WEBVTT

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-: Hello and welcome back to the course

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on Artificial Intelligence.

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And today we're talking about Markov decision processes

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or MDPs.

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Let's have a look what we've got today.

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So last time, we stopped on the concept of a map.

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So because we've calculated the values

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based on the Bellman equation,

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we can derive this map for our agent on this maze,

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and basically what that means is wherever the agent starts,

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so let's say it starts over there,

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it knows exactly which steps to take

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in order to get to the finish line.

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So it just goes up, up, right, right, and done.

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And so the question here is, is that it?

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Is it really that simple?

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Is reinforcement learning really that, you know,

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for the lack of a better word, boring?

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It's...

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Once you have the map, that's it.

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All you have to do is, you're done, you just follow the map.

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Well, the reality is that it's not actually that all simple.

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And that's a good thing,

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because it makes this course more interesting for us

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and we can actually solve much more complex problems.

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So this is where a Markov process is coming.

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But first we're going to talk about two things,

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we're gonna talk about deterministic search

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versus non-deterministic search.

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So let's talk about the concept of deterministic search.

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This is our agent in the maze,

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and deterministic search means

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that if the agent decides to go up,

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then what will happen is,

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with a hundred percent probability, it will go up.

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That's exactly what will happen. There's no other options.

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Once it says go up or clicks the up arrow, it'll go up.

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There's no other options.

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Now, on the other hand, non-deterministic search

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is when our agent says it wants to go up,

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they are actually couple of options.

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For example, there could be three options,

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and we're going to be looking at an example

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where there are three options,

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but it doesn't have to be limited to three,

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it could be four or it could be, you know,

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it depends on the problem.

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The randomness could be different

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but, in our case, there could be three options.

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With an 80% chance he does go up.

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But then with a 10% chance when he wants to go up,

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he'll actually go to the left,

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just because, because that's how the environment works,

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that's the world that he lives in.

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And with another 10% chance, he'll actually go right,

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and, in this case, he'll fall into the fire pit.

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So that is how it all works.

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That's an example of a non-deterministic search

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a stochastic process.

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And what the point of this is to make a more realistic model

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of what could actually happen in a real world,

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in a real-world type of problem,

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because very rarely do you get situations like this

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when you do something and it happens exactly that way.

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And even if you think about it in terms of games,

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let's say, you've got an agent playing Pac-Man,

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well, not always is it the case

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that if he's standing in this square, he goes up,

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he will get the same exact result every time.

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He will indeed go up,

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but it may be, in one case, he won't get eaten by a ghost,

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in another case, he will get eaten by a ghost.

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So as you can see, there's some randomness to it

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because it depends on how the ghosts are moving

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and they don't always move the same way,

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they don't always start in the same locations.

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So it is very logical, it's very...

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It is fair that there is some randomness.

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There's something that is not under the control

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of the agent.

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And this is just a way for us to represent that

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in order for us to learn how we can deal with it

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and how that affects the Bellman equation,

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how it affects the whole reinforcement learning process.

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But at the same time, the randomness is, of course,

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not limited to if you go up,

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there's a 10% chance you'll go right,

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or 10% chance you go left,

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or if you go down,

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there's a 10% chance you go right or left,

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or if you go right, there's a 10% chance you go up or down.

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It's not limited to where you're going to end up.

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Sometimes you might have a problem

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that is exactly like...

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Sometimes the probabilities might be different.

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Sometimes the randomness might boil down to something else.

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It might be boiled down, like in that example of Pac-Man

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of the ghosts eating you or not eating you,

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or it might boil down to something different,

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for instance, like there's...

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if the agent is playing Doom

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and then there's something like a monster

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which is going to shoot him in one case,

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and another came, there's a probability

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with which it will get shot

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and with which it won't get shot, and so on.

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So something that is out of the control of the agent,

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something that it cannot predict,

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that's what we are modeling here

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in non-deterministic search.

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And this is where we have directly approached

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two new concepts, Markov processes, a Markov process,

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and a Markov decision process.

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So let's have a look at these.

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And you know how much I don't like to put definitions

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and lots of texts on the slides,

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but in this case, it is necessary for us to go through them.

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So let's have a look.

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A stochastic process has the Markov property

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if the conditional probability distribution

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of future states of the process,

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conditional on both past and present states,

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depends only upon the present state,

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not on the sequence of events that preceded it.

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A process with this property is called a Markov process.

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Very complex definition and it kind of like... (stutters)

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A little bit, not contradicts itself,

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but feels like it contradicts itself.

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So here it says, "Conditional both on the past

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and the present states.

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Depends only upon, but at the same time,

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it only depends upon the present state."

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So don't get too bogged down in that.

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I'll break it down in simple terms.

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So a Markov property is when your future states,

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so not just your choice, but the whole thing,

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your choice and the environment,

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it will only, like, the results of the action

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you take in that environment

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will only depend on where you are now,

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it will not depend on how you got there.

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And that's it. So that's a Markov property.

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And a process which has this property

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is called a Markov process.

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So in, to put it into an example,

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so if your agent is here

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and if he goes, if he decides to go up,

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he might go, in our case,

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in our non-deterministic search example,

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he actually might go left and right, or the right,

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that's because we have that stochasticity

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inside our environment,

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we have that randomness inside our environment.

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So any one of these three might happen,

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but the key here is that this is a Markov process

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because we don't care how he got here.

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He could have come from the top, ended up here,

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he could have come from the left, ended up here,

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he could have come from the bottom, ended up here,

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he could have like play,

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moved around here like 100 thousand times

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and then got here.

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It does not matter what happened before.

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Only what matters is which state is he in now.

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And so the probabilities of going left or right, or up,

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they will always be the same if he's in this state now.

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And so that's basically just saying

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doesn't matter what happened before,

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we are here now this is the state you're in.

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And don't forget that state doesn't just mean

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where he's standing.

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The state is the state of the whole of the agent

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in the environment.

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So is there like monsters on the right

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or are there monsters on the left,

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or, you know, is the ghost coming from the top

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or from the bottom?

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Whatever state you're in now,

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doesn't matter how you got there,

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doesn't matter how it all came to be

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that you are there in that state now.

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What will happen in the future

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is only determined by the state you're in now,

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plus the actions you will take,

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then plus, of course, the randomness that is overlaid

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on top of that.

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So that's a Markov process.

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And a Markov decision process or a MDP,

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or Markov decision processes,

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provide a mathematical framework

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for modeling decision making

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in situations where outcomes are partly random

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and partly under control of a decision maker.

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So, important to understand, that Markov decision processes

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are different hold concept to a Markov process.

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They're kind of like a mathematical framework, so...

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But at the same time I thought it was important for us

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to understand what a Markov process is

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because I think it still helps in understanding

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of a Markov decision process.

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So a Markov decision process

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is exactly what we've been discussing up 'til now.

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So that the agent lives in this environment

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where it has control,

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like remember previously,

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it had full control of the of what's going on,

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but now it has a little bit less control.

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It can decide to go up, but it actually knows,

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"Okay, so if I go up, there's an 8% chance, I'll go up,

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there's a 10% chance on the left,

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10% chance I'll go right."

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So not everything is fully under its control.

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There is some randomness in this environment

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and that's exactly what a Markov decision process is.

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A Markov decision process is the framework

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that the agent will use in order to understand

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what to do in this environment.

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So we've got an environment with some stochasticity,

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some randomness, and now the agent has to choose,

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for instance, should go up, down, left, or right.

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It has to make that decision. It doesn't know what to do.

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And in order to make that decision,

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it's going to apply a framework,

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it's going to be using a Markov decision process

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in order to make that decision,

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what's going to happen, where it's going to go.

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And so basically this environment that poses this problem,

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it is referred to the Markov decision process.

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So it's the framework that agent using,

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at the same time the environment is referred

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to that the agent is operating

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in a Markov decision process environment.

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And so basically, here we've got two concepts.

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We've got the Markov process,

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is the way this environment is designed

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that the part of the...

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What happens from where you are now

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doesn't depend on the past. And then at the same time,

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we've got the Markov decision process,

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is the framework that the agent is going to be using

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in order to solve this environment.

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And the good news is that the Markov decision process

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or that framework that we're talking about

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is actually just an add-on to our Bellman equation,

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is the Bellman equation but just a bit more sophisticated.

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So let's have a look at that.

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This is our Bellman equation so far.

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It's the maximum of all possible actions.

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So the value of being in a state

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is the maximum of all possible actions

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that you can take from that state.

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The maximum was taken from the reward that you would get

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by taking that action in that state,

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plus a discount factor times the value of the next state,

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which is S prime.

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So that's what we've had so far.

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Now because we have some randomness in our whole process,

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this part will change

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because we don't actually know which state we'll end up in,

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we don't know what S prime will be.

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Will it be, if we're going up,

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will it be up or will be left, or will be right?

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So we actually have to place this

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with the expected value of the next state.

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So here, we're going to replace this,

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so there's three possible states we can end up in.

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And so we're going to replace that with some value.

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That state has a value of S one prime,

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that state has a V of S prime two, S two prime,

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and this state has a value of V of S three prime.

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So now we're going to multiply the state

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that we actually are intending to go into by 80%,

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because that's our probability of getting into that state,

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plus the probability of getting into this state,

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10% plus probability of getting in this state.

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So this is just our expected value.

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So if, from statistics, we take the expected value

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of the state that we'll get into,

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so we're kind of like the average,

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what's the average of what we'll get.

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And then we replace that over here

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then we get this equation.

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Now it jumps very quickly

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just because this equation is bigger,

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but if you look at it carefully,

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you'll see it's exactly the same thing.

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So you've got max here, you've got max here,

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then you've got R of SNA, you've got R of SNA.

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Here, you've got gamma, you've got gamma.

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And then finally, here you've got V,

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so you knew exactly it was a deterministic search,

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you knew which state you'll get into,

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now you don't know which state you'll get into,

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since instead of taking V,

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you're taking the expected value

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of the state you'll get into,

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or of the future state, or, just in simpler terms,

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you're just taking the average of what you'll get into.

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So, you know, if like it was a in a 33% chance,

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and it'll be, like, this, plus this, plus this,

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divided by three basically.

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But in this case, it's not exactly, like, average, average.

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It's a weighted average

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because of your probabilities here.

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So here you've got the probability

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of, when you're in this state, you take this action,

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of getting into state S prime

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times the value of S prime and summed across all S primes

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that you could possibly get into over here.

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So exactly what we had, three,

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here, one, two, three,

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add them up, multiply by probabilities,

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and add them up, same here.

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One, two, three, multiply them by probabilities,

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and add them up.

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And that is your new Bellman equation.

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Congratulations.

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This is what we are going to be working with, going forward.

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And that is the framework that is used

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in Markov decision processes.

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So that is the framework that solves this...

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that agents use to solve this whole, stochastic,

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non-deterministic search problem

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where there's random events that are happening

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that they cannot control.

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So it's much more complex,

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but, as you can see, because we built up slowly to it,

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now we already know about this,

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we already know about this, we already know about this,

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we know about this, we know about this.

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So all we did is we just introduced

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this part over here

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because there are probabilities involved in the action

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or the consequences of your action.

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And on deterministic,

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they are based on certain probabilities.

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And so, there we go.

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That's how a Markov decision process works

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and the underlying equation behind it.

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Once again, it is something

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that is more closely resembles real-world problems

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real world scenarios, or even game scenarios,

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because not everything is straightforward.

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There is some randomness involved

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and not always will take in an action in a certain state,

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not always will it lead to the same outcome.

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And so this is what

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we're going to be dealing with going forward,

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and that's gonna make things way more interesting.

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So hopefully, you're excited for that

13:26.730 --> 13:29.670
and excited to see what's going to come next.

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And in the meantime, I found a really cool paper for you

13:33.600 --> 13:35.250
to have a look at.

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This time, it's a very applied paper.

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So this one's actually really interesting to read through.

13:40.140 --> 13:41.790
It's called "A Survey of Applications

13:41.790 --> 13:44.448
of Markov Decision Processes,"

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and it was written by White in 1993.

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There's link and it'll show you examples

13:51.240 --> 13:53.580
of where Markov decision processes

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actually are used to model real-life scenarios.

13:57.006 --> 13:59.580
I was very excited by this,

13:59.580 --> 14:01.050
I was impressed by some examples.

14:01.050 --> 14:03.750
So population harvesting, for instance.

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So, let's say, you have some fish

14:05.940 --> 14:08.070
and you know what the population of the fish is,

14:08.070 --> 14:09.600
you need to decide how many fish

14:09.600 --> 14:13.290
can we fish out this year and what?

14:13.290 --> 14:14.340
So that's your current state,

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that's the action that you're taking.

14:15.630 --> 14:17.160
How many can we fish out at this year

14:17.160 --> 14:20.550
so what are the possible outcomes of that?

14:20.550 --> 14:22.140
How many fish will we have next year?

14:22.140 --> 14:23.790
How many fish will we have the year after

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and the year after, and so on?

14:25.110 --> 14:26.520
And it's not deterministic

14:26.520 --> 14:28.260
because it's not like if you take out,

14:28.260 --> 14:30.240
I don't know, 90% of the population,

14:30.240 --> 14:32.880
then next year, you will have, you know, back to a 100%.

14:32.880 --> 14:34.650
It's not exactly deterministic.

14:34.650 --> 14:36.270
They are certain random factors involved

14:36.270 --> 14:37.740
which are out of our control,

14:37.740 --> 14:39.693
and therefore we have to understand

14:39.693 --> 14:41.340
what's going to happen,

14:41.340 --> 14:42.660
we have to model what's going to happen.

14:42.660 --> 14:44.910
That's where a Markov decision process is used.

14:44.910 --> 14:46.710
Agriculture, there's an example,

14:46.710 --> 14:48.270
like, same thing, harvesting crops.

14:48.270 --> 14:49.440
How much crops do we harvest?

14:49.440 --> 14:51.450
How much do we not harvest?

14:51.450 --> 14:54.720
Another one, which I looked at, finance and investment,

14:54.720 --> 14:57.780
like an insurance company needs to decide

14:57.780 --> 14:59.520
how much of its funds it'll invest

14:59.520 --> 15:03.120
in any given, I think, day or year or some period of time.

15:03.120 --> 15:06.480
And there are certain factors are out of its control,

15:06.480 --> 15:08.070
For instance, you know, the market movements,

15:08.070 --> 15:09.300
it doesn't know what can happen,

15:09.300 --> 15:11.970
so it needs to actually model that somehow,

15:11.970 --> 15:14.340
and a Markov decision process is used for that.

15:14.340 --> 15:16.890
So here, you can see lots and lots of examples,

15:16.890 --> 15:19.470
and this is the number of examples given, I think,

15:19.470 --> 15:20.610
for each one.

15:20.610 --> 15:22.440
And so, yeah, even sports.

15:22.440 --> 15:24.660
Two examples for sports and epidemics,

15:24.660 --> 15:28.050
and modern insurance claims, inspections,

15:28.050 --> 15:30.090
and maintenance and repair, and so, and so.

15:30.090 --> 15:31.020
Very interesting.

15:31.020 --> 15:32.820
Have a look at that, just to give you

15:32.820 --> 15:36.000
an understanding of, "Hey,

15:36.000 --> 15:39.690
this is not just all made up stuff, hypothetical,

15:39.690 --> 15:41.100
the Matrix-type of thing.

15:41.100 --> 15:42.600
This is actually a real-world scenario."

15:42.600 --> 15:44.760
So it'll give you a better understanding

15:44.760 --> 15:46.080
and this is what we talked about

15:46.080 --> 15:48.600
in the promotional video for this course that,

15:48.600 --> 15:49.590
or the description of the course,

15:49.590 --> 15:52.800
that we're going to inspire you and your intuition

15:52.800 --> 15:55.890
to give you ideas for how to use AI in real life.

15:55.890 --> 15:57.720
This is your opportunity.

15:57.720 --> 15:59.767
Look at this paper to understand,

15:59.767 --> 16:00.870
"Okay, so we're gonna be dealing

16:00.870 --> 16:02.880
with Markov decision processes going forward.

16:02.880 --> 16:05.280
That's really cool. What do they look like in real life?"

16:05.280 --> 16:07.470
And this possibly could trigger some ideas for you

16:07.470 --> 16:09.690
how you could apply AI in the future

16:09.690 --> 16:11.730
to make the world a better place.

16:11.730 --> 16:13.740
And we'd be super happy about that.

16:13.740 --> 16:16.260
We'd be super happy if you could use

16:16.260 --> 16:17.130
what you learn in this course

16:17.130 --> 16:18.750
to make the world a better place with AI.

16:18.750 --> 16:20.370
How fantastic would that be?

16:20.370 --> 16:23.160
So, on that note, I hope you enjoyed today's tutorial.

16:23.160 --> 16:24.600
I look forward to seeing you next time.

16:24.600 --> 16:26.553
And until then, enjoy AI.
