Chapter 18. Reinforcement Learning

Reinforcement learning (RL) is one of the most exciting fields of machine learning today, and also one of the oldest. It has been around since the 1950s, producing many interesting applications over the years,⁠1 particularly in games (e.g., TD-Gammon, a Backgammon-playing program) and in machine control, but seldom making the headline news. However, a revolution took place in 2013, when researchers from a British startup called DeepMind demonstrated a system that could learn to play just about any Atari game from scratch,⁠2 eventually outperforming humans3 in most of them, using only raw pixels as inputs and without any prior knowledge of the rules of the games.⁠4 This was the first of a series of amazing feats, culminating with the victory of their system AlphaGo against Lee Sedol, a legendary professional player of the game of Go, in March 2016 and against Ke Jie, the world champion, in May 2017. No program had ever come close to beating a master of this game, let alone the world champion. Today the whole field of RL is boiling with new ideas, with a wide range of applications.

So how did DeepMind (bought by Google for over $500 million in 2014) achieve all this? With hindsight it seems rather simple: they applied the power of deep learning to the field of reinforcement learning, and it worked beyond their wildest dreams. In this chapter I will first explain what reinforcement learning is and what it’s good at, then present two of the most ...

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