Deep Reinforcement Learning #
Deep Reinforcement Learning (DRL) studies how an agent learns to make a sequence of decisions by interacting with an environment and receiving feedback through rewards.
Reinforcement learning provides the framework for sequential decision-making. Deep learning extends this framework with powerful function approximators that can handle large or complex state and action spaces.
Deep Reinforcement Learning = Reinforcement Learning + Deep Neural Networks
The learning path begins with classical reinforcement learning foundations and progresses towards value-based deep learning, policy-gradient methods, model-based approaches, and imitation learning.
Foundation #
| File | Topic | Foundation stage |
|---|---|---|
010-intro-to-reinforcement-learning.md | Reinforcement Learning foundations | Introduction |
020-multi-armed-bandit-problem.md | Multi-Armed Bandits | Action selection |
030-markov-decision-process-framework.md | MDP framework and formulation | Sequential modelling |
040-rewards-returns-policies-and-value-functions.md | Returns, value functions and Bellman equations | Policy evaluation and optimality |
Big Picture #
flowchart TD
A["RL Foundations"] --> B["Bandits"]
B --> C["MDPs"]
C --> D["Dynamic Programming"]
D --> E["Monte Carlo"]
E --> F["Temporal-Difference Learning"]
F --> G["Function Approximation"]
G --> H["Deep Q-Learning"]
H --> I["Policy Gradients"]
I --> J["Model-Based Deep RL"]
J --> K["Imitation Learning"]
style A fill:#E1F5FE
style B fill:#C8E6C9
style C fill:#FFF9C4
style D fill:#EDE7F6
style E fill:#E1F5FE
style F fill:#C8E6C9
style G fill:#FFF9C4
style H fill:#EDE7F6
style I fill:#E1F5FE
style J fill:#C8E6C9
style K fill:#FFF9C4
Modular Structure #
1. Introduction: Introducing Reinforcement Learning #
- Introduction to Reinforcement Learning
- Examples and applications
- Elements of Reinforcement Learning
- Policy
- Reward
- Value
- Model of the environment
- Characteristics of reinforcement learning
- Reinforcement Learning for Tic-Tac-Toe
- Historical background
- Multi-Armed Bandit Problem
- Stationary and non-stationary bandits
- Exploration versus exploitation
- Bandit Gradient Algorithm
- Associative Search
2. Markov Decision Process Framework #
- Finite Markov Decision Processes
- Agent-environment interaction
- Goals
- Rewards and returns
- Policies and value functions
- Bellman equations
- Optimal policies
- Optimal value functions
3. Approaches to Solving Reinforcement Learning Problems #
- Dynamic Programming
- Policy Iteration
- Value Iteration
- Generalised Policy Iteration
- Efficiency of Dynamic Programming
- Monte Carlo Methods
- Prediction
- Control
- Incremental Monte Carlo
- Temporal-Difference Learning
- Relationship between Dynamic Programming, Monte Carlo, and Temporal-Difference methods
4. Classification of Reinforcement Learning Approaches #
- Model-Based versus Model-Free learning
- Value-Based versus Policy-Based learning
- On-Policy versus Off-Policy learning
- Deep Learning as a function approximator
5. Value-Based Deep Reinforcement Learning #
- Function approximation
- Feature construction for linear methods
- Tile Coding and Asymmetric Tile Coding
- Linear function approximation
- Semi-Gradient TD methods
- Off-policy function approximation and TD divergence
- Deep Q-Networks
- Double DQN
- Dueling Networks
- Prioritised Experience Replay
- Rainbow
6. Policy Gradient Methods #
- Policy Gradient Methods
- Policy Gradient Theorem
- REINFORCE
- REINFORCE with baseline
- Actor-Critic methods
- A2C and A3C
- Proximal Policy Optimisation
- Entropy regularisation
- Continuous control
- Deterministic Policy Gradient
- DDPG
- TD3
- Soft Actor-Critic
7. Model-Based Deep Reinforcement Learning #
- Upper-Confidence-Bound Action Selection
- Monte Carlo Tree Search
- AlphaGo Zero
- MuZero
- PlaNet
- Dreamer and latent world models
8. Imitation Learning #
- Introduction to Imitation Learning
- Supervised approaches to imitation
- Behaviour Cloning
- Inverse Reinforcement Learning
- GAIL
- Dataset augmentation
- DAGGER
- Applications in autonomous driving, game playing, and robotics
9. Multi-Agent Reinforcement Learning #
- Multi-agent environments
- Cooperative and competitive agents
- Centralised versus decentralised reinforcement learning
- Multi-Agent PPO
10. Special Topics #
- Safe Reinforcement Learning
- Constrained RL
- Safe exploration
- Adversarial training
- Corrigibility
- Distribution shift
- Human-in-the-loop learning
- Formal methods in Safe RL
- Offline / Batch Reinforcement Learning
16-Topic Learning Path #
| # | Topic | Main Focus | Reference |
|---|---|---|---|
| 1 | Introducing Reinforcement Learning | RL concepts, examples, policy, reward, value, environment model, Tic-Tac-Toe, historical background | T1 Ch. 1 |
| 2 | Multi-Armed Bandit Problem | Bandits, incremental updates, stationary and non-stationary problems, exploration versus exploitation, gradient bandits, associative search | T1 Ch. 2 |
| 3 | Markov Decision Processes | Agent-environment interaction, goals, rewards, returns, policies, value functions, Bellman equations, optimality | T1 Ch. 3 |
| 4 | Dynamic Programming | Policy Iteration, Value Iteration, Generalised Policy Iteration, efficiency | T1 Ch. 4 |
| 5 | Monte Carlo Methods I | On-policy Monte Carlo, first-visit and every-visit prediction, control, exploring starts, epsilon-soft policies | T1 Ch. 5 |
| 6 | Monte Carlo Methods II | Off-policy Monte Carlo, ordinary and weighted importance sampling, prediction and control, link between MC and TD | T1 Ch. 5 |
| 7 | Temporal-Difference Learning I | TD learning, TD(0), SARSA, Q-Learning, Expected SARSA | T1 Ch. 6–7 |
| 8 | Temporal-Difference Learning II and DRL Taxonomy | n-step returns, TD(lambda), model-based/model-free, value-based/policy-based, on-policy/off-policy | T1 Ch. 6–7, Notes |
| 9 | Value-Based DRL: Function Approximation | Function approximation, tile coding, linear methods, Semi-Gradient TD, off-policy divergence, TD-Gammon | T1 Ch. 9, 16 |
| 10 | Deep Q-Learning | DQN architecture, target networks, replay buffer, instability and fixes | T2 Ch. 4, DQN paper |
| 11 | Extensions of DQN | Double DQN, Dueling Networks, Prioritised Replay, Rainbow | T2 Ch. 5 |
| 12 | Policy Gradient Foundations | Policy Gradient Theorem, REINFORCE, baseline, Actor-Critic, continuing problems | T2 Ch. 13 |
| 13 | Advanced Policy Optimisation | A2C, A3C, PPO, entropy regularisation | T2 Ch. 6–7, Notes |
| 14 | Continuous Control | Deterministic Policy Gradient, DDPG, TD3, Soft Actor-Critic | Notes |
| 15 | Model-Based Deep RL | Model-based learning, AlphaGo Zero, MuZero, PlaNet, Dreamer | Research papers |
| 16 | Imitation Learning | Behaviour Cloning, DAGGER, GAIL, introduction to Multi-Agent RL and Safe RL | DeepMimic, BAIL, ACM-SUR-IL |
How the Classical Methods Fit Together #
| Method | Environment Model Required? | Complete Episode Required? | Bootstraps? |
|---|---|---|---|
| Dynamic Programming | Yes | No | Yes |
| Monte Carlo | No | Yes | No |
| Temporal-Difference | No | No | Yes |
Experiments #
| # | Experiment | Related Topic |
|---|---|---|
| 1 | Implement the Bandit Gradient Algorithm | 2 |
| 2 | Implement Dynamic Programming | 3–4 |
| 3 | Implement Q-Learning | 7 |
| 4 | Implement DQN and DDQN | 10–11 |
| 5 | Implement Policy Gradient algorithms using REINFORCE and Actor-Critic methods | 12–13 |
| 6 | Implement Imitation Learning algorithms | 16 |
Practical Tools #
- Programming language: Python
- Libraries: OpenAI Gym, PyTorch, TensorFlow, Keras, NumPy
- Environment: Google Colab
Book References #
Primary Textbook #
- Richard S. Sutton and Andrew G. Barto, Reinforcement Learning: An Introduction, Second Edition, MIT Press.
Reference Textbook #
- Laura Graesser and Wah Loon Keng, Foundations of Deep Reinforcement Learning: Theory and Practice in Python, Addison-Wesley Data & Analytics Series, First Edition.
Key Takeaways #
- Reinforcement learning begins with interaction, rewards, policies, and value functions.
- MDPs provide the mathematical framework for sequential decision-making.
- Dynamic Programming, Monte Carlo, and Temporal-Difference learning form the classical foundation.
- Function approximation makes reinforcement learning scalable to large problems.
- Deep Q-Learning and Policy Gradient methods provide the main paths into modern DRL.
- Model-based and imitation-learning approaches extend DRL beyond direct trial-and-error learning.