Introduction to Bayesian Q-Learning

Here is a recording of a live stream I presented last week on the topic of Bayesian Q-Learning, with a code example using PyMC3.

This might be of interest also because of the following:

  • I show an example of estimating a model using a sparse tensor: I have a multidimensional random variable, but each data point in my observed tensor corresponds to updating only one instance of my random variables.

  • I show an example of incremental (online) model estimation, where at each new iteration, the posteriors from the previous iteration become the priors on the new iteration.

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This is very interesting! Thanks for sharing!