Reinforcement Learning 2014/2015

Lectures will be held between 12:10 - 13:00 in AT LT2 on Tuesdays and 12:10 - 13:00 same place on Fridays.
Basic Mathematical Background: Please review this cribsheet to make sure you understand the concepts therein. You may also find these resources useful as occasional reference material.
On Using Matlab: Take a look at this handout Introduction to MATLAB giving an introduction to MATLAB (you may ignore the section about NETLAB). A further MATLAB tutorial is available at MTU Introduction to Matlab.

Date:
Lecture topic (may change until link to slides is present):
January 13 2015
Introduction
Slides (pdf)
Reading: Ch 1 of Sutton & Barto book
January 16 2015
Multi-Armed Bandits
Slides (pdf)
Reading: Ch 2 of Sutton & Barto book
January 20 2015
Q-learning I
Slides (pdf)
Reading: see last slide
January 23 2015
Q-learning II
Slides (pdf)
Reading: See slides 14 and 15 for suggestions
January 27 2015
More RL algorithms
Slides (pdf)
Reading: Ch 6.4 and 11.2 of Sutton and Barto (2)
January 30 2015
Markov Decision Problems
Slides (pdf)
Reading: Ch. 3 of Sutton and Barto (2nd ed.) in particular 3.5 and 3.6
February 3 2015
The Bellman equation, eligibility traces
Slides (pdf)
Reading: see last slide for a reading suggestion
February 5 2015
Homework 1 assigned
February 6 2015
Value iteration and policy iteration
Slides (pdf)
Reading: Ch. 4 of Sutton and Barto (2nd ed.) in particular 4.3 and 4.4
February 10 2015
State Abstraction
Slides (pdf)
Chapters 15 and 16 of S. Thrun, W. Burgard, D. Fox, Probabilistic Robotics, MIT Press. Literature on last slide.
February 13 2015
RL with function approximation
Slides (pdf)

February 24 2015
RL with function approximation ctd.
Slides (pdf)
Literature; C. Szepesvari: Algorithms for RL, Chapter 2.2
February 27 2015
Policy gradient methods, natural actor-critic
Slides (pdf)
Literature on last slide.
March 3 2015
POMDPs
March 5 2015
Homework 1 due (Deadline: 16:00)
March 5 2015
Homework 2 assigned
March 6 2015
POMDPs
March 10 2015
Complexity of RL
March 13 2015
Complexity and convergence
March 17 2015
Apprenticeship learning and inverse RL
March 20 2015
A unfied view and recent trends (not examinable, JFYI)
March 24 2015
Bonus lecture (not examinable, JFYI)
March 26 2015
Homework 2 due (Deadline: 16:00)
March 27 2015
Bonus lecture (not examinable, JFYI)

Tutorials

The course includes 8 tutorials. Tutorials will start in week 3. Please contact the lecturer if you are not assigned to any group by week 2.

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