I am new to reinforcement learning and I would like know how to generate a learning curve plot such as that shown below (taken from this blog post), that illustrates the reward (return) and its variance (shaded region). I would like to use Matplotlib or any other Python plotting framework.
To estimate the variance, you probably need to run your algorithm multiple times and keep track of the return for each of these runs. From these multiple returns, you can estimate the variance.
Once you have the standard deviation (or variance) of the return, you can plot something like your plots using matplotlib's