Skip to main content

Reinforcement Learning Algorithms

RL algorithms are the techniques that allow agents to learn to make optimal decisions. Here we explore the main algorithms and their characteristics.

๐Ÿง  Q-Learningโ€‹

Q-Learning is an algorithm that learns the Q-function, which estimates the value of taking an action in a given state.

Key Characteristicsโ€‹

  • No model required of the environment
  • Learns optimal policy directly
  • Converges to optimal solution
  • Perfect for discrete environments

How it Worksโ€‹

  1. Initialize a Q-table with random values
  2. For each interaction:
    • Observe current state
    • Choose an action (exploration/exploitation)
    • Receive reward and new state
    • Update Q(s,a) using Bellman equation

Bellman Equationโ€‹

Q(s,a) = Q(s,a) + ฮฑ[r + ฮณ max Q(s',a') - Q(s,a)]

Where:

  • ฮฑ = learning rate
  • ฮณ = discount factor
  • r = reward
  • s' = next state

๐ŸŽฏ Deep Q-Network (DQN)โ€‹

DQN extends Q-Learning to continuous state spaces using neural networks.

Key Characteristicsโ€‹

  • Handles continuous states - No need for discretization
  • Uses neural networks - Approximates Q-function
  • Experience replay - Stores and reuses past experiences
  • Target network - Stabilizes learning

Architectureโ€‹

  • Input layer - State representation
  • Hidden layers - Feature extraction
  • Output layer - Q-values for each action

๐Ÿš€ Policy Gradient Methodsโ€‹

These algorithms learn the policy directly instead of value functions.

REINFORCEโ€‹

  • Direct policy learning - No value function needed
  • Monte Carlo - Uses complete episodes
  • High variance - Can be unstable

Actor-Criticโ€‹

  • Combines policy and value learning
  • Lower variance - More stable than REINFORCE
  • Faster learning - Uses value function estimates

๐ŸŽฎ Proximal Policy Optimization (PPO)โ€‹

PPO is a modern policy gradient algorithm that's stable and efficient.

Key Characteristicsโ€‹

  • Stable learning - Prevents large policy updates
  • Sample efficient - Uses data multiple times
  • Works well with continuous actions
  • Popular in modern RL applications

๐Ÿ“Š Algorithm Comparisonโ€‹

AlgorithmState SpaceAction SpaceSample EfficiencyStability
Q-LearningDiscreteDiscreteHighHigh
DQNContinuousDiscreteMediumMedium
REINFORCEAnyAnyLowLow
PPOAnyAnyHighHigh

๐ŸŽฏ Choosing an Algorithmโ€‹

For Beginnersโ€‹

  • Q-Learning - Simple, easy to understand
  • Good for discrete environments
  • Start here before moving to deep RL

For Advanced Usersโ€‹

  • DQN - For continuous states
  • PPO - For complex environments
  • Actor-Critic - For continuous actions

๐Ÿ”ง Implementation Tipsโ€‹

Q-Learningโ€‹

  • Start with small state/action spaces
  • Tune learning rate carefully
  • Monitor exploration rate

DQNโ€‹

  • Use experience replay - Essential for stability
  • Update target network regularly
  • Monitor loss - Should decrease over time

PPOโ€‹

  • Clip ratio - Usually 0.2
  • Multiple epochs - 3-10 per update
  • Monitor KL divergence - Prevent large updates

๐Ÿ“š Further Readingโ€‹