Deep Reinforcement Learning #
Deep Reinforcement Learning (DRL) studies how an agent can learn to make a sequence of decisions by interacting with an environment and receiving feedback in the form of rewards.
Reinforcement learning provides the decision-making framework. Deep learning later provides powerful function approximators for problems where states, actions, or observations are too large to represent in tables.
Deep Reinforcement Learning = Reinforcement Learning + Deep Neural Networks
Establish the classical reinforcement learning foundations needed before introducing deep value-based and policy-based methods.
flowchart TD A["RL"] --> B["Multi-Armed Bandits"] B --> C["Markov Decision Processes"] C --> D["Dynamic Programming"] D --> E["Monte Carlo Methods I"] E --> F["Monte Carlo Methods II"] F --> G["Temporal-Difference Learning I"] G --> H["TD Learning II and DRL Taxonomy"] style A fill:#90CAF9,stroke:#1E88E5,color:#000 style B fill:#90CAF9,stroke:#1E88E5,color:#000 style C fill:#90CAF9,stroke:#1E88E5,color:#000 style D fill:#CE93D8,stroke:#8E24AA,color:#000 style E fill:#CE93D8,stroke:#8E24AA,color:#000 style F fill:#CE93D8,stroke:#8E24AA,color:#000 style G fill:#C8E6C9,stroke:#2E7D32,color:#000 style H fill:#C8E6C9,stroke:#2E7D32,color:#000
Move from the simplest decision problem - choosing one action repeatedly - towards full sequential decision-making with states, returns, policies, value functions, and learning from experience.
Conceptual View #
A reinforcement learning system repeatedly follows this cycle:
flowchart LR
S[State] --> A[Agent chooses an action]
A --> E[Environment responds]
E --> R[Reward and next state]
R --> S
style S fill:#E1F5FE
style A fill:#C8E6C9
style E fill:#FFF9C4
style R fill:#EDE7F6The agent’s goal is not merely to obtain the largest immediate reward. It must learn behaviour that produces a strong cumulative reward over time.
Learning Outcomes #
- explain the agent-environment interaction used in reinforcement learning;
- distinguish rewards, returns, policies, value functions, and environment models;
- formulate finite sequential decision problems as Markov Decision Processes;
- compare Dynamic Programming, Monte Carlo, and Temporal-Difference learning;
- distinguish on-policy from off-policy learning;
- distinguish model-based from model-free approaches;
- implement classical tabular reinforcement learning algorithms;
- build the conceptual foundation required for Deep Q-Networks and policy-gradient methods.
Sections #
| Topic | Main focus | |
|---|---|---|
| 1 | Introducing Reinforcement Learning | Agent, environment, state, action, reward, policy, value, model, Tic-Tac-Toe |
| 2 | Multi-Armed Bandit Problem | Action values, exploration versus exploitation, incremental updates, gradient bandits |
| 3 | Markov Decision Processes | Goals, rewards, returns, policies, value functions, Bellman equations |
| 4 | Dynamic Programming | Policy evaluation, policy iteration, value iteration, generalised policy iteration |
| 5 | Monte Carlo Methods I | On-policy prediction and control, first-visit and every-visit methods |
| 6 | Monte Carlo Methods II | Off-policy learning, importance sampling, prediction and control |
| 7 | Temporal-Difference Learning I | TD(0), SARSA, Q-Learning, Expected SARSA |
| 8 | Temporal-Difference Learning II and DRL Taxonomy | n-step returns, TD(lambda), model/value/policy and on/off-policy classifications |
How the Classical Methods Fit Together #
| Method | Needs an environment model? | Learns from complete episodes? | Bootstraps from estimates? |
|---|---|---|---|
| Dynamic Programming | Yes | No | Yes |
| Monte Carlo | No | Yes | No |
| Temporal-Difference | No | No | Yes |
References #
- Richard S. Sutton and Andrew G. Barto, Reinforcement Learning: An Introduction, Second Edition, MIT Press.
- Laura Graesser and Wah Loon Keng, Foundations of Deep Reinforcement Learning: Theory and Practice in Python.