## Four essential ideas for making reinforcement learning and dynamic programming more effective

This is the third article of the series My elaborate study notes on reinforcement learning.

### 1, Some excuses for writing another article on the same topic

In the last article I explained policy iteration and value iteration of dynamic programming (DP) because DP is the foundation of reinforcement learning (RL). And in fact this article is a kind of a duplicate of the last one. Even though I also tried my best on the last article, I would say it was for superficial understanding of how those algorithms are implemented. I think that was not enough for the following two reasons. The first reason is that what I explained in the last article was virtually just about how to follow pseudocode of those algorithms like other study materials. I tried to explain them with a simple example and some diagrams. But in practice it is not realistic to think about such diagrams all the time. Also writing down Bellman equations every time is exhausting. Thus I would like to introduce Bellman operators, powerful tools for denoting Bellman equations briefly. Bellman operators would help you learn RL at an easier and more abstract level.

The second reason is that relations of values and policies are important points in many of RL algorithms. And simply, one article is not enough to realize this fact. In the last article I explained that policy iteration of DP separately and interactively updates a value and a policy. These procedures can be seen in many RL algorithms. Especially a family of algorithms named actor critic methods use this structure more explicitly. In the algorithms “actor” is in charge of a policy and a “critic” is in charge of a value. Just as the “critic” gives some feedback to the “actor” and the “actor” update his acting style, the value gives some signals to the policy for updating itself. Some people say RL algorithms are generally about how to design those “actors” and “critics.” In some cases actors can be very influential, but in other cases the other side is more powerful. In order to be more conscious about these interactive relations of policies and values, I have to dig the ideas behind policy iteration and value iteration, but with simpler notations.

Even though this article shares a lot with the last one, without pinning down the points I am going to explain, your study of RL could be just a repetition of following pseudocode of each algorithm. But instead I would rather prefer to make more organic links between the algorithms while studying RL. This article might be tiresome to read since it is mainly theoretical sides of DP or RL. But I would like you to patiently read through this to more effectively learn upcoming RL algorithms, and I did my best to explain them again in graphical ways.

### 2, RL and plannings as tree structures

Some tree structures have appeared so far in my article, but some readers might be still confused how to look at this. I must admit I lacked enough explanations on them. Thus I am going to review Bellman equation and give overall instructions on how to see my graphs. I am trying to discover effective and intuitive ways of showing DP or RL ideas. If there is something unclear of if you have any suggestions, please feel free to leave a comment or send me an email.

I got inspiration from Backup diagrams of Bellman equations introduced in the book by Barto and Sutton when I started making the graphs in this article series. The back up diagrams are basic units of tree structures in RL, and they are composed of white nodes showing states and black nodes showing actions . And when an agent goes from a node to the next state , it gets a corresponding reward . As I explained in the second article, a value of a state is calculated by considering all possible actions and corresponding next states , and resulting rewards , starting from . And the backup diagram shows the essence of how a value of is calculated.

*Please let me call this figure a backup diagram of “Bellman-equation-like recurrence relation,” instead of Bellman equation. Bellman equation holds only when is known, and is usually calculated from the recurrence relation. We are going to see this fact in the rest part of this article, making uses of Bellman operators.

Let’s again take a look at the definition of , a value of a state for a policy . is defined as an expectation of a sum of upcoming rewards , given that the state at the time step is . (Capital letters are random variables and small letters are their realized values.)

*To be exact, we need to take the limit of like . But the number is limited in practical discussions, so please don’t care so much about very exact definitions of value functions in my article series.

But considering all the combinations of actions and corresponding rewards are not realistic, thus Bellman equation is defined recursively as follows.

But when you want to calculate at the left side, at the right side is supposed to be unknown, so we use the following recurrence relation.

And the operation of calculating an expectation with , namely a probabilistic sum of future rewards is defined as follows.

are policies, and are probabilities of transitions. Policies are probabilities of taking an action given an agent being in a state . But agents cannot necessarily move do that based on their policies. Some randomness or uncertainty of movements are taken into consideration, and they are modeled as probabilities of transitions. In my article, I would like you to see the equation above as a sum of weighted by or a sum of weighted by . “Branches” and “twigs” are terms which I coined.

*Even though especially values of are important when you actually implement DP, they are not explicitly defined with certain functions in most study materials on DP.

I think what makes the backup diagram confusing at the first glance is that nodes of states in white have two layers, a layer and the one of . But the node is included in the nodes of . Let’s take an example of calculating the Bellman-equation-like recurrence relations with a grid map environment. The transitions on the backup diagram should be first seen as below to avoid confusion. Even though the original backup diagrams have only one root node and have three layers, in actual models of environments transitions of agents are modeled as arows going back and forth between white and black nodes.

But in DP values of states, namely white nodes have to be updated with older values. That is why the original backup diagrams have three layers. For exmple, the value of a value is calculated like in the figure below, using values of . As I explained earlier, the value of the state is a sum of , weighted by . And I showed the weight as strength of purple color of the arrows. are corresponding rewards of each transition. And importantly, the Bellman-equation-like operation, whish is a part of DP, is conducted inside the agent. The agent does not have to actually move, and that is what planning is all about.

And DP, or more exactly policy evaluation, calculating the expectation over all the states, repeatedly. An important fact is, arrows in the backup diagram are pointing backward compared to the direction of value functions being updated, from to . I tried to show the idea that values are backed up to calculate . In my article series, with the right side of the figure below, I make it a rule to show the ideas that a model of an environment is known and it is updated recursively.

### 3, Types of policies

As I said in the first article, the ultimate purpose of DP or RL is finding the optimal policies. With optimal policies agents are the most likely to maximize rewards they get in environments. And policies determine the values of states as value functions . Or policies can be obtained from value functions. This structure of interactively updating values and policies is called general policy iteration (GPI) in the book by Barto and Sutton.

Source: Richard S. Sutton, Andrew G. Barto, “Reinforcement Learning: An Introduction,” MIT Press, (2018)

However I have been using the term “a policy” without exactly defining it. There are several types of policies, and distinguishing them is more or less important in the next sections. But I would not like you to think too much about that. In conclusion, only very limited types of policies are mainly discussed in RL. Only in the figure below are of interest when you learn RL as a beginner. I am going to explain what each set of policies means one by one.

In fact we have been discussing a set of policies , which mean probabilistic Markov policies. Remember that in the first article I explained Markov decision processes can be described like diagrams of daily routines. For example, the diagrams below are my daily routines. The indexes denote days. In either of states “Home,” “Lab,” and “Starbucks,” I take an action to another state. The numbers in black are probabilities of taking the actions, and those in orange are rewards of taking the actions. I also explained that the ultimate purpose of planning with DP is to find the optimal policy in this state transition diagram.

Before explaining each type of sequences of policies, let me formulate probabilistic Markov policies at first. A set of probabilistic Markov policies is defined as follows.

This means maps any combinations of an action and a state to a probability. The diagram above means you choose a policy from the set , and you use the policy every time step , I mean every day. A repetitive sequence of the same probabilistic Markov policy is defined as . And a set of such stationary Markov policy sequences is denoted as .

*As I formulated in the last articles, policies are different from probabilities of transitions. Even if you take take an action probabilistically, the action cannot necessarily be finished. Thus probabilities of transitions depend on combinations of policies and the agents or the environments.

But when I just want to focus on works like a robot, I give up living my life. I abandon efforts of giving even the slightest variations to my life, and I just deterministically take next actions every day. In this case, we can say the policies are stationary and deterministic. The set of such policies is defined as below. are called deterministic policies.

I think it is normal policies change from day to day, even if people also have only options of “Home,” “Lab,” or “Starbucks.” These cases are normal Markov policies, and you choose a policy from every time step.

And the resulting sequences of policies and the set of the sequences are defined as .

In real world, an assumption of Markov decision process is quite unrealistic because your strategies constantly change depending on what you have done or gained so far. Possibilities of going to a Starbucks depend on what you have done in the week so far. You might order a cup of frappucino as a little something for your exhausting working days. There might be some communications on what you order then with clerks. And such experiences would affect your behaviors of going to Starbucks again. Such general and realistic policies are called history-dependent policies.

*Going to Starbucks everyday like a Markov decision process and deterministically ordering a cupt of hot black coffee is supposed to be unrealistic. Even if clerks start heating a mug as soon as I enter the shop.

In history-dependent cases, your policies depend on your states, actions, and rewards so far. In this case you take actions based on history-dependent policies . However as I said, only are important in my articles. And history-dependent policies are discussed only in partially observable Markov decision process (POMDP), which this article series is not going to cover. Thus you have only to take a brief look at how history-dependent ones are defined.

History-dependent policies are the types of the most general policies. In order to formulate history-dependent policies, we first have to formulate histories. Histories in the context of DP or RL are defined as follows.

Given the histories which I have defined, a history dependent policy is defined as follows.

This means a probability of taking an action given a history . It might be more understandable with the graphical model below, which I showed also in the first article. In the graphical model, is a random variable, and is its realized value.

A set of history-dependent policies is defined as follows.

And a set of sequences of history-dependent policies is .

In fact I have not defined the optimal value function or in my article series yet. I must admit it was not good to discuss DP without even defining the important ideas. But now that we have learnt types of policies, it should be less confusing to introduce their more precise definitions now. The optimal value function is defined as the maximum value functions for all states , with respect to any types of sequences of policies .

And the optimal policy is defined as the policy which satisfies the equation below.

The optimal value function is optimal with respect to all the types of sequences of policies, as you can see from the definition. However in fact, it is known that the optimal policy is a deterministic Markov policy . That means, in the example graphical models I displayed, you just have to deterministically go back and forth between the lab and the home in order to maximize value function, never stopping by at a Starbucks. Also you do not have to change your plans depending on days.

And when all the values of the states are maximized, you can easily calculate the optimal deterministic policy of your everyday routine. Thus in DP, you first need to maximize the values of the states. I am going to explain this fact of DP more precisely in the next section. Combined with some other important mathematical features of DP, you will have clearer vision on what DP is doing.

*I might have to precisely explain how is defined. But to make things easier for now, let me skip ore precise formulations. Value functions are defined as expectations of rewards with respect to a single policy or a sequence of policies. You have only to keep it in mind that is a value function resulting from taking actions based on . And , which we have been mainly discussing, is a value function based on only a single policy .

*Please keep it in mind that these diagrams are not anything like exaggeratedly simplified models for explaining RL. That is my life.

### 3, Key components of DP

*Even though notations on this article series are based on the book by Barto and Sutton, the discussions in this section are, based on a Japanese book named “Machine Learning Professional Series: Reinforcement Learning” by Tetsurou Morimura, which I call “the whale book.” There is a slight difference in how they calculate Bellman equations. In the book by Barto and Sutton, expectations are calculated also with respect to rewards , but not in the whale book. I think discussions in the whale book can be extended to the cases in the book by Barto and Sutton, but just in case please bear that in mind.

In order to make organic links between the RL algorithms you are going to encounter, I think you should realize DP algorithms you have learned in the last article are composed of some essential ideas about DP. As I stressed in the first article, RL is equal to solving planning problems, including DP, by sampling data through trial-and-error-like behaviors of agents. Thus in other words, you approximate DP-like calculations with batch data or online data. In order to see how to approximate such DP-like calculations, you have to know more about features of those calculations. Those features are derived from some mathematical propositions about DP. But effortlessly introducing them one by one would be just confusing, so I tired extracting some essences. And the figures below demonstrate the ideas.

The figures above express the following facts about DP:

1. DP is a repetition of Bellman-equation-like operations, and they can be simply denoted with Bellman operators or .
2. The value function for a policy is calculated by solving a Bellman equation, but in practice you approximately solve it by repeatedly using Bellman operators.
3. There exists an optimal policy , which is deterministic. And it is an optimal policy if and only if it satisfies the Bellman expectation equation , with the optimal value function .
4. With a better deterministic policy, you get a better value function. And eventually both the value function and the policy become optimal.

Let’s take a close look at what each of them means.

#### (1) Bellman operator

In the last article, I explained the Bellman equation and recurrence relations derived from it. And they are the basic ideas leading to various RL algorithms. The Bellman equation itself is not so complicated, and I showed its derivation in the last article. You just have to be careful about variables in calculation of expectations. However writing the equations or recurrence relations every time would be tiresome and confusing. And in practice we need to apply the recurrence relation many times. In order to avoid writing down the Bellman equation every time, let me introduce a powerful notation for simplifying the calculations: I am going to discuss RL making uses of Bellman operators from now on.

First of all, a Bellman expectation operator , or rather an application of a Bellman expectation operator on any state functions is defined as below.

For simplicity, I am going to denote the left side of the equation as . In the last article I explained that when is an arbitrarily initialized value function, a sequence of value functions converge to for a fixed probabilistic policy , by repeatedly applying the recurrence relation below.

With the Bellman expectation operator, the recurrence relation above is written as follows.

Thus is obtained by applying to times in total. Such operation is denoted as follows.

As I have just mentioned, converges to , thus the following equation holds.

I have to admit I am merely talking about how to change notations of the discussions in the last article, but introducing Bellman operators makes it much easier to learn or explain DP or RL as the figure below shows.

Just as well, a Bellman optimality operator is defined as follows.

Also the notation with a Bellman optimality operators can be simplified as . With a Bellman optimality operator, you can get a recurrence relation . Multiple applications of Bellman optimality operators can be written down as below.

Please keep it in mind that this operator does not depend on policies . And an important fact is that any initial value function converges to the optimal value function .

Thus any initial value functions converge to the the optimal value function by repeatedly applying Bellman optimality operators. This is almost equal to value iteration algorithm, which I explained in the last article. And notations of value iteration can be also simplified by introducing the Bellman optimality operator like in the figure below.

Again, I would like you to pay attention to how value iteration works. The optimal value function is supposed to be maximum with respect to any sequences of policies , from its definition. However the optimal value function can be obtained with a single bellman optimality operator , never caring about policies. Obtaining the optimal value function is crucial in DP problems as I explain in the next topic. And at least one way to do that is guaranteed with uses of a .

*We have seen a case of applying the same Bellman expectation operator on a fixed policy , but you can use different Bellman operators on different policies varying from time steps to time steps. To be more concrete, assume that you have a sequence of Markov policies . If you apply Bellman operators of the policies one by one in an order of on a state function , the resulting state function is calculated as below.

When , we can also discuss convergence of , but that is just confusing. Please let me know if you are interested.

#### (2) Policy evaluation

Policy evaluation is in short calculating , the value function for a policy . And in theory it can be calculated by solving a Bellman expectation equation, which I have already introduced.

Using a Bellman operator, which I have introduced in the last topic, the equation above can be written . But whichever the notation is, the equation holds when the value function is . You have already seen the major way of how to calculate in (1), or also in the last article. You have only to multiply the same Belman expectation operator to any initial value funtions .

This process can be seen in this way: any initial value functions little by little converge to as the same Bellman expectation operator is applied. And when a converges to , the value function does not change anymore because the value function already satisfies a Bellman expectation equation . In other words , and the is called the fixed point of . The figure below is the image of how any initial value functions converge to the fixed point unique to a certain policy . Also Bellman optimality operators also have their fixed points because any initial value functions converge to by repeatedly applying .

I am actually just saying the same facts as in the topic (1) in another way. But I would like you to keep it in mind that the fixed point of is more of a “local” fixed point. On the other hand the fixed point of is more like “global.” Ultimately the global one is ultimately important, and the fixed point can be directly reached only with the Bellman optimality operator . But you can also start with finding local fixed points, and it is known that the local fixed points also converge to the global one. In fact, the former case of corresponds to policy iteration, and the latter case to value iteration. At any rate, the goal for now is to find the optimal value function . Once the value function is optimal, the optimal policy can be automatically obtained, and I am going to explain why in the next two topics.

#### (3) Existence of the optimal policy

In the first place, does the optimal policy really exist? The answer is yes, and moreover it is a stationary and deterministic policy . And also, you can judge whether a policy is optimal by a Bellman expectation equation below.

In other words, the optimal value function has to be already obtained to judge if a policy is optimal. And the resulting optimal policy is calculated as follows.

Let’s take an example of the state transition diagram in the last section. I added some transitions from nodes to themselves and corresponding scores. And all values of the states are initialized as . After some calculations, is optimized to . And finally the optimal policy can be obtained from the equation I have just mentioned. And the conclusion is “Go to the lab wherever you are to maximize score.”
\begin{figure}[h]
\centering
\includegraphics[width=0.8\textwidth]{./fig/optimal_policy_existence.png}
\end{figure}

The calculation above is finding an action which maximizes . Let me call the part ” a value of a branch,” and finding the optimal deterministic policy is equal to choosing the maximum branch for all . A branch corresponds to a pair of a state and all the all the states .

*We can comprehend applications of Bellman expectation operators as probabilistically reweighting branches with policies .

*The states and are basically the same. They are just different in uses of indexes for referring them. That might be a confusing point of understanding Bellman equations.

Let’s see how values actually converge to the optimal values and how branches . I implemented value iteration of the Starbucks-lab-home transition diagram and visuzlied them with Graphviz. I initialized all the states as , and after some iterations they converged to the optimal values. The numbers in each node are values of the sates. And the numbers next to each edge are corresponding values of branches . After you get the optimal value, if you choose the direction with the maximum branch at each state, you get the optimal deterministic policy. And that means “Just go to the lab, not Starbucks.”

*Discussing and visualizing “branches” of Bellman equations are not normal in other study materials. But I just thought it would be better to see how they change.

#### (4) Policy improvement

Policy improvement means a very simple fact: in policy iteration algorithm, with a better policy, you get a better value function. That is all. In policy iteration, a policy is regarded as optimal as long as it does not updated anymore. But as far as I could see so far, there is one confusing fact. Even after a policy converges, value functions still can be updated. But from the definition, an optimal value function is determined with the optimal value function. Such facts can be seen in some of DP implementation, including grid map implementation I introduced in the last article.

Thus I am not sure if it is legitimate to say whether the policy is optimal even before getting the optimal value function. At any rate, this is my “elaborate study note,” so I conversely ask for some help to more professional someones if they come across with my series. Please forgive me for shifting to the next article, without making things clear.

### 4, Viewing DP algorithms in a more simple and abstract way

We have covered the four important topics for a better understanding of DP algorithms. Making use of these ideas, pseudocode of DP algorithms which I introduced in the last article can be rewritten in a more simple and abstract way. Rather than following pseudocode of DP algorithms, I would like you to see them this way: policy iteration is a repetation of finding the fixed point of a Bellman operator , which is a local fixed point, and updating the policy. Even if the policy converge, values have not necessarily converged to the optimal values.

When it comes to value iteration: value iteration is finding the fixed point of , which is global, and getting the deterministic and optimal policy.

I have written about DP in as many as two articles. But I would say that was inevitable for laying more or less solid foundation of learning RL. The last article was too superficial and ordinary, but on the other hand this one is too abstract to introduce at first. Now that I have explained essential theoretical parts of DP, I can finally move to topics unique to RL. We have been thinking the case of plannings where the models of the environemnt is known, but they are what agents have to estimate with “trial and errors.” The term “trial and errors” might have been too abstract to you when you read about RL so far. But after reading my articles, you can instead say that is a matter of how to approximate Bellman operators with batch or online data taken by agents, rather than ambiguously saying “trial and erros.” In the next article, I am going to talk about “temporal differences,” which makes RL different from other fields and can be used as data samples to approximate Bellman operators.

* I make study materials on machine learning, sponsored by DATANOMIQ. I do my best to make my content as straightforward but as precise as possible. I include all of my reference sources. If you notice any mistakes in my materials, including grammatical errors, please let me know (email: yasuto.tamura@datanomiq.de). And if you have any advice for making my materials more understandable to learners, I would appreciate hearing it.

## Understanding the “simplicity” of reinforcement learning: comprehensive tips to take the trouble out of RL

*I adjusted mathematical notations in this article as close as possible to “Reinforcement Learning:An Introduction.”  This book by Sutton and Barto is said to be almost mandatory for those who studying reinforcement learning. Also I tried to avoid as much mathematical notations, introducing some intuitive examples. In case any descriptions are confusing or unclear, informing me of that via posts or email would be appreciated.

### Preface

First of all, I have to emphasize that I am new to reinforcement learning (RL), and my current field is object detection, to be more concrete transfer learning in object detection. Thus this article series itself is also a kind of study note for me. Reinforcement learning (RL) is often briefly compared with human trial and errors, and actually RL is based on neuroscience or psychology as well as neural networks (I am not sure about these fields though). The word “reinforcement” roughly means associating rewards with certain actions. Some experiments of RL were conducted on animals, which are widely known as Skinner box or more classically Pavlov’s Dogs. In short, you can encourage animals to do something by giving foods to them as rewards, just as many people might have done to their dogs. Before animals find linkages between certain actions and foods as rewards to those actions, they would just keep trial and errors. We can think of RL as a family of algorithms which mimics this behavior of animals trying to obtain as much reward as possible.

*My cats will not all the way try to entertain me to get foods though.

RL showed its conspicuous success in the field of video games, such as Atari, and defeating the world champion of Go, one of the most complicated board games. Actually RL can be applied to not only video games or board games, but also various other fields, such as business intelligence, medicine, and finance, but still I am very much fascinated by its application on video games. I am now studying the field which could bridge between the world of video games and the real world. I would like to mention this in the one of upcoming articles.

So far I got an impression that learning RL ideas would be more challenging than learning classical machine learning or deep learning for the following reasons.

1. RL is a field of how to train models, rather than how to design the models themselves. That means you have to consider a variety of problem settings, and you would often forget which situation you are discussing.
2. You need prerequisites knowledge about the models of components of RL for example neural networks, which are usually main topics in machine/deep learning textbooks.
3. It is confusing what can be learned through RL depending on the types of tasks.
4. Even after looking over at formulations of RL, it is still hard to imagine how RL enables computers to do trial and errors.

*For now I would like you to keep it in mind that basically values and policies are calculated during in during RL.

And I personally believe you should always keep the following points in your mind in order not to be at a loss in the process of learning RL.

1.  RL basically can be only applied to a very limited type of situation, which is called Markov decision process (MDP). In MDP settings your next state depends only on your current state and action, regardless of what you have done so far.
2. You are ultimately interested in learning decision making rules in MDP, which are called policies.
3. In the first stage of learning RL, you consider surprisingly simple situations. They might be simple like mazes in kids’ picture books.
4. RL is in its early days of development.

Let me explain a bit more about what I meant by the third point above. I have been learning RL mainly with a very precise Japanese textbook named 「機械学習プロフェッショナルシリーズ　強化学習」(Machine Learning Professional Series: Reinforcement Learning). As I mentioned in an article of my series on RNN, I sometimes dislike Western textbooks because they tend to beat around the bush with simple examples to get to the point at a more abstract level. That is why I prefer reading books of this series in Japanese. And especially the RL one in the series was especially bulky and so abstract and overbearing to a spectacular degree. It had so many precise mathematical notations without leaving room for ambiguity, thus it took me a long time to notice that the book was merely discussing simple situations like mazes in kids’ picture books. I mean, the settings discussed were so simple that they can be expressed as tabular data, that is some Excel sheets.

*I could not notice that until the beginning of 6th chapter out of eight out of 8 chapters. The 6th chapter discusses uses of function approximators. With the approximations you can approximate tabular data. My articles will not dig this topic of approximation precisely, but the use of deep learning models, which I am going to explain someday, is a type of this approximation of RL models.

You might find that so many explanations on RL rely on examples of how to make computers navigate themselves in simple mazes or in playing video games, which are mostly impractical in the real world. However, as I will explain later, these are actually helpful examples to learn RL. As I show later, the relations of an agent and an environment are basically the same also in more complicated tasks. Reading some code or actually implementing RL would be very effective, especially in order to know simplicity of the situations in the beginning part of RL textbooks.

Given that you can do a lot of impressive and practical stuff with current deep learning libraries, you might get bored or disappointed by simple applications of RL in many textbooks. But as I mentioned above, RL is in its early days of development, at least at a public level. And in order to show its potential power, I am going to explain one of the most successful and complicated application of RL in the next article: I am planning to explain how AlphaGo or AplhaZero, RL-based AIs enabled computers to defeat the world champion of Go, one of the most complicated board games.

*RL was not used to the chess AI which defeated Kasparov in 1997. Combination of decision trees and super computers, without RL, was enough for the “simplicity” of chess. But uses of decision tree named Monte Carlo Tree Search enabled Alpha Go to read some steps ahead more effectively.  It is said deep learning enabled AlphaGo to have intuition about games. Mote Carlo Tree Search enabled it to have abilities to predict some steps ahead, and RL how to learn from experience.

### 1. What is RL?

In conclusion I would interpret RL as follows: RL is a sub-field of training AI models, and optimal rules for decision makings in an environment are learned through RL, weakly supervised by rewards in a certain period of time. When and how to evaluate decision makings are task-specific, and they are often realized by trial-and-error-like behaviors of agents. Rules for decision makings are called policies in contexts of RL. And optimization problems of policies are called sequential decision-making problems.

You are more or less going to see what I meant by my definition throughout my article series.

*An agent in RL means an entity which makes decisions, interacting with the environment with an action. And the actions are made based on policies.

You can find various types of charts explaining relations of RL with AI, and I personally found the chart below the most plausible.

“Models” in the chart are often hyped as “AI” in media today. But AI is a more comprehensive field of trying to realize human-like intellectual behaviors with computers. And machine learning have been the most central sub-field of AI last decades. Around 2006 there was a breakthrough of deep learning. Due to the breakthrough machine learning gained much better performance with deep learning models. I would say people have been calling popular “models” in each time “AI.” And importantly, RL is one field of training models, besides supervised learning and unsupervised learning, rather than a field of designing “AI” models. Some people say supervised learning or unsupervised learning are more preferable than RL because currently these trainings are more likely to be more successful in wide range of fields than RL. And usually the more data you have the more likely supervised or unsupervised learning are.

*The word “models” are used in another meaning later. Please keep it in mind that the “models” above are something like general functions. And the “models” which show up frequently later are functions modeling environments in RL.

*In case you’re totally new to AI and don’t understand what “supervising” means in these contexts, I think you should imagine cases of instructing students in schools. If a teacher just tells students “We have a Latin conjugation test next week, so you must check this section in the textbook.” to students, that’s a “supervised learning.” Students who take exams are “models.” Apt students like machine learning models would show excellent performances, but they might fail to apply the knowledge somewhere else. I mean, they might fail to properly conjugate words in unseen sentences. Next, if the students share an idea “It’s comfortable to get together with people alike.” they might be clustered to several groups. That might lead to “cool guys” or “not cool guys” group division. This is done without any explicit answers, and this corresponds to “unsupervised learning.” In this case, I would say a certain functions of the students’ brain or atmosphere there, which put similar students together, were the “models.” And finally, if teachers tell the students “Be a good student,” that’s what I meant with “weakly supervising.” However most people would say “How?” RL could correspond to such ultimate goals of education, and as well as education, you have to consider how to give rewards and how to evaluate students/agents. And “models” can vary. But such rewards often shows unexpected results.

### 2. RL and Markov decision process

As I mentioned in a former section, you have to keep it in mind that RL basically can be applied to a limited situation of sequential decision-making problems, which are called Markov decision processes (MDP). A markov decision process is a type of process where the next state of an agent depends only on the current state and the action taken in the current state. I would only roughly explain MDP in this article with a little formulation.

You might find MDPs very simple. But some people would find that their daily lives in fact can be described well with a MDP. The figure below is a state transition diagram of everyday routine at an office, and this is nothing but a MDP. I think many workers also basically have only four states “Chat” “Coffee” “Computer” and “Home” almost everyday.  Numbers in black are possibilities of transitions at the state, and each corresponding number in orange is the reward you get when the action is taken. The diagram below shows that when you just keep using a computer, you would likely to get high rewards. On the other hand chatting with your colleagues would just continue to another term of chatting with a probability of 50%, and that undermines productivity by giving out the reward of -1. And having some coffee is very likely to lead to a chat. In practice, you optimize which action to take in each situation. You adjust probabilities at each state, that is you adjust a policy, through planning or via trial and error.

Source: https://subscription.packtpub.com/book/data/9781788834247/1/ch01lvl1sec12/markov-decision-processes

*Even if you say “Be a good student,” school kids in puberty they would act far from Markov decision process. Even though I took an example of school earlier, I am sure education should be much more complicated process which requires constant patience.

Of course you have to consider much more complicated MDPs in most RL problems, and in most cases you do not have known models like state transition diagrams. Or rather I have to say RL enables you to estimate such diagrams, which are usually called models in contexts of RL, by trial and errors. When you study RL, for the most part you will see a chart like below. I think it is important to understand what this kind of charts mean, whatever study materials on RL you consult. I said RL is basically a training method for finding optimal decision making rules called policies. And in RL settings, agents estimate such policies by taking actions in the environment. The environment determines a reward and the next state based on the current state and the current action of the agent.

Let’s take a close look at the chart above in a bit mathematical manner. I made it based on “Machine Learning Professional Series: Reinforcement Learning.” The agent exert an action in the environment, and the agent receives a reward and the next state . and are consequences of taking the action in the state . The action is taken based on a conditional probability given , which is denoted as . This probability function is the very function representing policies, which we want to optimize in RL.

*Please do not think too much about differences of and in the chart. Actions, rewards, or transitions of states can be both deterministic or probabilistic. In the chart above, with the notation I meant that the action is taken with a probability of . And whether they are probabilistic or deterministic is task-specific. Also you should keep it in mind that all the values in the chart are realized values of random variables as I show in the chart at the right side.

In the textbook “Reinforcement Learning:An Introduction” by Richard S. Sutton, which is almost mandatory for all the RL learners, RL process is displayed as the left side of the figure below. Each capital letter in the chart means a random variable. Relations of random variables can be also displayed as graphical models like the right side of the chart. The graphical model is a time series expansion of the chart of RL loops at the left side. The chart below shows almost the same idea as the one above. Whether they use random variables or realized values is the only difference between them. My point is that decision makings are simplified in RL as the models I have explained. Even if some situations are not strictly MDPs, in many cases the problems are approximated as MDPs in practice so that RL can be applied to.

*I personally think you do not have to care so much about differences of random variables and their realized values in RL unless you discuss RL mathmematically. But if you do not know there are two types of notations, which are strictly different ideas, you might get confused while reading textboks on RL. At least in my artile series, I will strictly distinguish them only when their differences matter.

*In case you are not sure about differences of random variables and their realizations, please roughly grasp the terms as follows: random variables are probabilistic tools for example dices. On the other hand their realized values are records of them, for example (4, 1, 6, 6, 2, 1, …).  And the probability that a random variable takes on the value x is denoted as . And means the random variable is selected from distribution . In case is a “dice,” for any .

### 3. Planning and RL

We have seen RL is a family of training algorithms which optimizes rules for choosing in sequential decision-making problems, usually assuming them to be MDPs. However I have to emphasize that RL is not the only way to optimize such policies. In sequential decision making problems, when the model of the environment is known, policies can be optimized also through planning without collecting data from the environment. On the other hand, when the model of the environment is unknown policies have to be optimized based on data which an agents collects from the environment through trial and errors. This is the very case called RL. You might find planning problems very simple and unrealistic in practical cases. But RL is based on planning of sequential decision-making problems with MDP settings, so studying planning problems is inevitable.  As far as I could see so far, RL is a family of algorithms for approximating techniques in planning problems through trial and errors in environments. To be more concrete, in the next article I am going to explain dynamic programming (DP) in RL contexts as a major example of planning problems, and a formula called the Bellman equation plays a crucial role in planning. And after that we are going to see that RL algorithms are more or less approximations of Bellman equation by agents sampling data from environments.

As an intuitive example, I would like to take a case of navigating a robot, which is explained in a famous textbook on robotics named “Probabilistic Robotics”. In this case, the state set is the whole space on the map where the robot can move around. And the action set is . If the robot does not fail to take any actions or there are no unexpected obstacles, manipulating the robot on the map is a MDP. In this example, the robot has to be navigated from the start point as the green dot to the goal as the red dot. In this case, blue arrows can be obtained through planning or RL. Each blue arrow denotes the action taken in each place, following the estimated policy. In other words, the function is the flow of the blue arrows. But policies can vary even in the same problem. If you just want the robot to reach the goal as soon as possible, you might get a blue arrows in the figure at the top after planning. But that means the robot has to pass a narrow street, and it is likely to bump into the walls. If you prefer to avoid such risks, you should adopt policies of choosing wider streets, like the blue arrows in the figure at the bottom.

*In the textbook on probabilistic robotics, this case is classified to a planning problem rather than a RL problem because it assumes that the robot has a complete model of the environment, and RL is not introduced in the textbook. In case of robotics one major way of making a model, or rather a map is SLAM (Simultaneous Localization and Mapping). With SLAM, a map of the environment can be made only based on what have been seen with a moving camera like in the figure below. Half the first part of the textbook is about self localization of robots and gaining maps of environments. And the latter part is about planning in the gained map. RL is also based on planning problems as I explained. I would say RL is another branch of techniques to gain such models/maps and proper plans in the environment through trial and errors.

In the example of robotics above, we have not considered rewards in the course of navigating the agent. That means the reward is given only when it reaches the goal. But agents can get lost if they get a reward only at the goal. Thus in many cases you optimize a policy such that it maximizes the sum of rewards , where is the the length of the whole sequence of MDP in this case. More concretely, at every time step , agents have to estimate . The is called a return. But you usually have to consider uncertainty of future rewards, so in practice you multiply a discount rate with rewards every time step. Thus in practice agents estimate a discounted return every time step as follows.

If agents blindly try to maximize immediate upcoming rewards in a greedy way, that can lead to smaller amount of rewards in the long run. Policies in RL have to be optimized so that they maximize return, a sum of upcoming rewards , every time step. But still, it is not realistic to take all the upcoming rewards directly into consideration. These rewards have to be calculated recursively and probabilistically every time step. To be exact values of states are calculated this way. The value of a state in contexts of RL mean how likely agents get higher values if they start from the state. And how to calculate values is formulated as the Bellman equation.

*If you are not sure what “ecursively” and “probabilistically” mean, please do not think too much. I am going to explain that as precisely as possible in the next article.

I am going to explain Bellman equation, or Bellman operator to be exact in the next article. For now I would like you to keep it in mind that Bellman operator calculates the value of a state by considering future actions and their following states and rewards. Bellman equation is often displayed as a decision-tree-like chart as below. I would say planning and RL are matter of repeatedly applying Bellman equation to values of states. In planning problems, the model of the environment is known. That is, all the connections of nodes of the graph at the left side of the figure below are known. On the other hand in RL, those connections are not completely known, thus they need to be estimated in certain ways by agents collecting data from the environment.

*I guess almost no one explain RL ideas as the graphs above, and actually I am in search of effective and correct ways of visualizing RL. But so far, I think the graphs above describe how values updated in RL problem settings with discrete data. You are going to see what these graphs mean little by little in upcoming articles. I am also planning to introduce Bellman operators to formulate RL so that you do not have to think about decision-tree-like graphs all the time.

### 4. Examples of how RL problems are modeled

You might find that so many explanations on RL rely on examples of how to make computers navigate themselves in simple mazes or play video games, which are mostly impractical in real world. But I think uses of RL in letting computers play video games are good examples when you study RL. The video game industry is one of the most developed and sophisticated area which have produced environments of RL. OpenAI provides some “playgrounds” where agents can actually move around, and there are also some ports of Atari games. I guess once you understand how RL can be modeled in those simulations, that helps to understand how other more practical tasks are implemented.

*It is a pity that there is no E.T. the Extra-Terrestrial. It is a notorious video game which put an end of the reign of Atari. And after that came the era of Nintendo Entertainment System.

In the second section of this article, I showed the most typical diagram of the fundamental RL idea. The diagrams below show correspondences of each element of some simple RL examples to the diagram of general RL. Multi-armed bandit problems are a family of the most straightforward RL tasks, and I am going to explain it a bit more precisely later in this article. An agent solving a maze is also a very major example of RL tasks. In this case states are locations where an agent can move. Rewards are goals or bonuses the agents get in the course of the maze. And in this case .

If the environments are more complicated, deep learning is needed to make more complicated functions to model each component of RL. Such RL is called deep reinforcement learning. The examples below are some successful cases of uses of deep RL. I think it is easy to imagine that the case of solving a maze is close to RL playing video games. In this case is all the possible commands with an Atari controller like in the figure below. Deep Q Networks use deep learning in RL algorithms named Q learning. The development of convolutional neural networks (CNN) enabled computers to comprehend what are displayed on video game screens. Thanks to that, video games do not need to be simplified like mazes. Even though playing video games, especially complicated ones today, might not be strict MDPs, deep Q Networks simplifies the process of playing Atari as MDP. That is why the process playing video games can be simplified as the chart below, and this simplified MPD model can surpass human performances. AlphaGo and AlphaZero are anotehr successful cases of deep RL. AlphaGo is ther first RL model which defeated the world Go champion. And some training schemes were simplified and extented to other board games like chess in AlphaZero. Even though they were sensations in media as if they were menaces to human intelligence, they are also based on MDPs. A policy network which calculates which tactics to take to enhance probability of winning board games. But they use much more sophisticated and complicated techniques. And it is almost impossible to try training them unless you own a tech company or something with some servers mounted with some TPUs. But I am going to roughly explain how they work in one of my upcoming articles.

### 5. Some keywords for organizing terms of RL

As I am also going to explain in next two articles, RL algorithms are totally different frameworks of training machine learning models compared to supervised/unsupervised learnig. I think pairs of keywords below are helpful in classifying RL algorithms you are going to encounter.

#### (1) “Model-based” or “model-free.”

I said planning problems are basics of RL problems, and in many cases RL algorithms approximate Bellman equation or related ideas. I also said planning problems can be solved by repeatedly applying Bellman equations on states of a model of an environment. But in RL problems, models are usually unknown, and agents can only move in an environment which gives a reward or the next state to an agent. The agent can gains richer information of the environment time step by time step in RL, but this procedure can be roughly classified to two types: model-free type and model-based type. In model-free type, models of the environment are not explicitly made, and policies are updated based on data collected from the environment. On the her hand, in model-based types the models of the environment are estimated, and policies are calculated based on the model.

*AlphaGo and AlphaZero are examples of model-based RL. Phases of board games can be modeled with CNN. Plannings in this case correspond to reading some phases ahead of games, and they are enabled by Monte Carlo tree search. They are the only examples of model-based RL which I can come up with. And also I had an impression that many study materials on RL focus on model-free types of RL.

#### (2) “Values” or “policies.”

I mentioned that in RL, values and policies are optimized. Values are functions of a value of each state. The value here means how likely an agent gets high rewards in the future, starting from the state. Policies are functions fro calculating actions to take in each state, which I showed as each of blue arrows in the example of robotics above. But in RL, these two functions are renewed in return, and often they reach optimal functions when they converge. The figure below describes the idea well.

These are essential components of RL, and there too many variations of how to calculate them. For example timings of updating them, whether to update them probabilistically or deterministically.  And whatever RL algorithm I talk about, how values and policies are updated will be of the best interest. Only briefly mentioning them would be just more and more confusing, so let me only briefly take examples of dynamic programming (DP).

Let’s consider DP on a simple grid map which I showed in the preface. This is a planning problem, and agents have a perfect model of the map, so they do not have to actually move around there. Agents can move on any cells except for blocks, and they get a positive rewards at treasure cells, and negative rewards at danger cells. With policy iteration, the agents can interactively update policies and values of all the states of the map. The chart below shows how policies and values of cells are updated.

You do not necessarily have to calculate policies every iteration, and this case of DP is called value iteration. But as the chart below suggests, value iteration takes more time to converge.

I am going to much more precisely explain the differences of values and policies in DP tasks in the next article.

#### (3) “Exploration” or “exploitation”

RL agents are not explicitly supervised by the correct answers of each behavior. They just receive rough signals of “good” or “bad.” One of the most typical failed cases of RL is that agents can be myopic. I mean, once agents find some actions which constantly give good reward, they tend to miss other actions which produce better rewards more effectively. One good way of avoiding this is adding some exploration, that is taking some risks to discover other actions.

I mentioned multi-armed bandit problems are simple setting of RL problems. And they also help understand trade-off of exploration and exploitation. In a multi-armed bandit problem, an agent chooses which slot machine to run every time step. Each slot machine gives out coins, or rewards with a probability of . The number of trials is limited, so the agent has to find the machine which gives out coins the most efficiently within the limited number of trials. In this problem, the key is the balance of trying to find other effective slot machines and just trying to get as much coins as possible with the machine which for now seems to be the best. This is trade-off of “exploration” or “exploitation.” One simple way to implement exploration and exploitation trade-off is ɛ-greedy algorithm. This is quite simple: with a probability of , agents just randomly choose actions which are not thought to be the best then.

*Casino owners are not so stupid. It is designed so that you would lose in the long run, and before your “exploration” is complete, you will be “exploited.”

Let’s take a look at a simple simulation of a multi-armed bandit problem. There are two “casinos,” I mean sets of slot machines. In casino A, all the slot machines gives out the same reward , thus agents only need to find the machine which is the most likely to gives out more coins. But casino B is not simple like that. In this casino, slot machines with small odds give higher rewards.

I prepared four types of “multi-armed bandits,” I mean octopus agents. Each of them has each value of , and the s reflect their “curiosity,” or maybe “how inconsistent they are.” The graphs below show the average reward over 1000 simulations. In each simulation each agent can try slot machines 250 times in total. In casino A, it seems the agent with the curiosity of gets the best rewards in a short term. But in the long run, more stable agent whose is , get more rewards. On the other hand in casino B, No on seems to make outstanding results.

*I wold not concretely explain how values of each slot machines are updated in this article. I think I am going to explain multi-armed bandit problems with Monte Carlo tree search in one of upcoming articles to explain the algorithm of AlphaGo/AlphaZero.

#### (4)”Achievement” or “estimation”

The last pair of keywords is “achievement” or “estimation,” and it might be better to instead see them as a comparison of “Monte Carlo” and “temporal-difference (TD).” I said RL algorithms often approximate Bellman equation based on data an agent has collected. Agents moving around in environments can be viewed as sampling data from the environment. Agents sample data of states, actions, and rewards. At the same time agents constantly estimate the value of each state. Thus agents can modify their estimations of values using value calculated with sampled data. This is how agents make use of their “experiences” in RL. There are several variations of when to update estimations of values, but roughly they are classified to Monte Carlo and Temporal-difference (TD). Monte Carlo is based on achievements of agents after one episode or actions. And TD is more of based on constant estimation of values at every time step. Which approach is to take depends on tasks but it seems many major algorithms adopt TD types. But I got an impression that major RL algorithms adopt TD, and also it is said evaluating actions by TD has some analogies with how brain is “reinforced.” And above all, according to the book by Sutton and Barto “If one had to identify one idea as central and novel to reinforcement learning, it would undoubtedly be temporal-difference (TD) learning.” And an intermediate idea, between Monte Carlo and TD, also can be formulated as eligibility trace.

In this article I have briefly covered all the topics I am planning to explain in this series. This article is a start of a long-term journey of studying RL also to me. Any feedback on this series, as posts or  emails, would be appreciated. The next article is going to be about dynamic programming, which is a major way for solving planning problems. In contexts of RL, dynamic programming is solved by repeatedly applying Bellman equation on values of states of a model of an environment. Thus I think it is no exaggeration to say dynamic programming is the backbone of RL algorithms.

### Appendix

The code I used for the multi-armed bandit simulation. Just copy and paste them on Jupyter Notebook.

* I make study materials on machine learning, sponsored by DATANOMIQ. I do my best to make my content as straightforward but as precise as possible. I include all of my reference sources. If you notice any mistakes in my materials, including grammatical errors, please let me know (email: yasuto.tamura@datanomiq.de). And if you have any advice for making my materials more understandable to learners, I would appreciate hearing it.