Deep Reinforcement Learning

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 #

FileTopicFoundation stage
010-intro-to-reinforcement-learning.mdReinforcement Learning foundationsIntroduction
020-multi-armed-bandit-problem.mdMulti-Armed BanditsAction selection
030-markov-decision-process-framework.mdMDP framework and formulationSequential modelling
040-rewards-returns-policies-and-value-functions.mdReturns, value functions and Bellman equationsPolicy 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 #

#TopicMain FocusReference
1Introducing Reinforcement LearningRL concepts, examples, policy, reward, value, environment model, Tic-Tac-Toe, historical backgroundT1 Ch. 1
2Multi-Armed Bandit ProblemBandits, incremental updates, stationary and non-stationary problems, exploration versus exploitation, gradient bandits, associative searchT1 Ch. 2
3Markov Decision ProcessesAgent-environment interaction, goals, rewards, returns, policies, value functions, Bellman equations, optimalityT1 Ch. 3
4Dynamic ProgrammingPolicy Iteration, Value Iteration, Generalised Policy Iteration, efficiencyT1 Ch. 4
5Monte Carlo Methods IOn-policy Monte Carlo, first-visit and every-visit prediction, control, exploring starts, epsilon-soft policiesT1 Ch. 5
6Monte Carlo Methods IIOff-policy Monte Carlo, ordinary and weighted importance sampling, prediction and control, link between MC and TDT1 Ch. 5
7Temporal-Difference Learning ITD learning, TD(0), SARSA, Q-Learning, Expected SARSAT1 Ch. 6–7
8Temporal-Difference Learning II and DRL Taxonomyn-step returns, TD(lambda), model-based/model-free, value-based/policy-based, on-policy/off-policyT1 Ch. 6–7, Notes
9Value-Based DRL: Function ApproximationFunction approximation, tile coding, linear methods, Semi-Gradient TD, off-policy divergence, TD-GammonT1 Ch. 9, 16
10Deep Q-LearningDQN architecture, target networks, replay buffer, instability and fixesT2 Ch. 4, DQN paper
11Extensions of DQNDouble DQN, Dueling Networks, Prioritised Replay, RainbowT2 Ch. 5
12Policy Gradient FoundationsPolicy Gradient Theorem, REINFORCE, baseline, Actor-Critic, continuing problemsT2 Ch. 13
13Advanced Policy OptimisationA2C, A3C, PPO, entropy regularisationT2 Ch. 6–7, Notes
14Continuous ControlDeterministic Policy Gradient, DDPG, TD3, Soft Actor-CriticNotes
15Model-Based Deep RLModel-based learning, AlphaGo Zero, MuZero, PlaNet, DreamerResearch papers
16Imitation LearningBehaviour Cloning, DAGGER, GAIL, introduction to Multi-Agent RL and Safe RLDeepMimic, BAIL, ACM-SUR-IL

How the Classical Methods Fit Together #

MethodEnvironment Model Required?Complete Episode Required?Bootstraps?
Dynamic ProgrammingYesNoYes
Monte CarloNoYesNo
Temporal-DifferenceNoNoYes

Experiments #

#ExperimentRelated Topic
1Implement the Bandit Gradient Algorithm2
2Implement Dynamic Programming3–4
3Implement Q-Learning7
4Implement DQN and DDQN10–11
5Implement Policy Gradient algorithms using REINFORCE and Actor-Critic methods12–13
6Implement Imitation Learning algorithms16

Practical Tools #

  • Programming language: Python
  • Libraries: OpenAI Gym, PyTorch, TensorFlow, Keras, NumPy
  • Environment: Google Colab

Book References #

Primary Textbook #

  1. Richard S. Sutton and Andrew G. Barto, Reinforcement Learning: An Introduction, Second Edition, MIT Press.

Reference Textbook #

  1. 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.

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