Using a baseline to reduce variance

In addition to our initial effort to use an actor-critic method to reduce variance, we can also reduce variance by subtracting a baseline function  from the policy gradient. This will reduce the variance without affecting the expectation value as shown in the following:

There are many options to choose a baseline function but state value function is regarded to be a good baseline function. Therefore:

Thus, ...

Get Reinforcement Learning with TensorFlow now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.