Knowledge Background

Solid mathematical background

  • Probability and Statistics
    • random variables
    • Bayes’ theorem
    • chain rule of probability
    • expected values
    • standard deviations
    • importance sampling
  • Multivariate Calculus
    • gradients
    • Taylor series expansions

Deep Learning

Deep Learning Library

The main concepts in RL

  • States
  • Actions
  • Trajectories
  • Policy
  • Reward
  • Value Function
  • Action-Value Function

Learn by Doing

  • Write your own implementations
  • Implement the simplest algorithms first
  • Focus on understanding
  • Look for in papers
  • Don’t overfit to paper details
  • Iterate fast in simple environments (eg. CartPole-v0)
  • Measure everything (mean/std/min/max for cumulative rewards, episode lengths, value function estimates, loss for objectives)
  • Scale experiments when the algorithm work

Developing a Research Project

Doing Rigorous Research in RL

  • Set up fair comparisons (all else equal)
  • Remove stochasticity as a confounder
  • Run high-integrity experiments
  • Check each claim separately

References