an exhaustive search through all possible state-action pairs for finding the optimal Q value. Think of an environment where we have a very large number of states and, in each state, we have a lot of actions to try. It would be time-consuming to go through all the actions in each state. A better approach...