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.


This is very interesting! Thanks for sharing!