The chest X-ray is often utilized for diagnosing common thoracic diseases. In recent years, many approaches have been proposed to handle the problem of automatic diagnosis based on chest X-rays. However, the scarcity of labeled data for related diseases still poses a huge challenge to an accurate diagnosis. In this paper, we focus on the thorax disease diagnostic problem and propose a novel deep reinforcement learning framework, which introduces prior knowledge to direct the learning of diagnostic agents and the model parameters can also be continuously updated as the data increases, like a person's learning process. Especially, 1) prior knowledge can be learned from the pre-trained model based on old data or other domains' similar data, which can effectively reduce the dependence on target domain data, and 2) the framework of reinforcement learning can make the diagnostic agent as exploratory as a human being and improve the accuracy of diagnosis through continuous exploration. The method can also effectively solve the model learning problem in the case of few-shot data and improve the generalization ability of the model. Finally, our approach's performance was demonstrated using the well-known NIH ChestX-ray 14 and CheXpert datasets, and we achieved competitive results. The source code can be found here: \url{https://github.com/NeaseZ/MARL}.

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