Applied Reinforcement Learning with Python. With OpenAI Gym, Tensorflow and Keras

Description

Contents......Page 3 Introduction......Page 7 1 Intro to Reinforcement Learning......Page 8 History of Reinforcement Learning......Page 9 MDPs & their Relation to RL......Page 10 RL Algorithms & RL Frameworks......Page 14 Q Learning......Page 17 Applications of Reinforcement Learning......Page 19 Sonic the Hedgehog......Page 23 Conclusion......Page 24 OpenAI Gym......Page 25 Policy-based Learning......Page 26 Policy Gradients Explained Mathematically......Page 28 Gradient Ascent applied to Policy Optimization......Page 30 Using Vanilla Policy Gradients on the Cart Pole Problem......Page 31 What Are Discounted Rewards and Why Do We Use Them?......Page 35 Drawbacks to Policy Gradients......Page 42 Proximal Policy Optimization (PPO) and Actor-Critic Models......Page 43 Implementing PPO & Solving Super Mario Bros.......Page 44 Working with a More Difficult Reinforcement Learning Challenge......Page 53 Dockerizing Reinforcement Learning Experiments......Page 56 Results of the Experiment......Page 58 Conclusion......Page 59 Q Learning......Page 60 Temporal Difference (TD) Learning......Page 62 Epsilon-Greedy Algorithm......Page 64 Frozen Lake solved with Q Learning......Page 65 Deep Q Learning......Page 70 Playing Doom with Deep Q Learning......Page 71 Training & Performance......Page 78 Double Q Learning & Double Deep Q Networks......Page 79 Conclusion......Page 80 What is Market Making?......Page 82 Trading Gym......Page 86 Why RL for this Problem......Page 87 Synthesizing Order Book Data with Trading Gym......Page 89 Generating Order Book Data with Trading Gym......Page 90 Experimental Design......Page 92 RL Approach 1 Policy Gradients......Page 95 RL Approach 2 Deep Q Network......Page 96 Results & Discussion......Page 98 Conclusion......Page 99 Overview of Sonic the Hedgehog......Page 100 Downloading the Game......Page 101 Writing the Code for the Environment......Page 103 A3C Actor-Critic......Page 108 Conclusion......Page 116 Market Making Model Utilities......Page 118 Policy Gradient Utilities......Page 120 Models......Page 121 Cart Pole Example......Page 130 Super Mario Example......Page 135 Frozen Lake Example......Page 139 Doom Example......Page 144 Market Making Example......Page 151 Sonic Example......Page 163 Index......Page 169