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Monte Carlo Methods

Explore Monte Carlo methods for reinforcement learning through hands-on demos in Blackjack and CartPole. This course teaches you to implement MC prediction, control, and REINFORCE with minimal math.

Anthony Alampi - Pluralsight course - Monte Carlo Methods
Anthony Alampi
What you'll learn

Monte Carlo methods can feel abstract, leaving practitioners unsure how to turn episodic returns into effective value estimates, policies, and trainable networks. In this course, Monte Carlo Methods, you’ll learn to build and evaluate Monte Carlo-based reinforcement learning agents end to end. First, you’ll explore Monte Carlo prediction with episodic sampling and the differences between first-visit and every-visit estimation. Next, you’ll discover Monte Carlo control using ε-greedy policies to derive optimal behavior from experience. Finally, you’ll learn how to implement the REINFORCE policy-gradient algorithm in PyTorch and assess its performance on CartPole. When you’re finished with this course, you’ll have the skills and knowledge of Monte Carlo methods in reinforcement learning needed to design, implement, and evaluate prediction, control, and policy-gradient agents.

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About the author
Anthony Alampi - Pluralsight course - Monte Carlo Methods
Anthony Alampi

I'm Anthony Alampi, an interactive designer and developer living in Austin, Texas. I'm a former professional video game developer and current web design company owner.

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