《Reinforcement Learning》第三章自学笔记

Multi-armed Bandits

  • evaluate (evaluative feedback) V.S. instruct (instructive feedback):区分强化学习(前者)和其他学习的最重要特征
  • associative V.S. nonassociative:前者指的是when actions are taken in more than one situation

A k k k-armed Bandit Problem

  • You are faced repeatedly with a choice among k k k different options, or actions. After each choice you receive a numerical reward chosen from a stationary probability distribution that depends on the action you selected. Your objective is to maximize the expected total reward over some time period.
  • The value of an arbitrary action a a a is the expected reward given that a a a is selected:
    q ∗ ( a ) ≐ E [ R t ∣ A t = a ] q_{*}(a) \doteq \mathbb{E}\left[R_{t} \mid A_{t}=a\right] q(a)E[RtAt=a]
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