Reinforcement Learning Overview
Overview
Reinforcement Learning (RL) is an area of machine learning concerned with how agents should take
actions in an environment to maximize cumulative reward. It is inspired by behavioral psychology,
where learning is driven by interactions with the environment and feedback in the form of rewards or
punishments.
Example
A classic example of reinforcement learning is training a robot to walk. The robot takes steps
(actions) in an environment (floor) and receives feedback (reward) based on whether it maintains
balance and moves forward. Over time, the robot learns a policy that maximizes its total reward.
Markov Decision Process
Reinforcement Learning problems are often modeled as Markov Decision Processes (MDPs). An
MDP is defined by:
- A set of states S
- A set of actions A
- A transition function T(s, a, s') which gives the probability of reaching state s' from state s using
action a
- A reward function R(s, a)
- A discount factor gamma (0 <= gamma <= 1)
Values
Value functions are used to evaluate how good it is to be in a given state, or how good a particular
action is in a given state. The most common types are:
- State Value Function V(s): Expected return starting from state s
- Action Value Function Q(s, a): Expected return starting from state s and taking action a
Back on Holiday: Using Reinforcement Learning
Consider planning a holiday trip using reinforcement learning. The agent (you) wants to visit
locations that provide maximum enjoyment (reward). Based on previous experience and outcomes
(feedback), the agent updates its policy to choose better destinations and activities over time.
Uses of Reinforcement Learning
Reinforcement Learning is used in various domains such as:
- Robotics (e.g., walking, grasping)
- Game playing (e.g., AlphaGo, chess)
- Recommendation systems
- Autonomous vehicles
- Finance (e.g., portfolio management)
- Industrial automation