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Reinforcement Learning Quick Overview

The document provides an overview of Reinforcement Learning (RL), detailing the interaction loop between the agent and environment, core elements such as states, actions, rewards, and policies, and the concepts of return and discounting. It classifies RL methods, including Dynamic Programming, Monte Carlo, Temporal Difference, and Policy Gradients, while discussing the trade-offs between exploration and exploitation. Additionally, it covers key update rules and distinctions between on-policy and off-policy methods, as well as value-based versus policy-based approaches.

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Raissa Caba
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0% found this document useful (0 votes)
3 views3 pages

Reinforcement Learning Quick Overview

The document provides an overview of Reinforcement Learning (RL), detailing the interaction loop between the agent and environment, core elements such as states, actions, rewards, and policies, and the concepts of return and discounting. It classifies RL methods, including Dynamic Programming, Monte Carlo, Temporal Difference, and Policy Gradients, while discussing the trade-offs between exploration and exploitation. Additionally, it covers key update rules and distinctions between on-policy and off-policy methods, as well as value-based versus policy-based approaches.

Uploaded by

Raissa Caba
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Reinforcement Learning — Quick Glance

RL Interaction Loop
state → action → reward → next state → . . .
• Agent chooses actions
• Environment responds with reward and next state

Core Elements
• Agent Learner / decision-maker; chooses actions using a policy
• Environment Everything outside the agent; produces rewards and next states
• State (S) Representation of the current situation; summarizes the past (Markov property)
• Action (A) What the agent can do in a state
• Reward (R) Scalar feedback signal; immediate, delayed, or misleading
• Policy (π) Mapping from states to actions (or action probabilities)

Return and Discounting


Return (what we maximize):

Gt = Rt+1 + γRt+2 + γ 2 Rt+3 + . . .

• Total future reward from time t onward


Discount factor (γ):
• γ ∈ [0, 1]
• γ ≈ 0 → short-term focus
• γ ≈ 1 → long-term planning

Policy
The policy is what we are ultimately learning.

π(a | s) = Pr(At = a | St = s)
• Maps states to action probabilities
• Can be deterministic or stochastic

Value Functions
State-value function:
V π (s) = E[Gt | St = s]

“How good is it to be in this state?”

Action-value function:
Qπ (s, a) = E[Gt | St = s, At = a]

“How good is it to take this action here?”

1
How Everything Connects (The Loop)
• Policy → chooses actions
• Actions → affect environment
• Environment → gives rewards and states
• Rewards → define return
• Return → defines value
• Value → improves policy
This is a loop, not a pipeline.

Method Classification
see p(s’ | s, a)? → Dynamic Programming
else see G_t? → Monte Carlo
else see V(s’)? → Temporal Difference (bootstrapping)
if max_a Q(s’,a)→ Q-learning
see log ? → Policy Gradients

Episodic vs Continuing Tasks


• Episodic tasks: have terminal states
• Continuing tasks: no terminal state
Monte Carlo requires episodic tasks; TD methods do not.

Sanity Check
• Who chooses actions? → Agent
• Who gives rewards? → Environment
• What summarizes the past? → State
• What do we maximize? → Return
• What controls long vs. short-term? → γ
• What are we learning? → Policy

RL Algorithms at a Glance
• Bandits: No states, only actions; balance exploration vs. exploitation.
• Dynamic Programming (DP): Model known; compute values using Bellman equations; bootstraps.
• Monte Carlo (MC): Model-free; learn from complete episodes using full return Gt .
• Temporal Difference (TD): Model-free; learn step-by-step using reward + estimated next value.
• SARSA: TD control; learns Q(s, a); on-policy.
• Q-learning: TD control; learns optimal Q(s, a); off-policy using max Q.
• Policy Gradients (REINFORCE): Learn policy directly via gradient ascent; high variance.

Reinforcement Learning — Methods vs Variables

Method Learns p(s′ |s, a) Gt V (s) Q(s, a) maxa Q Bootstrap ∇ log π Fingerprint

Dynamic Programming V, π ✓ – ✓ O ✓ ✓ – Model-based, Bellman equations


Monte Carlo V or Q – ✓ ✓ O – – – Episodic, no bootstrapping
TD (TD(0), SARSA) V or Q – – ✓ ✓ – ✓ – Online, bootstraps
Q-learning Q – – – ✓ ✓ ✓ – Control, off-policy
Policy Gradients π – ✓ O – – O ✓ Learn policy directly

Legend: ✓= explicitly used O = used implicitly – = not used

2
Bootstrapping
Bootstrapping: updating value estimates using other learned estimates (e.g. V (s′ ), Q(s′ , a′ )).

Exploration vs Exploitation
• Exploration: trying actions to gain information
• Exploitation: choosing actions with highest estimated value

Bias–Variance Trade-off in Reinforcement Learning


Method Bias Variance
Dynamic Programming (DP) High Low
Monte Carlo (MC) Low High
Temporal Difference (TD) Medium Medium

Core Update Rules (Must-Know)


V (s) ← V (s) + α R + γV (s′ ) − V (s)

TD(0):

Q(s, a) ← Q(s, a) + α R + γQ(s′ , a′ ) − Q(s, a)



SARSA (on-policy):

Q(s′ , a′ ) − Q(s, a)

Q-learning (off-policy): Q(s, a) ← Q(s, a) + α R + γ max
′ a

One-Step Update Example


Given: α = 0.1, γ = 0.9, R = 1, V (s) = 5, V (s′ ) = 6

V (s) ← 5 + 0.1(1 + 0.9 · 6 − 5)

On- vs Off-Policy
• SARSA → on-policy
• Q-learning → off-policy

Behavior vs Target Policy


• Behavior policy: generates actions (exploration)
• Target policy: policy being learned / optimized
SARSA: behavior policy = target policy
Q-learning: behavior policy ̸= target policy

Value-based vs Policy-based
• Value-based: DP, MC, TD, Q-learning
• Policy-based: Policy Gradients

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