424.424. REINFORCE Algorithm

In this problem, you will implement the REINFORCE algorithm. The REINFORCE algorithm is a type of policy gradient method that uses the Monte Carlo method to estimate the policy gradient.

Example:

Suppose we have a policy π and an action a. The REINFORCE algorithm estimates the policy gradient as ∇J(π) = E[R(s, a)], where R(s, a) is the reward function.

Constraints:

You must use the REINFORCE algorithm to estimate the policy gradient.