Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

chapter 9, case study 3, fuction nn_pred_to_weights is not reasonable #13

Open
John87654 opened this issue Sep 26, 2023 · 0 comments
Open

Comments

@John87654
Copy link

In DQN, the Q-network is an approximation of optimal action value fuction, so that the action with max value is the action agent should choose. If the input to Q-network is only the state, the output should be value of each action, so the output dim should be same as action dim. The implicit policy is the argmax of action value. However, in this code, the action is a complex mapping from all action value to asset weight (in fuction nn_pred_to_weights), which I think is not reasonable.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant