You're reading from Deep Reinforcement Learning with Python Master classic RL, deep RL, distributional RL, inverse RL, and more with OpenAI Gym and TensorFlow

Product type Paperback

Published in Sep 2020

Publisher Packt

ISBN-13 9781839210686

Length 760 pages

Edition 2nd Edition

Languages

Python

Tools

Deep Reinforcement Learning

Concepts

Deep Reinforcement Learning

Author (1):

Sudharsan Ravichandiran

View More author details

Table of Contents (22) Chapters

Preface

1. Fundamentals of Reinforcement Learning

2. A Guide to the Gym Toolkit FREE CHAPTER

3. The Bellman Equation and Dynamic Programming

4. Monte Carlo Methods

5. Understanding Temporal Difference Learning

6. Case Study – The MAB Problem

7. Deep Learning Foundations

8. A Primer on TensorFlow

9. Deep Q Network and Its Variants

10. Policy Gradient Method

11. Actor-Critic Methods – A2C and A3C

12. Learning DDPG, TD3, and SAC

13. TRPO, PPO, and ACKTR Methods

14. Distributional Reinforcement Learning

15. Imitation Learning and Inverse RL

16. Deep Reinforcement Learning with Stable Baselines

17. Reinforcement Learning Frontiers

18. Other Books You May Enjoy

19. Index

Appendix 1 – Reinforcement Learning Algorithms

1. Appendix 2 – Assessments

Variance reduction methods

In the previous section, we learned one of the simplest policy gradient methods, called the REINFORCE method. One major issue we face with the policy gradient method we learned in the previous section is that the gradient, , will have high variance in each update. The high variance is basically due to the major difference in the episodic returns. That is, we learned that policy gradient is the on-policy method, which means that we improve the same policy with which we are generating episodes in every iteration. Since the policy is getting improved on every iteration, our return varies greatly in each episode and it introduces a high variance in the gradient updates. When the gradients have high variance, then it will take a lot of time to attain convergence.