Sunday 10:15–11:00

Reinforcement Learning in Python

Nathan Epstein

Audience level:
Intermediate

Description

What is reinforcement learning and when is it useful? How can it be implemented and applied in Python? This talk will attempt to answer these questions. This will be accomplished in three main sections - an overview of reinforcement learning and its applications, implementation details of the algorithm using Python, and a Python demo of reinforcement learning applied to a real problem.

Abstract

What is reinforcement learning and when is it useful? How can it be implemented and applied in Python? This talk will attempt to answer these questions.

1) Introduction & Concepts

### Definition of Reinforcement Learning ### Relevant Concepts * Markov decision process * state space * action space * transition probabilities * state rewards * policy ### Using Data * estimating transition probabilities and rewards from data * identifying the optimal policy given estimated transition probabilities

2) Implementation in Python

  • Code sample: estimating the state-transition-probability tensor
  • Code sample: estimating rewards
  • Code sample: iteratively solving for the optimal policy

3) Demo

  • example problem
  • demo use of a reinforcement learning to solve in Python

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