Fundamental concepts of RL
In this section, we will learn about several important fundamental RL concepts.
Math essentials
Before going ahead, let's quickly recap expectation from our high school days, as we will be dealing with expectation throughout the book.
Expectation
Let's say we have a variable X and it has the values 1, 2, 3, 4, 5, 6. To compute the average value of X, we can just sum all the values of X divided by the number of values of X. Thus, the average of X is (1+2+3+4+5+6)/6 = 3.5.
Now, let's suppose X is a random variable. The random variable takes values based on a random experiment, such as throwing dice, tossing a coin, and so on. The random variable takes different values with some probabilities. Let's suppose we are throwing a fair dice, then the possible outcomes (X) are 1, 2, 3, 4, 5, and 6 and the probability of occurrence of each of these outcomes is 1/6, as shown in Table 1.2:
Table 1.2: Probabilities of throwing...