In this paper we provide a framework to cope with two problems: (i) the fragility of reinforcement learning due to modeling uncertainties because of the mismatch between controlled laboratory/simulation and real-world conditions and (ii) the prohibitive computational cost of stochastic optimal control. We approach both problems by using reinforcement learning to solve the stochastic dynamic programming equation. The resulting reinforcement learning controller is safe with respect to several types of constraints and it can actively learn about the modeling uncertainties. Unlike exploration and exploitation, probing and safety are employed automatically by the controller itself, resulting real-time learning. A simulation example demonstrates the efficacy of the proposed approach.

Amidst the COVID-19 pandemic, the authors of this paper organized a Reinforcement Learning (RL) course for a graduate school in the field of data science. We describe the strategy and materials for creating an exciting learning experience despite the ubiquitous Zoom fatigue and evaluate the course qualitatively. The key organizational features are a focus on a competitive hands-on setting in teams, supported by a minimum of lectures providing the essential background on RL. The practical part of the course revolved around Hearts Gym, an RL environment for the card game Hearts that we developed as an entry-level tutorial to RL. Participants were tasked with training agents to explore reward shaping and other RL hyperparameters. For a final evaluation, the agents of the participants competed against each other.

Skip all the talk and go directly to the Github Repo with code and exercises. Reinforcement Learning is one of the fields I'm most excited about. Over the past few years amazing results like learning to play Atari Games from raw pixels and Mastering the Game of Go have gotten a lot of attention, but RL is also widely used in Robotics, Image Processing and Natural Language Processing. Combining Reinforcement Learning and Deep Learning techniques works extremely well. Both fields heavily influence each other.

This demo follows the description of the Deep Q Learning algorithm described in Playing Atari with Deep Reinforcement Learning, a paper from NIPS 2013 Deep Learning Workshop from DeepMind. The paper is a nice demo of a fairly standard (model-free) Reinforcement Learning algorithm (Q Learning) learning to play Atari games. In this demo, instead of Atari games, we'll start out with something more simple: a 2D agent that has 9 eyes pointing in different angles ahead and every eye senses 3 values along its direction (up to a certain maximum visibility distance): distance to a wall, distance to a green thing, or distance to a red thing. The agent navigates by using one of 5 actions that turn it different angles. The red things are apples and the agent gets reward for eating them. The green things are poison and the agent gets negative reward for eating them.