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《Foundation of Machine Learning [Part11]》.pdf 55页

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《Foundation of Machine Learning [Part11]》.pdf
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Foundations of Machine Learning Lecture 11 Mehryar Mohri Courant Institute and Google Research mohri@cims.nyu.edu Reinforcement Learning Mehryar Mohri - Foundations of Machine Learning page 2 Reinforcement Learning Agent exploring environment. Interactions with environment: action Agent state Environment reward Problem: find action policy that maximizes cumulative reward over the course of interactions. Mehryar Mohri - Foundations of Machine Learning page 3 Key Features Contrast with supervised learning: • no explicit labeled training data. • distribution defined by actions taken. Delayed rewards or penalties. RL trade-off: • exploration (of unknown states and actions) to gain more reward information; vs. • exploitation (of known information) to optimize reward. Mehryar Mohri - Foundations of Machine Learning page 4 Applications Robot control e.g., Robocup Soccer Teams (Stone et al., 1999). Board games, e.g., TD-Gammon (Tesauro, 1995). Elevator scheduling (Crites and Barto, 1996). Telecommunications. Inventory management. Dynamic radio channel assignment. Mehryar Mohri - Foundations of Machine Learning page 5 This Lecture Markov Decision Processes (MDPs) Planning Learning Multi-armed bandit problem Mehryar Mohri - Foundations of Machine Learning page 6 Markov Decision Process (MDP) Definition: a Markov Decision Process is defined by: • a set of decision epochs{0, . .

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