Drawing From a Random Distribution in SQL

From a probability density function to random samples

There are different methods for updating a reinforcement learning agent’s policy at each iteration. A few weeks ago we started experimenting with replacing our current method with a Bayesian inference step. Some of the data workloads within our agent are written in SQL that is executed on GCP’s BigQuery engine. We use this stack because it provides scalable computational capabilities, ML packages and a straightforward SQL …

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