Answers.Body: <p>The way you have described tends to be the common approach. There are of course other ways that you could do this e.g. using an exponential decay, or to only decay after a 'successful' episode, albeit in the latter case I imagine you would want to start with a smaller <span class="math-container">$\epsilon$</span> value and then decay by a larger amount. </p>
  
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Answers.CreationDate: 2020-05-28T11:31:25.427Z
Answers.LastActivityDate: 2020-05-28T11:31:25.427Z
Answers.UserDisplayName: David
Body: <p>How should I decay the <span class="math-container">$\epsilon$</span> in Q-learning? </p>
  
  <p>Currently, I am decaying epsilon as follows. I initialize <span class="math-container">$\epsilon$</span> to be 1, then, after every episode, I multiply it by some <span class="math-container">$C$</span> (let it be <span class="math-container">$0.999$</span>), when it reaches <span class="math-container">$0.01$</span>. After that, I keep <span class="math-container">$\epsilon$</span> to be <span class="math-container">$0.01$</span> all the time. I think this has a terrible consequence. </p>
  
  <p>So, I need a <span class="math-container">$\epsilon$</span> decay algorithm. I haven't found script or formula about it, so can you tell me?</p>
  
Tags: <reinforcement-learning><q-learning><deep-rl>
Title: How should I decay $\epsilon$ in Q-learning?
UserDisplayName: dato nefaridze
ThreadText: # How should I decay $\epsilon$ in Q-learning?
  
  (Asked by: username_0 on 2020-05-28)
  
  How should I decay the $\epsilon$ in Q-learning?
  
  Currently, I am decaying epsilon as follows. I initialize $\epsilon$ to be 1, then, after every episode, I multiply it by some $C$ (let it be $0.999$), when it reaches $0.01$. After that, I keep $\epsilon$ to be $0.01$ all the time. I think this has a terrible consequence.
  
  So, I need a $\epsilon$ decay algorithm. I haven't found script or formula about it, so can you tell me?
  
  **Tags:** reinforcement-learning, q-learning, deep-rl
  
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  ## 1 answers
  
  ### Answer by username_1 on 2020-05-28. Score: 4 | Accepted answer
  
  The way you have described tends to be the common approach. There are of course other ways that you could do this e.g. using an exponential decay, or to only decay after a 'successful' episode, albeit in the latter case I imagine you would want to start with a smaller $\epsilon$ value and then decay by a larger amount.
  
  
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