# Tag Info

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Let's first write the state-value function as $$q_{\pi}(s,a) = \mathbb{E}_{p, \pi}[R_{t+1} + \gamma G_{t+1} | S_t = s, A_t = a]\;,$$ where $R_{t+1}$ is the random variable that represents the reward gained at time $t+1$, i.e. after we have taken action $A_t = a$ in state $S_t = s$, while $G_{t+1}$ is the random variable that represents the return, the sum of ...

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There is a strong relationship between a value function and a return. Namely that a value function calculates the expected return from being in a certain state, or taking a specific action in a specific state. A value function is not a "return function", it is an "expected return function" and that is an important difference. A return is a measured value (...

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We are ultimately interested in getting an optimal policy, that is the optimal sequence of actions to reach the final goal. State values on its own don't provide that, they tell you expected return from specific state onward but they don't tell you which action to take. In order to derive an optimal action in a specific state you would have to simulate all ...

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Advantage function: $A(s,a) = Q(s,a) - V(s)$ More interesting is the General Value Function (GVF), the expected sum of the (discounted) future values of some arbitrary signal, not necessarily reward. It is therefore a generalization of value function $V(s)$. The GVF is defined on page 459 of the 2nd edition of Sutton and Barto's RL book as $$v_{\pi,\gamma,C}(... 5 Let Q^*(s, a) denote the "true" Q-value for a state-action pair (s, a), i.e. the values that we're hoping to learn to approximate using a neural network that outputs Q(s, a) values. The problem you describe is basically that you have situations where Q^*(s, a_1) = Q^*(s, a_2) + \epsilon for some very small value \epsilon, where a_1 \neq a_2. ... 5 Not quite. You are missing the reward at time step t+1. The definition you are looking for is (leaving out the \pi subscripts for ease of notation)$$q(s,a) = \mathbb{E}[R_{t+1} + \gamma v(s') | S_t=s,A_t=a] = \sum_{r,s'}(r + v(s'))p(s',r|s,a)\;.$$Because q(s,a) relates to expected returns at time t, and returns are defined as G_t = \sum_{b = 0}... 5 The core differences between using V(s) or Q(s,a) are: V(s) cannot be used stand-alone to decide a policy. You either need a separate policy function \pi(a|s) that it is the value function for, or you can derive a policy from it if you have access to the environment's distribution model p(r,s'|s,a) - the probability of receiving reward r and ... 4 There seem to be two different ideas in this question here: What's the impact / importance of our choice for reward values? What's the impact / importance of our choice for initial value estimates (how do we initialise our table of Q(s, a) values in the case of a simple, tabular RL algorithm like Sarsa or Q-learning)? The reward values are typically ... 4 When training a Deep Q network with experienced replay, you accumulate what is known as training experiences e_t = (s_t, a_t, r_t, s_{t+1}). You then sample a batch of such experiences and for each sample you do the following. Feed s_t into the network to get Q(s,a;\theta). Feed s_{t+1} into the network to get Q(s’,a’,\theta). Choose max_aQ(s’,a’,... 4 There needs to be an E_{\pi} over the infinite discounted return term because of two reasons- The policy could be stochastic in nature. That is, for any given state s_t at time t, the policy \pi(s_t) does not provide a deterministic action a, but rather, it provides us with a distribution over the possible next states, that is the action at time ... 4 David Ireland gives a fantastic answer, and I will provide an intuitive and gentle (but less rigorous) answer for those who are unfamiliar with the relevant statistical concepts. Next reward R_{t+1}: The next reward R_{t+1} is solely dependent on the current state S_t and action A_t. It is only dependent on the policy because the policy details the ... 4 In the Sutton and Barto book q(s,a) is used to denote the true expected value of taking action a in state s, whereas capital Q(s,a) is used to denote an estimate of q(s,a). However, there is likely to be a lot of inconsistency in the literature as each author has their own preference on how to denote things. I would encourage you to consider ... 4 isn't then v_\pi(s) just the expected action value function at s over all actions a that are given by the policy \pi, namely v_\pi(s) = E_{a \sim \pi}[q_\pi(s,a) | S_t = s, A_t = a] = \sum_{a \in A}\pi(a|s) q_\pi(s,a)? Yes this is 100% correct. There is no "trick" to this or deeper thought needed. You have correctly isolated the key ... 4 It seems that you are getting confused between the definition of a Q-value and the update rule used to obtain these Q-values. Remember that to simply obtain an optimal Q-value for a given state-action pair we can evaluate$$Q(s, a) = r + \gamma \max_{a'} Q(s', a)\;;$$where s' is the state we transitioned into (note that this only holds when obtaining the ... 3 In reinforcement learning, is the value of terminal/goal state always zero? Yes, always for episodic problems, the value of a terminal state is always zero, from the definition. The value of a state v(s) is the expected sum (perhaps discounted) of rewards from all future time steps. There are no future time steps when in a terminal state, so this sum must ... 3 I am wondering which definition is correct. The asterisk * in both the definitions stands for "optimal" in the sense of "value when following the optimal policy" So this one is correct: V^* actually assumes the optimal action in a given state, meaning V^* would be 50 in the above case However, you have got the definition of Q ... 3 The definition of the state-action value function is always the same. Your definition is correct, as q_{\pi}(s,a) is conditioned on a, so you don't need to write q_{\pi}(s,a) as an conditional expectation that depends on \pi. In fact, the conditional expectation is taken wrt the probability distribution p(s',r|s,a). However, you need the subscript ... 3 Do policy independent state and action values exist in reinforcement learning? No. They do not exist, because in order to progress in any MDP and receive any reward - i.e. to get any measure of value - you must take an action. Any consistent means of selecting actions is a policy, and the nature of that policy impacts which transitions and rewards you ... 3 The deep Q-learning (DQL) algorithm is really similar to the tabular Q-learning algorithm. I think that both algorithms are actually quite simple, at least, if you look at their pseudocode, which isn't longer than 10-20 lines. Here's a screenshot of the pseudocode of DQL (from the original paper) that highlights the Q target. Here's the screenshot of Q-... 3 What does the target Q-values represent? In a DQN, which uses off-policy learning, they represent a refined estimate for the expected future reward from taking an action a in state s, and from that point on following a target policy. The target policy in Q learning is based on always taking the maximising action in each state, according to current ... 3 Can someone provide the reasoning behind why G_{t+1} is equal to v_*(S_{t+1})? The two things are not usually exactly equal, because G_{t+1} is a probability distribution over all possible future returns whilst v_*(S_{t+1}) is a probability distribution derived over all possible values of S_{t+1}. These will be different distributions much of the ... 3 Your calculations are correct, but you have misinterpreted the equations and the diagram. The index k in v_k for the diagram refers to the policy evaluation update iteration only, and is not related to the policy update step (which uses the notation \pi' and does not mention k). Policy improvement consists of multiple sweeps through states to fully ... 3 The value of a state depends on the policy that you use, so I'll make the assumption here that you're talking about value using the optimal policy. According to the optimal policy, the agent would choose to stay in the square (1,1) every time, but since it has a 0.8 probability of actually staying (and 0.2 probability of dying), we can compute the value of ... 3 Your understanding of the Bellman equation is not quite right. The state-action value function is defined as the expected (discounted) returns when taking action a in state s. Now, in your equation (2) you have conditioned on taking action a' in the inner expectation - this is not what happens in the state-action value function, you do not condition on ... 3 Removing the learning rate will likely yield poor convergence to the optimal policy and optimal Q-values. Note that the current policy is completely dependent on the Q-values, as we take the action with highest Q-value in a given state (with a few other considerations such as exploration, etc.). If we were to remove the learning rate, then we are making a ... 3 So, naturally, if you've observed something that contradicts the theoretical properties of Value Iteration, something's wrong, right? Well, the code you've linked, as it is, is fine. It works as intended when all the values are initialized to zero. HOWEVER, my guess is that you're the one introducing an (admittedly very subtle) error. I think you're changing ... 3 In general, \mathbb{E}_\pi[G_{t:t+n}|S_t = s] \neq v_\pi(s). v_\pi(s) is defined as \mathbb{E}_\pi[\sum_{k=0}^{\infty} \gamma^k R_{t+k+1} | S_t = s], so you should be able to see why the two are not equal when the LHS is an expectation of the nth step return. They would only be equal as n \rightarrow \infty. 3 I am using the convention of uppercase X for random variable and lowercase x for an individual observation. It is possible your source material did not do this, which might be causing your confusion. However, it is the convention used in Sutton & Barto's Reinforcement Learning: An Introduction. What I didn't understand is what is 𝑋 here. i.e., what ... 3 In Model Based Reinforcement learning, state and state-action values for all states can be calculated based on the bellman equations. The equations are taken from Andrew Ng's Algorithms for Inverse Reinforcement Learning$$V^{\pi}(s) = R(s) + \gamma \sum_{s'}P(s'|s,a)V^{\pi}(s') \\ Q^{\pi}(s,a) = R(s) + \gamma \sum_{s'}P(s'|s,a)V^{\pi}(s') In this setting, ...

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However, from the blogs and texts I read, the equations are expressed in terms of V and NOT Q. Why is that? MC and TD are methods for associating value estimates to time step based on experienced gained in later time steps. It does not matter what kind of value estimate is being associated across time, because all value functions are expressing the same ...

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