Reinforcement Learning — Complete Guide

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Reinforcement Learning — Complete Guide

Reinforcement learning trains agents to make decisions by maximizing cumulative reward through trial and error.


RL Framework

Agent interacts with Environment:

State (S) → Action (A) → Reward (R) → New State (S')

Goal: Learn policy π that maximizes cumulative reward

Key concepts:
├─ State: Current situation
├─ Action: What agent can do
├─ Reward: Feedback signal
├─ Policy: Strategy (state → action)
├─ Value function: Expected cumulative reward
└─ Q-value: Expected reward taking action in state

Q-Learning

Q(s,a) = Q(s,a) + α[r + γ·max Q(s',a') - Q(s,a)]

α = learning rate
γ = discount factor (future vs immediate reward)

Algorithm:
1. Initialize Q-table with zeros
2. Observe state s
3. Choose action (ε-greedy)
4. Take action, observe reward r and new state s'
5. Update Q: Q(s,a) += α[r + γ·max Q(s',a') - Q(s,a)]
6. Repeat

Deep Q-Network (DQN)

Q-table → Q-network (neural network)

Input: State
Output: Q-value for each action

Features:
├─ Experience replay: Store and sample transitions
├─ Target network: Stabilize training
└─ Double DQN: Reduce overestimation

Policy Gradient

Directly optimize the policy:

J(θ) = E[Σ γᵗ rₜ]

REINFORCE algorithm:
1. Collect trajectory using current policy
2. Compute returns Gₜ = Σ γᵏ rₖ
3. Update: θ = θ + α·Gₜ·∇log π(aₜ|sₜ)

Advantages:
├─ Can handle continuous action spaces
├─ Learns stochastic policies
└─ Works with high-dimensional states

Actor-Critic

Combines value-based and policy-based:

Actor: Learns policy π(a|s) — what to do
Critic: Learns value V(s) — how good is state

A2C (Advantage Actor-Critic):
├─ Actor maximizes advantage
├─ Critic estimates value
└─ Advantage = actual return - baseline

Key Takeaways

  1. RL trains agents through trial and error
  2. Q-learning learns action values
  3. DQN scales Q-learning with neural networks
  4. Policy gradients directly optimize the policy
  5. Actor-critic combines both approaches
  6. Exploration vs exploitation is the key tradeoff
  7. RL requires careful reward design
  8. Sim-to-real transfer for robotics

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