Timeline for Natural way to construct stochastic policy from value function?
Current License: CC BY-SA 4.0
9 events
when toggle format | what | by | license | comment | |
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Mar 20, 2019 at 23:27 | vote | accept | Kris | ||
Mar 20, 2019 at 23:27 | answer | added | Kris | timeline score: 0 | |
Feb 1, 2019 at 20:24 | comment | added | Kris | @nbro Right okay. Let's narrow down the question. Is there a preferred way of mapping $\mathbb{R}$ to $\mathbb{R}_+$ e.g. taking the absolute value or taking a square, or is exp somehow preferred? I'm guessing the exp has nice properties for normally distributed values. | |
Feb 1, 2019 at 19:50 | comment | added | Kris | @nbro Indeed, intuitively you want to select the action with higher expected return. It cannot be proportional to the return, however, because returns typically don't live in the same space as probabilities. For instance, for real-valued returns you need to first map the Q values to the upper half-space and then normalize. This can be done in countless ways, of which softmax is just one specific choice. | |
Feb 1, 2019 at 19:17 | comment | added | shimao | @nbro i didn't make myself clear -- i'm talking about a hypothetical environment with one non-terminal state and two actions from that state. | |
Feb 1, 2019 at 18:32 | comment | added | shimao | @nbro no. if one action gives 1 reward and the other gives 2, the optimal policy does not select the worse action 1/3rd of the time. the optimal policy always goes for the 2-reward action. | |
Feb 1, 2019 at 2:55 | history | edited | Kris | CC BY-SA 4.0 |
added note on working example for Expected-SARSA
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Jan 31, 2019 at 6:50 | review | First posts | |||
Jan 31, 2019 at 9:07 | |||||
Jan 31, 2019 at 6:47 | history | asked | Kris | CC BY-SA 4.0 |