Practical_RL

A course on reinforcement learning in the wild. Taught on-campus at HSE and YSDA and maintained to be friendly to online students (both english and russian).

Manifesto:

• Optimize for the curious. For all the materials that aren’t covered in detail there are links to more information and related materials (D.Silver/Sutton/blogs/whatever). Assignments will have bonus sections if you want to dig deeper.
• Practicality first. Everything essential to solving reinforcement learning problems is worth mentioning. We won't shun away from covering tricks and heuristics. For every major idea there should be a lab that makes you to “feel” it on a practical problem.
• Git-course. Know a way to make the course better? Noticed a typo in a formula? Found a useful link? Made the code more readable? Made a version for alternative framework? You're awesome! Pull-request it!

Course info

• Lecture slides are here.
• Telegram chat room for YSDA & HSE students is here
• Grading rules for YSDA & HSE students is here
• Online student survival guide
• Installing the libraries - guide and issues thread
• Magical button that launches you into course environment:
  • - comes will all libraries pre-installed. May be down time to time.
  • If it's down, try google colab or azure notebooks. Those last longer, but they will require you to run installer commands (see ./Dockerfile).
• Anonymous feedback form for everything that didn't go through e-mail.
• About the course

Additional materials

• A large list of RL materials - awesome rl
• RL reading group

Syllabus

The syllabus is approximate: the lectures may occur in a slightly different order and some topics may end up taking two weeks.

• week1 RL as blackbox optimization

  • Lecture: RL problems around us. Decision processes. Stochastic optimization, Crossentropy method. Parameter space search vs action space search.
  • Seminar: Welcome into openai gym. Tabular CEM for Taxi-v0, deep CEM for box2d environments.
  • Homework description - see week1/README.md.
  • ** YSDA Deadline: 2018.02.26 23.59**
  • ** HSE Deadline: 2018.01.28 23:59**

• week2 Value-based methods

  • Lecture: Discounted reward MDP. Value-based approach. Value iteration. Policy iteration. Discounted reward fails.
  • Seminar: Value iteration.
  • Homework description - see week2/README.md.
  • ** HSE Deadline: 2018.02.11 23:59**
  • ** YSDA Deadline: part1 2018.03.05 23.59, part2 2018.03.12 23.59**

• week3 Model-free reinforcement learning

  • Lecture: Q-learning. SARSA. Off-policy Vs on-policy algorithms. N-step algorithms. TD(Lambda).
  • Seminar: Qlearning Vs SARSA Vs Expected Value SARSA
  • Homework description - see week3/README.md.
  • HSE Deadline: 2018.02.15 23:59
  • ** YSDA Deadline: 2018.03.12 23.59**

• week4_recap - deep learning recap

  • Lecture: Deep learning 101
  • Seminar: Simple image classification with convnets

• week4 Approximate reinforcement learning

  • Lecture: Infinite/continuous state space. Value function approximation. Convergence conditions. Multiple agents trick; experience replay, target networks, double/dueling/bootstrap DQN, etc.
  • Seminar: Approximate Q-learning with experience replay. (CartPole, Atari)
  • HSE Deadline: 2018.03.04 23:30
  • ** YSDA Deadline: 2018.03.20 23.30**

• week5 Exploration in reinforcement learning

  • Lecture: Contextual bandits. Thompson Sampling, UCB, bayesian UCB. Exploration in model-based RL, MCTS. "Deep" heuristics for exploration.

  • Seminar: bayesian exploration for contextual bandits. UCB for MCTS.

  • ** YSDA Deadline: 2018.03.30 23.30**

• week6 Policy gradient methods I

  • Lecture: Motivation for policy-based, policy gradient, logderivative trick, REINFORCE/crossentropy method, variance reduction(baseline), advantage actor-critic (incl. GAE)
  • Seminar: REINFORCE, advantage actor-critic

• week7_recap Recurrent neural networks recap

  • Lecture: Problems with sequential data. Recurrent neural netowks. Backprop through time. Vanishing & exploding gradients. LSTM, GRU. Gradient clipping
  • Seminar: character-level RNN language model

• week7 Partially observable MDPs

  • Lecture: POMDP intro. POMDP learning (agents with memory). POMDP planning (POMCP, etc)
  • Seminar: Deep kung-fu & doom with recurrent A3C and DRQN

• week8 Applications II

  • Lecture: Reinforcement Learning as a general way to optimize non-differentiable loss. G2P, machine translation, conversation models, image captioning, discrete GANs. Self-critical sequence training.
  • Seminar: Simple neural machine translation with self-critical sequence training

• week9 Policy gradient methods II

  • Lecture: Trust region policy optimization. NPO/PPO. Deterministic policy gradient. DDPG. Bonus: DPG for discrete action spaces.
  • Seminar: Approximate TRPO for simple robotic tasks.

• Some after-course bonus materials

Course staff

Course materials and teaching by: [unordered]

• Pavel Shvechikov - lectures, seminars, hw checkups, reading group
• Oleg Vasilev - seminars, hw checkups, technical support
• Alexander Fritsler - lectures, seminars, hw checkups
• Nikita Putintsev - seminars, hw checkups, organizing our hot mess
• Fedor Ratnikov - lectures, seminars, hw checkups
• Alexey Umnov - seminars, hw checkups

Contributions

• Using pictures from Berkeley AI course
• Massively refering to CS294
• Sevaral tensorflow assignments by Scitator
• A lot of fixes from arogozhnikov
• Other awesome people: see github contributors