Keras-RL provides us with a class called rl.memory.SequentialMemory that provides a fast and efficient data structure that we can store the agent's experiences in:
memory = SequentialMemory(limit=50000, window_length=1)
We need to specify a maximum size for this memory object, which is a hyperparameter. As new experiences are added to this memory and it becomes full, old experiences are forgotten.
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