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A conditional expectation is the expectation of a random variable, given information on another variable or variables (mostly, by specifying their value).
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Derivation of expected value in REINFORCE policy gradient
I came across this very interesting website with lots of properties for conditional expected values: https://randomservices.org/random/expect/Conditional.html
One of the formulas is this:
$$r(X)\mathb …
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Derivation of expected value in REINFORCE policy gradient
This is a derivation in the book "Reinforcement Learning, an Introduction, 2ed" for the REINFORCE algorithm.
By definition $q_\pi(s,a)=\mathbb{E}[G_t|S_t=s,A_t=a]$. I don't understand how the inner e …