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Reinforcement Learning
Hien Van Nguyen University of Houston 2/4/2019 Slides adopted from [1] [2]
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Deep Q-learning Deep Q-learning:
You don’t know the transitions T(s,a,s’) You don’t know the rewards R(s,a,s’) You choose the actions now State space is large Goal: learn the optimal policy / values Idea: Represent Q-function by a deep network: 2/4/2019 Machine Learning
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Deep Q-learning Represent Q-function by a deep network
Define objective function by mean-squared error in Q-values: Take derivative: Target Train end-to-end via SGD Can use raw data to represent state 2/4/2019 Machine Learning
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Policy gradient for continuous actions
Challenge: Action space can be continuous and maximization of Q-function over action space is difficult. 2/4/2019 Machine Learning
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Deterministic policy gradient
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Deterministic actor-critic
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Deterministic actor-critic learning rule
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Stability issue with Deep RL
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Strategies for improving stability
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Experience replay 2/4/2019 Machine Learning
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Fixed target Q-network
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How much does DQN help? 2/4/2019 Machine Learning
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Thank you for taking my class!
2/4/2019 Machine Learning
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