Allen's REINFORCE notes

Allen's REINFORCE notes

Contents

Links

• RLbook2020

Motivation

Recall that the objective of Reinforcement Learning is to find an optimal policy $\pi ^{*}$ which we encode in a neural network with parameters $\theta ^{*}$. These optimal parameters are defined as $\theta ^{*}={\text{argmax}}_{\theta }E_{\tau \sim p_{\theta }(\tau )}\left[\sum _{t}r(s_{t},a_{t})\right]$. Let's unpack what this means. To phrase it in english, this is basically saying that the optimal policy is one such that the expected value of the total reward over following a trajectory ($\tau$) determined by the policy is the highest over all policies.

Overview

1. Initialize neural network with input dimensions = observation dimensions and output dimensions = action dimensions. Remember a policy is a mapping from observations to outputs. If the space is continuous, it may make more sense to make output be one mean and one standard deviation for each component of the action.
2. Repeat: