- The
- first
- comprehensive
- guide
- to
- distributional
- reinforcement
- learning,
- providing
- a
- new
- mathematical
- formalism
- for
- thinking
- about
- decisions
- from
- a
- probabilistic
- perspective.Distributional
- reinforcement
- learning
- is
- a
- new
- mathematical
- formalism
- for
- thinking
- about
- decisions.
- Going
- beyond
- the
- common
- approach
- to
- reinforcement
- learning
- and
- expected
- values,
- it
- focuses
- on
- the
- total
- reward
- or
- return
- obtained
- as
- a
- consequence
- of
- an
- agent's
- choices—specifically,
- how
- this
- return
- behaves
- from
- a
- probabilistic
- perspective.
- In
- this
- first
- comprehensive
- guide
- to
- distributional
- reinforcement
- learning,
- Marc
- G.
- Bellemare,
- Will
- Dabney,
- and
- Mark
- Rowland,
- who
- spearheaded
- development
- of
- the
- field,
- present
- its
- key
- concepts
- and
- review
- some
- of
- its
- many
- applications.
- They
- demonstrate
- its
- power
- to
- account
- for
- many
- complex,
- interesting
- phenomena
- that
- arise
- from
- interactions
- with
- one's
- environment.The
- authors
- present
- core
- ideas
- from
- classical
- reinforcement
- learning
- to
- contextualize
- distributional
- topics
- and
- include
- mathematical
- proofs
- pertaining
- to
- major
- results
- discussed
- in
- the
- text.
- They
- guide
- the
- reader
- through
- a
- series
- of
- algorithmic
- and
- mathematical
- developments
- that,
- in
- turn,
- characterize,
- compute,
- estimate,
- and
- make
- decisions
- on
- the
- basis
- of
- the
- random
- return.
- Practitioners
- in
- disciplines
- as
- diverse
- as
- finance
- (risk
- management),
- computational
- neuroscience,
- computational
- psychiatry,
- psychology,
- macroeconomics,
- and
- robotics
- are
- already
- using
- distributional
- reinforcement
- learning,
- paving
- the
- way
- for
- its
- expanding
- applications
- in
- mathematical
- finance,
- engineering,
- and
- the
- life
- sciences.
- More
- than
- a
- mathematical
- approach,
- distributional
- reinforcement
- learning
- represents
- a
- new
- perspective
- on
- how
- intelligent
- agents
- make
- predictions
- and decisions.
