Questions tagged [reinforce]

For questions related to the REINFORCE algorithm (or update rule), which is a policy gradient algorithm, that is, an algorithm which estimates the policy directly (that is, without first estimating any value function).

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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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1answer
82 views

Update in REINFORCE algorithm - step-wise or episode-wise?

REINFORCE is a Monte Carlo policy gradient algorithm, which updates weights (parameters) of policy network by generating episodes. Here's a pseudo-code from Sutton's book (which is same as the ...
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1answer
35 views

REINFORCE algorithm for portfolio optimization - problem while training

I'm trying to implement the Reinforce algorithm (Monte Carlo policy gradient) in order to optimize a portfolio of 94 stocks on a daily basis (I have suitable historical data to achieve this). The idea ...
2
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1answer
31 views

Confusion about temporal difference learning

I have a couple of small questions about the David Silver lecture about reinforcement learning, lecture slides (slides 23, 24). More specifically it is about the temporal difference algorithm: $$V(...
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0answers
66 views

Policy gradient methods for continuous action space

I have a problem I would like to tackle with RL but I am not sure if it is even doable. My agent has to figure out how to fill a very large vector (let's say from 600 to 4000 in the most complex ...
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0answers
30 views

How is computed the gradient with respect to each output node from a loss value?

newbie here. I am studying the REINFORCE method in "Deep Reinforcement Learning Hands-On". I can't understand how, after computing the loss of the episode, that loss is backpropagated in a NN with ...
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1answer
58 views

How is REINFORCE used instead of Backpropagation?

In neural networks with stochastic layers I've seen the use of the REINFORCE estimator for estimating the gradient (because it can't be computed directly). Some such examples are Show, Attend and ...
4
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1answer
136 views

How is the policy gradient calculated in REINFORCE?

Reading Sutton and Barto, I see the following in describing policy gradients: How is the gradient calculated with respect to an action (taken at time t)? I've read implementations of the algorithm, ...
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0answers
82 views

Policy gradient loss for neural network training

Say i want to train a neural network with 10 classes as outputs and use categorical_cross_entropy as a loss function in keras. This will try to fit the training ...
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1answer
151 views

What is the use of the seed function in the gym Environment 'Pendulum-v0'?

Why do we use the seed function in the 'Pendulum-v0' environment? https://github.com/openai/gym/blob/master/gym/envs/classic_control/pendulum.py#L25
3
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1answer
83 views

How is equation 8 derived in the paper “Self-critical sequence training for image captioning”?

In the paper "Self-critical sequence training for image captioning", on page 3, they define the loss function (of the parameters $\theta$) of an image captioning system as the negative expected reward ...
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3answers
1k views

Why does is make sense to normalize rewards per episode in reinforcement learning?

In Open AI's actor-critic and in Open AI's REINFORCE, the rewards are being normalized like so rewards = (rewards - rewards.mean()) / (rewards.std() + eps) on ...
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3answers
748 views

Why does the discount rate in the REINFORCE algorithm appear twice?

I was reading the book Reinforcement Learning: An Introduction by Richard S. Sutton and Andrew G. Barto (complete draft, November 5, 2017). On page 271, the pseudo-code for the episodic Monte-Carlo ...