Reinforcement Learning

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Classical Reinforcement Learning

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Markov Decision Process

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• Introduction
• What is Reinforcement Learning?
• Agent-Environment Interaction
• State Vectors
• Objective of RL Agent
• Actions & Policy
• Exploration vs Exploitation
• Markov State
• Markov Decision Process (MDP)
• Value Function
• Optimal Policy
• Model of the Environment
• RL vs Supervised Learning
• Inventory Management (MDP)

Fundamental Equations in RL

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• Introduction
• RL Equations – State Value Function
• RL Equations – Action Value Function
• Understanding the RL Equations
• Bellman Equations of Optimality
• Policy Improvement
• Introduction

Model-Based Method – Dynamic Programming

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• Dynamic Programming
• Policy Iteration – Algorithm
• Policy Evaluation – Prediction
• Policy Improvement – Control
• Policy Iteration – GridWorld
• Value Iteration
• Generalised Policy Iteration (GPI)
• Ad Placement Optimization (Demo)

Model-Free Methods

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• Introduction
• Intuition behind Monte-Carlo Methods
• Monte-Carlo Prediction & Demo
• Monte-Carlo Control
• Off Policy
• Temporal Difference
• Q-Learning with Pseudocode
• Cliff Walking Demo
• Ad Placement Optimization Demo -Q Learning
• OpenAI Gym -Taxi v2

Inventory Management Demo

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• Introduction
• Problem Statement
• MDP code
• Q-Learning code
• Results

Assignment -Classical Reinforcement Learning

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Assignment – Tic-Tac-Toe

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Deep Reinforcement Learning

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Introduction

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Want to build your own Atari Game? Learn the Q-function or policy using the various Deep Reinforcement Learning algorithms: Deep Q Learning, Policy Gradient Methods, Actor-Critic method.

Architectures of Deep Q Learning

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• Architectures of Deep Q Network
• DQN Architecture II – Visualisation
• DQN Demo – Cartpole Environment
• Double DQN – A DQN Variation

Deep Q Learning

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• Introduction
• Why Deep Reinforcement Learning?
• Parameterised Representation
• Generalizability in Deep RL
• Deep Q Learning
• Training in Deep Reinforcement Learning
• Replay Buffer
• Generate Data for Training
• Target in DQN
• When to stop training?
• Atari Game
• Introduction

Policy Gradient Methods

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• Introduction to Policy Gradient Methods
• The Intuition of Policy-Based Methods
• Comparing DQN and Policy-Based Methods
• Path Probability
• Objective Function
• Gradient of the Objective Function
• The Update Rule
• Step-by-Step Update

Actor-Critic Methods

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• Introduction
• The Need for Actor-Critic Methods
• Addressing the Problem of Variance
• Justification for Adding the Baseline
• Reducing Variance Using the Baseline
• Appropriate Choice of the Baseline
• Policy Gradient (REINFORCE)
• Actor-Critic Methods: Training
• Training Process: Summary
• Illustration: Defining the State Space

Reinforcement Learning Project

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Problem Statement

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Improve the recommendation of the rides to the cab drivers by creating an RL-based algorithm using vanilla Deep Q-Learning (DQN) to maximize the driver’s profits and in turn help in retention of the driver on the cab aggregator service.