CS 6789: Foundations of Reinforcement Learning
Modern Artificial Intelligent (AI) systems often need the ability to make sequential decisions in an unknown,
uncertain, possibly hostile environment, by actively interacting with the environment to collect relevant data.
Reinforcement Learning (RL) is a general framework that can capture the interactive learning setting and
has been used to design intelligent agents that achieve super-human level performances on
challenging tasks such as Go, computer games, and robotics manipulation.
This graduate level course focuses on theoretical and algorithmic foundations of Reinforcement Learning. The four main themes of the course are
(1) provably efficient exploration, (2) policy optimization (especially policy gradient), (3) control, and (4) imitation learning.
After taking this course, students will be able to understand both classic and state-of-art provably correct RL algorithms and their analysis. Students will be able to conduct research on RL related topics.
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Staff
Instructors: Wen Sun (Cornell) and Sham Kakade (University of Washington)
TAs: Jonathan Chang
Lecture time: Tuesday/Thursday 3-4:15pm ET
Office hours: By Appointment
Contact: cornellcs6789@gmail.com.
Please communicate to the instructors and TA only through this account.
Emails not sent to this list, with regards to the course,
will not be responded to in a timely manner.
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Zoom Information
Zoom information has been posted on Piazza. If you are not enrolled/wait listed (or you are not from Cornell), but want to have access,
please email cornellcs6789@gmail.com to ask for permission. We will make a decision based on the capacity of the class
and your research background (please in email briefly describe your research interestes and your background on machine learning theory. Thanks).
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Prerequisites
This is an advanced and theory-heavy course: there is no programming assignment and students
are required to work on a theory-focused course project.
Students need strong grasp on Machine Learning (e.g., CS 4780), Probability and Statistics (e.g., BTRY 3080 or ECON 3130, or MATH 4710), Optimization (e.g., ORIE 3300), and Linear Algebra (e.g., MATH 2940).
For undergraduate students enrollment: permission of instructor with minimum grade A in CS 4780.
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Grading Policies
Assignments 55% (HW0:10%, HW1-HW3: 15% each) and Project 45%
All homework will be mathematical in nature, focussing on the theory of RL and bandits;
there will not be a programming component.
The entire HW must be submitted in one single typed pdf document (not handwritten).
HW0 is MANDATORY to pass to satisfactory level;
it is to check your knowledge of the prerequisites in probability, statistics, and linear algebra.
Homework Rules:
Homework must be done individually: each student must understand, write, and hand in their own answers. It is
acceptable for students to discuss problems with each other;
it is not acceptable for students to look at another students written answers.
You must also indicate on each homework with whom you collaborated with and what online resources you used.
Late days: Homeworks must be submitted by the posted due date.
You are allowed up to 5 total LATE DAYs for the homeworks throughout the entire semester. These will be automatically deducted if your assignment is late.
For example, any day in which an assignment is late by up to 24 hours,
then one late day will be used (up to two late days). After your late days are used up,
late penalties will be applied: any assignment turned in late will incur a reduction in score by 33% for each late day,
so if an assignment is up to 24 hours late, it incurs a penalty of 33%.
Else if it is up to 48 hours late, it incurs a penalty of 66%.
And any longer, it will receive no credit. We will track all your late days and any deductions will be applied in computing the final grades.
If you are unable to turn in HWs on time, aside from permitted days, then do not enroll in the course.
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Course Project
Please see the course project page.
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Diversity in STEM
While many academic disciplines have historically been dominated by one cross section of society,
the study of and participation in STEM disciplines is a joy that the instructors hope that everyone can pursue,
regardless of their socio-economic background, race, gender, etc.
The instructors encourage students to both be mindful of these issues, and,
in good faith, try to take steps to fix them. You are the next generation here.
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Course Notes: RL Theory and Algorithms
The course will be largely based of the working draft of
the book "Reinforcement Learning Theory and
Algorithms", available
here.
We will be updating these notes in V2
through th course of the term. If you find typos or errors, please let us
know. We would appreciate it!
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Schedule (tentative)
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Lecture |
Reading |
Slides/HW |
09/3/20 |
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Fundamentals: Markov Decision Processes |
Ch.1 |
Slides, Annotated slides, HW0 |
09/08/20 |
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Fundamentals: Policy Iteration and Value Iteration |
Ch.1 |
Slides, Annotated slides |
09/10/20 |
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Fundamentals: Computational Complexity & The LP-Formulation |
Ch.1 |
Slides, Annotated slides |
09/15/20 |
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Fundamentals: Statistical Limits |
Ch.2 |
Slides, Annotated slides |
09/17/20 |
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Exploration: Multi-Armed Bandit |
Ch.1
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Slides, Annotated slides , Guest Lecturer: Thodoris
Lykouris, HW1 |
09/22/20 |
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Exploration: Efficient Exploration in Tabular MDPs |
Ch.6 |
Slides, Annotated slides |
09/24/20 |
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Fundamentals: Generalization in RL |
Ch.4 |
Slides, Annotated slides |
09/29/20 |
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Exploration: Linear Bandits |
Ch.5 ,
Paper |
Slides, Annotated slides |
10/1/20 |
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Exploration: Efficient Exploration in Linear MDPs |
Ch.7 , Paper |
Slides, Annotated slides |
10/6/20 |
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Exploration: Efficient Exploration in Linear MDPs (continued) |
Ch.7 |
Slides, Annotated slides |
10/8/20 |
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Exploration: Learning in Large Scale MDPs (Bellman Rank/Witness Rank) |
Ch.8,
Bellman Rank, Witness Rank, |
Slides, Annotated slides |
10/13/20 |
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Policy Optimization: Policy Gradient (REINFORCE, Variance Reduction, Convergence) |
Ch.9 |
Slides, Annotated Slides, HW2 |
10/15/20 |
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Policy Optimization: Global Convergence? |
Ch.10 |
Slides, Annotated Slides |
10/20/20 |
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Policy Optimization: Natural Policy Gradient (NPG) and its Global Convergence |
Ch.10
Optional: Experts+MDPs
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Slides, Annotated Slides |
10/22/20 |
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Policy Optimization: NPG and
Function Approximation |
Ch.11 |
Slides, Annotated Slides |
10/27/20 |
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Policy Optimization: Trust Region Methods |
Ch.12 , Covariant
Policy Search, TRPO
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Slides, Annotated Slides, HW2 Due (Oct 30) |
10/29/20 |
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Policy Optimization: Conservative Policy Iteration |
Ch.3 + Ch.12, CPI |
Slides, Annotated Slides |
11/3/20 |
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Control: Basics of LQR (Ricatti Equations) |
Ch.13 |
Slides, Annotated Slides |
11/5/20 |
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Control: SDP formulation, Gauss-Newton/Policy Iteration, and a convex parameterization (System Level Synthesis) |
Ch.13 |
Slides, Annotated SDP Slides, Slides SLS, Annotated Slides SLS |
11/10/20 |
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Batch RL: Fitted Q Iteration and Recent Advances |
Note,
Ch.15 |
Annotated Slides, Guest Lecturer: Akshay Krishnamurthy |
11/12/20 |
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Imitation Learning: Behavior Cloning, Distribution Shift, and Distribution Matching |
Ch.14 |
Slides, Annotated Slides, HW3 (Due Nov 24 11:59pm) |
11/17/20 |
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No Class (semi-final week) |
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11/19/20 |
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No Class (semi-final week) |
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11/24/20 |
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No Class (semi-final week) |
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12/01/20 |
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Imitation Learning: Maximum Entropy Inverse RL |
Ch.14 |
Slides, Annotated Slides |
12/03/20 |
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Imitation Learning: Interactive Learning (DAgger) |
DAgger |
Slides |
12/08/20 |
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Student Project Presentations |
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12/10/20 |
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Student Project Presentations |
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12/15/20 |
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No Class |
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