## Why Deep Reinforcement Learning?

- Reinforcement learning provides a mathematical framework for decision-making
- Deep learning has shown to be extremely successful in unstructured environments (e.g. image, text)
- Deep RL allows for end-to-end training of policies
- Features are tedious and difficult to hand-design, and are not so transferable across tasks
- Features are informed by the task

## Anatomy of Deep RL algorithms

\begin{equation} \theta^{\star}=\arg \max _{\theta} E_{\tau \sim p_{\theta}(\tau)}\left[\sum_{t} r\left(\mathbf{s}_{t}, \mathbf{a}_{t}\right)\right] \end{equation}

- policy gradients
- directly differentiate above objective
- value-based
- estimate value/q-function of the optimal policy (no explicit policy)
- actor-critic
- estimate value/q-function of the current policy, use it to improve policy
- model-based RL
- estimate the transition model, and then…
- use it for planning (no explicit policy)
- Trajectory optimization/optimal control (continuous spaces)
- Discrete planning in discrete action spaces (§mcts)

- use it to improve a policy (e.g. via backpropagation, with some tricks)
- use the model to learn a value function (e.g. through dynamic programming)

- use it for planning (no explicit policy)

## Why so many RL algorithms?

- Different tradeoffs
- sample efficiency
- is it off policy: can improve policy without generating new samples from that policy?
- however, are samples cheap to obtain?

- sample efficiency

- stability and ease of use (does it converge, and if so to what?)
- Q-learning: fixed point iteration
- Model-based RL: model is not optimized for expected reward

- Different assumptions
- fully observable?
- generally assumed by value function fitting methods (mitigated by adding recurrence)
- episodic learning
- generally assumed by pure policy gradient methods
- assumed by some model-based RL methods

- continuity or smoothness?
- assumed by some continuous value function learning methods
- often assumed by some model-based RL methods

- stochastic or deterministic?

- fully observable?
- Different things are easy or hard in different settings
- easier to represent the policy?
- easier to represent the model?

## Challenges in Deep RL

### Stability and Hyperparameter Tuning

- Devising stable RL algorithms is hard
- Can’t run hyperparameter sweeps in the real world

Would like algorithms with favourable improvement and convergence properties:

- Trust region policy optimization (Schulman et al., 2015)

or algorithms that adaptively adjust parameters:

- Q-Prop (Gu et al., 2016)

### Problem Formulation

- Multi-task reinforcement learning and generalization
- Unsupervised or self-supervised learning

## Resources

- CS285 Fall 2019 - YouTube
- Welcome to Spinning Up in Deep RL! — Spinning Up documentation (Tensorflow, Pytorch)
- David Silver’s Deep RL ICML Tutorial

# Bibliography

Schulman, J., Moritz, P., Levine, S., Jordan, M., & Abbeel, P., *High-Dimensional Continuous Control Using Generalized Advantage Estimation*, CoRR, *()*, (2015). ↩

Gu, S., Lillicrap, T., Ghahramani, Z., Turner, R. E., & Levine, S., *Q-prop: sample-efficient policy gradient with an off-policy critic*, CoRR, *()*, (2016). ↩