Reinforcement Learning

Topic: Computer Science \ Machine Learning \ Reinforcement Learning

Reinforcement Learning

Reinforcement Learning (RL) is a subfield of machine learning concerned with how agents should take actions in an environment to maximize cumulative reward. Unlike supervised learning, where the algorithm learns from a labeled dataset provided by a knowledgeable external supervisor, reinforcement learning relies on a dynamic interaction with the environment to discover the outcomes of actions.

Key Concepts in Reinforcement Learning

  1. Environment and Agent:

    • Environment: This is the space within which the agent operates. It can be anything from a physical world to a simulated environment in software.
    • Agent: This is the learner or decision maker that interacts with the environment to achieve a goal.

  2. State, Action, and Reward:

    • State (\(S\)): A representation of the current situation of the agent. This can include anything the agent needs to know about the environment at a given time.
    • Action (\(A\)): Choices available to the agent. The action will change the state of the environment.
    • Reward (\(R\)): A scalar feedback signal received after an action is taken. Rewards are used to define the objective of the reinforcement learning problem.

  3. Policy (\(\pi\)):
    A policy is a strategy used by the agent to determine the next action based on the current state. Formally, it is a mapping from states to probabilities of selecting each possible action.

    \[
    \pi(a|s) = P(A_t = a | S_t = s)
    \]

  4. Value Function:
    The value function measures the expected cumulative reward that can be obtained starting from a given state, following a particular policy. There are two common types of value functions:

    • State Value Function \(V^\pi(s): Expected return starting from state \(s\) and following policy \(\pi\). \[ V^\pi(s) = \mathbb{E}^\pi \left[ \sum_{t=0}^\infty \gamma^t R_{t+1} | S_0 = s \right] \]
    • Action-Value Function \(Q^\pi(s, a): Expected return starting from state \(s\), taking action \(a\), and then following policy \(\pi\). \[ Q^\pi(s, a) = \mathbb{E}^\pi \left[ \sum_{t=0}^\infty \gamma^t R_{t+1} | S_0 = s, A_0 = a \right] \]

  5. Bellman Equation:

    • Bellman Expectation Equation for \(V^\pi(s)\): \[ V^\pi(s) = \sum_{a \in A} \pi(a|s) \sum_{s’ \in S} P(s’|s,a) \left[ R(s,a,s’) + \gamma V^\pi(s’) \right] \]
    • Bellman Expectation Equation for \(Q^\pi(s,a)\): \[ Q^\pi(s,a) = \sum_{s’ \in S} P(s’|s,a) \left[ R(s,a,s’) + \gamma \sum_{a’ \in A} \pi(a’|s’) Q^\pi(s’,a’) \right] \]

  6. Exploration vs. Exploitation:
    A fundamental challenge in reinforcement learning is balancing exploration (trying new things to discover their effects) and exploitation (using known actions to maximize reward). Strategies like \(\epsilon\)-greedy, where with probability \(\epsilon\) the agent explores and with probability \(1-\epsilon\) it exploits, are commonly used.

  7. Algorithms:
    Several algorithms have been developed to solve RL problems, including:

    • Q-Learning: A model-free algorithm that seeks to learn the optimal action-value function \(Q^*(s, a)\).
    • SARSA (State-Action-Reward-State-Action): Another model-free algorithm similar to Q-Learning but updates based on the action actually taken.
    • Deep Q-Networks (DQN): Combines Q-learning with deep neural networks to handle high-dimensional state spaces.

Reinforcement Learning finds applications across various fields such as robotics, gaming, finance, and medicine. It leverages the power of trial and error, coupled with the capacity to optimize long-term rewards, making it a robust and flexible approach to problem-solving in dynamic environments.