18
votes
Are there other approaches to deal with variable action spaces?
Does anyone know any paper regarding this subject?
I'm not familiar with any off the top of my head. I do know that the vast majority of Reinforcement Learning literature focuses on settings with a ...
- 10.1k
17
votes
Accepted
How does LSTM in deep reinforcement learning differ from experience replay?
How does this method differ from the experience replay, as they both use past information in the training? What's the typical application of both techniques?
Using a recurrent neural network is one ...
- 30.3k
13
votes
Accepted
Why does DQN require two different networks?
My best guess that it's been done to reduce the computation time, otherwise we would have to find out the q value for each action and then select the best one.
It has no real impact on computation ...
- 30.3k
13
votes
Why doesn't Q-learning converge when using function approximation?
Here's an intuitive description answer:
Function approximation can be done with any parameterizable function. Consider the problem of a $Q(s,a)$ space where $s$ is the positive reals, $a$ is $0$ or $...
- 9,207
13
votes
What is the difference between Q-learning, Deep Q-learning and Deep Q-network?
Here is a table that attempts to systematically show the differences between tabular Q-learning (TQL), deep Q-learning (DQL), and deep Q-network (DQN).
Tabular Q-learning (TQL)
Deep Q-learning (DQL)
...
- 39.5k
13
votes
Accepted
Is there a machine learning model that can be trained with labels that only say how "right" or "wrong" it was?
What you are looking for is called "reinforcement learning".
A reinforcement learning algorithm will try to maximize a reward function. This reward represents how "good" or "...
- 424
10
votes
How large should the replay buffer be?
In order for the algorithm to have stable behavior, the replay buffer should be large enough to contain a wide range of experiences, but it may not always be good to keep everything.
The larger the ...
- 39.5k
10
votes
How large should the replay buffer be?
You need to read this 2020 paper by Deepmind:
"Revisiting Fundamentals of Experience Replay"
They explicitly test the size of the experience replay, the replay-ratio of each experience and ...
- 260
10
votes
Accepted
What exactly is the advantage of double DQN over DQN?
In $Q$-learning there is what is known as a maximisation bias. That is because the update target is $r + \gamma \max_a Q(s,a)$. If you slightly overestimate your $Q$-value then this error gets ...
- 4,665
10
votes
Accepted
What are the major differences between multi-armed bandits and the other well-known algorithms (DQN, A3C, PPO, etc)?
You should start with the general definition of Reinforcement Learning problem. And what Markov Decision Process is.
DQN, A3C, PPO and REINFORCE are algorithms for solving reinforcement learning ...
- 2,426
9
votes
Suitable reward function for trading buy and sell orders
Generally researchers (Ghandar et al, Michalewicz, Lam) have used the profit or return on investment (ROI) as a reward (fitness) function.
$ROI = \frac{ \left[\sum_{t=1}^T (Price_t - sc) \times I_s(t) ...
- 436
9
votes
Accepted
Do we have to use CNN for Deep Q Learning?
No. DQN and other deep RL methods work well with fully connected layers. Here's an implementation of DQN which doesn't use CNNs: github.com/keon/deep-q-learning/blob/master/dqn.py
DeepMind mostly use ...
- 705
9
votes
Accepted
Why AlphaGo didn't use Deep Q-Learning?
$Q$-learning (and also its deep variant, and most of the other well-known reinforcement learning algorithms) are inherently learning approaches for single-agent environments. The entire problem ...
- 10.1k
8
votes
Accepted
Is Experience Replay like dreaming?
The speaker argued that a dream is a random addition of memories, just as experience replay.
The speaker is taking some liberties due to a general lack of scientific understanding of what dreams are. ...
- 30.3k
8
votes
Accepted
How should I model all available actions of a chess game in deep Q-learning?
To model chess as a Markov decision problem (MDP) you can refer to the AlphaZero paper (Mastering Chess and Shogi by Self-Play with a General Reinforcement Learning Algorithm). The exact details can ...
- 552
8
votes
Accepted
How to combine backpropagation in neural nets and reinforcement learning?
Gradient descent and back-propagation
In deep learning, gradient descent (GD) and back-propagation (BP) are used to update the weights of the neural network.
In reinforcement learning, one could map (...
7
votes
Accepted
Can TD($\lambda$) be used with deep reinforcement learning?
Eligibility traces is a method of weighting between temporal-difference "targets" and Monte-Carlo "returns". In practice, for example, instead of using the one-step TD target, $r_t ...
- 39.5k
7
votes
Accepted
My DQN is stuck and can't see where the problem is
After some research and reading this post, I see where my problem was: I was introducing a full consecutive batch of experiences, selected randomly, yes, but the experiences in the batch were ...
- 173
7
votes
Why doesn't Q-learning converge when using function approximation?
As far as I'm aware, it is still somewhat of an open problem to get a really clear, formal understanding of exactly why / when we get a lack of convergence -- or, worse, sometimes a danger of ...
- 10.1k
7
votes
Accepted
What are some online courses for deep reinforcement learning?
Let me first say that deep RL is just the combination of RL with deep learning. So, if you study RL and deep learning, then studying deep RL should be straightforward. For this reason, this answer ...
- 39.5k
7
votes
Accepted
Is there any good reference for double deep Q-learning?
If you're interested in the theory behind Double Q-learning (not deep!), the reference paper would be Double Q-learning by Hado van Hasselt (2010).
As for Double deep Q-learning (also called DDQN, ...
- 722
7
votes
Why do we need target network in deep Q learning?
In DQN that was presented in the original paper the update target for the Q-Network is $\left(r_t + \max_aQ(s_{t+1},a;\theta^-) - Q(s_t,a_t; \theta)\right)^2$ were $\theta^-$ is some old version of ...
- 4,665
7
votes
Accepted
What is the difference between Q-learning, Deep Q-learning and Deep Q-network?
In Q-learning (and in general value based reinforcement learning) we are typically interested in learning a Q-function, $Q(s, a)$. This is defined as
$$Q(s, a) = \mathbb{E}_\pi\left[ G_t | S_t = s, ...
- 4,665
7
votes
Accepted
What are the biggest barriers to get RL in production?
There is a relatively recent paper that tackles this issue: Challenges of real-world reinforcement learning (2019) by Gabriel Dulac-Arnold et al., which presents all the challenges that need to be ...
- 39.5k
7
votes
Deep Q-Learning "catastrophic drop" reasons?
This is a case of overfitting the Q function leading to compounding errors when selecting actions.
You have been training your policy for too long on the same data distribution.
Overfitting Q ...
- 532
7
votes
Accepted
What is the difference between a loss function and reward/penalty in Deep Reinforcement Learning?
1. Question: The difference between loss and reward/penalty
So I see both the loss function and the reward/penalty are the quantitative way of measuring the output/action and making the model to ...
- 1,536
7
votes
Accepted
Mathematically, what is happening differently in the neural net during exploration vs. exploitation?
Typically, the NN is trained the same way whether an action is chosen for exploration or exploitation. Look at the objective (AKA loss) function for any algorithm you're interested in and you'll ...
- 491
6
votes
Where to publish a first article in Deep Reinforcement Learning?
One important consideration here: in the last decade or two the machine learning and artificial intelligence fields, which contains the majority of reinforcement learning work, researchers have ...
- 161
6
votes
Accepted
Should I be decaying the learning rate and the exploration rate in the same manner?
First of all, I'd say that there is a reason to give Learning Rate (LR) and Exploration Rate (ER) the same decay: they play at the same scale (the number of successive batches you'll train your model ...
- 591
6
votes
Why is the log probability replaced with the importance sampling in the loss function?
I am not 100% sure if the following is the only/complete story, but I'm quite confident it's at least part of the story:
In the PPO paper, after describing the standard policy gradient objective $L^{...
- 10.1k
Only top scored, non community-wiki answers of a minimum length are eligible