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A Quick Look at the Reinforcement Learning course A. LAZARIC ( SequeL Team @INRIA-Lille ) Ecole Centrale - Option DAD SequeL INRIA Lille EC-RL Course Why A. LAZARIC Introduction to Reinforcement Learning 2/18 Why: Important

  1. A Quick Look at the “Reinforcement Learning” course A. LAZARIC ( SequeL Team @INRIA-Lille ) Ecole Centrale - Option DAD SequeL – INRIA Lille EC-RL Course

  2. Why A. LAZARIC – Introduction to Reinforcement Learning 2/18

  3. Why: Important Problems A. LAZARIC – Introduction to Reinforcement Learning 3/18

  4. Why: Important Problems ◮ Autonomous robotics A. LAZARIC – Introduction to Reinforcement Learning 4/18

  5. Why: Important Problems ◮ Autonomous robotics ◮ Elder care A. LAZARIC – Introduction to Reinforcement Learning 4/18

  6. Why: Important Problems ◮ Autonomous robotics ◮ Elder care ◮ Exploration of unknown/dangerous environments A. LAZARIC – Introduction to Reinforcement Learning 4/18

  7. Why: Important Problems ◮ Autonomous robotics ◮ Elder care ◮ Exploration of unknown/dangerous environments ◮ Robotics for entertainment A. LAZARIC – Introduction to Reinforcement Learning 4/18

  8. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications A. LAZARIC – Introduction to Reinforcement Learning 5/18

  9. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Trading execution algorithms A. LAZARIC – Introduction to Reinforcement Learning 5/18

  10. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Trading execution algorithms ◮ Portfolio management A. LAZARIC – Introduction to Reinforcement Learning 5/18

  11. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Trading execution algorithms ◮ Portfolio management ◮ Option pricing A. LAZARIC – Introduction to Reinforcement Learning 5/18

  12. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management A. LAZARIC – Introduction to Reinforcement Learning 6/18

  13. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Energy grid integration A. LAZARIC – Introduction to Reinforcement Learning 6/18

  14. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Energy grid integration ◮ Maintenance scheduling A. LAZARIC – Introduction to Reinforcement Learning 6/18

  15. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Energy grid integration ◮ Maintenance scheduling ◮ Energy market regulation A. LAZARIC – Introduction to Reinforcement Learning 6/18

  16. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Energy grid integration ◮ Maintenance scheduling ◮ Energy market regulation ◮ Energy production management A. LAZARIC – Introduction to Reinforcement Learning 6/18

  17. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Recommender systems A. LAZARIC – Introduction to Reinforcement Learning 7/18

  18. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Recommender systems ◮ Web advertising A. LAZARIC – Introduction to Reinforcement Learning 7/18

  19. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Recommender systems ◮ Web advertising ◮ Product recommendation A. LAZARIC – Introduction to Reinforcement Learning 7/18

  20. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Recommender systems ◮ Web advertising ◮ Product recommendation ◮ Date matching A. LAZARIC – Introduction to Reinforcement Learning 7/18

  21. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Recommender systems ◮ Social applications A. LAZARIC – Introduction to Reinforcement Learning 8/18

  22. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Recommender systems ◮ Bike sharing optimization ◮ Social applications A. LAZARIC – Introduction to Reinforcement Learning 8/18

  23. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Recommender systems ◮ Bike sharing optimization ◮ Social applications ◮ Election campaign A. LAZARIC – Introduction to Reinforcement Learning 8/18

  24. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Recommender systems ◮ Bike sharing optimization ◮ Social applications ◮ Election campaign ◮ ER service optimization A. LAZARIC – Introduction to Reinforcement Learning 8/18

  25. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Recommender systems ◮ Bike sharing optimization ◮ Social applications ◮ Election campaign ◮ ER service optimization ◮ Resource distribution optimization A. LAZARIC – Introduction to Reinforcement Learning 8/18

  26. Why: Important Problems ◮ Autonomous robotics ◮ Financial applications ◮ Energy management ◮ Recommender systems ◮ Social applications ◮ And many more... A. LAZARIC – Introduction to Reinforcement Learning 9/18

  27. What A. LAZARIC – Introduction to Reinforcement Learning 10/18

  28. What: Decision-Making under Uncertainty Environment action / state / actuation perception Agent A. LAZARIC – Introduction to Reinforcement Learning 11/18

  29. How: Reinforcement Learning Reinforcement learning is learning what to do – how to map situations to actions – so as to maximize a numerical reward signal. The learner is not told which actions to take, as in most forms of machine learning, but instead must discover which actions yield the most reward by trying them ( trial–and–error ). In the most interesting and challenging cases, actions may affect not only the immediate reward but also the next situation and, through that, all subsequent rewards ( delayed reward ). “An introduction to reinforcement learning”, Sutton and Barto (1998). A. LAZARIC – Introduction to Reinforcement Learning 12/18

  30. How: the Course A. LAZARIC – Introduction to Reinforcement Learning 13/18

  31. How: the Course A. LAZARIC – Introduction to Reinforcement Learning 13/18

  32. How: the Course A. LAZARIC – Introduction to Reinforcement Learning 13/18

  33. How: the Course A. LAZARIC – Introduction to Reinforcement Learning 13/18

  34. How: the Course A. LAZARIC – Introduction to Reinforcement Learning 13/18

  35. How: the Course A. LAZARIC – Introduction to Reinforcement Learning 13/18

  36. How: the Course Environment action / state / actuation perception Agent A. LAZARIC – Introduction to Reinforcement Learning 13/18

  37. How: the Course Environment action / state / actuation perception Agent Formal and rigorous approach to the RL’s way to decision-making under uncertainty A. LAZARIC – Introduction to Reinforcement Learning 13/18

  38. What: the Highlights of the Course How do we formalize the agent-environment interaction? A. LAZARIC – Introduction to Reinforcement Learning 14/18

  39. What: the Highlights of the Course How do we formalize the agent-environment interaction? How do we solve an MDP? A. LAZARIC – Introduction to Reinforcement Learning 14/18

  40. What: the Highlights of the Course How do we formalize the agent-environment interaction? How do we solve an MDP? How do we solve an MDP “online”? A. LAZARIC – Introduction to Reinforcement Learning 14/18

  41. What: the Highlights of the Course How do we formalize the agent-environment interaction? How do we solve an MDP? How do we solve an MDP “online”? How do we effectively trade-off exploration and exploitation? A. LAZARIC – Introduction to Reinforcement Learning 14/18

  42. What: the Highlights of the Course How do we formalize the agent-environment interaction? How do we solve an MDP? How do we solve an MDP “online”? How do we effectively trade-off exploration and exploitation? How do we solve a “huge” MDP? A. LAZARIC – Introduction to Reinforcement Learning 14/18

  43. Who Lectures and Practical Sessions Alessandro LAZARIC SequeL Team INRIA-Lille Nord Europe alessandro.lazaric@inria.fr researchers.lille.inria.fr/˜lazaric/ A. LAZARIC – Introduction to Reinforcement Learning 15/18

  44. When/What/Where See planning on the website. A. LAZARIC – Introduction to Reinforcement Learning 16/18

  45. Evaluation ◮ Three homework (dynamic programming, multi-armed bandit, approximate dynamic programming): 2.5 points each. ◮ Review of literature with oral presentation: 12.5 points. A. LAZARIC – Introduction to Reinforcement Learning 17/18

  46. Reinforcement Learning Alessandro Lazaric alessandro.lazaric@inria.fr sequel.lille.inria.fr

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