Mathspp: mathematics and programming

Pt En This post is going to follow up what was discussed here , and I will show you how changing the value of the discount factor may affect what the optimal policy is. For that, consider the MDP defined below: This MDP is inspired in the example I have been using; I added an extra state and stripped the MDP of the majority of the transitions so we can focus on what is essential here. From the MDP above there is a clear contender for the title of optimal policy: $$\begin{align} &\pi(H) = E\\ &\pi(T) = D\\ &\pi(TU) = D\end{align}$$ Assume that when we enter the MDP there is a $50\%$ chance we start Hungry and a $50\%$ chance we start Thirsty. If we use the policy $\pi$ then the expected reward is $$E[R | \pi] = 0.5E[R_T | \pi] + 0.5E[R_H | \pi]$$ where $E[R_s | \pi]$ is the expected reward we get by following policy $\pi$ starting from state $s$. From my previous post we know that $E[R_T | \pi] = E[R_H | \pi] = \frac{1}{1-\gamma}$ and hence $$E[R | \pi] ...

Pt En In this previous post I defined a Markov Decision Process and explained all of its components; now, we will be exploring what the discount factor $\gamma$ really is and how it influences the MDP. Let us start with the complete example of last post: In this MDP the states are Hungry and Thirsty (which we will represent with $H$ and $T$) and the actions are Eat and Drink (which we will represent with $E$ and $D$). The transition probabilities are specified by the numbers on top of the arrows. In the previous post we put forward that the best policy for this MDP was defined as $$\begin{cases} \pi(H) = E\\ \pi(T) = D\end{cases}$$ but I didn't really prove that. I will do that in a second, but first what are all the other possible policies? Well, recall that the policy $\pi$ is the "best strategy" to be followed, and $\pi$ is formally seen as a function from the states to the actions, i.e. $\pi: S \to A$. Because of that, we must know what $\pi(H)...

Pt En In this post I will introduce Markov Decision Processes, a common tool used in Reinforcement Learning, a branch of Machine Learning. By the end of the post you will be able to make some sense of the figure above! I will couple the formal details, definitions and maths with an intuitive example that will accompany us throughout this post. In later posts we will make our example more complete and use other examples to explain other properties and characteristics of the MDPs. Let me introduce the context of the example: From a simplistic point of view, I only have two moods: " hungry " and " thirsty ". Thankfully, my parents taught me how to eat and how to drink, so that I can fulfill the needs I mentioned earlier. Of course that eating when I am hungry makes me happy, just as drinking when I am thirsty makes me happy! Not only that, but eating when I am hungry usually satisfies me, much like drinking when I am thirsty usually satisfies me. ...