Questions tagged [expectation]

For questions related to the mathematical concept of "expectation" or "expected value".

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How is the policy gradient's derivative work?

I am trying to understand policy gradient method using a pytorch implementation and this tutorial. My first question is about the end result of this gradient derivation, mainly in this equation $\...
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Why is the expectation calculated over finite number of points drawn from a probability distribution?

This is from the book Pattern Recognition by Bishop. Why is expectation here a simple average? Why is $f(x)$ not being multiplied by $p(x)$?
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Problem with Proposition 1 of Google Deepmind's 'Weight uncertainty in Neural Networks'

I'm going through the paper Weight Uncertainty in Neural Networks by Google Deepmind. In the final line of the proof of proposition 1, the integral and the derivative are swapped. Then the derivative ...
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Where does the expectation term in the derivative of the soft-max policy come from?

At slide 17 of the David Silver's series, the soft-max policy is defined as follows $$ \pi_\theta(s, a) \propto e^{\phi(s, a)^T \theta} $$ that is, the probability of an action $a$ (in state $s$) is ...