Reinforcement Learning (RL)
Markov Decision Process (MDP)
Dynamic Programming
Linear Programming
Policy Gradients
Deep Reinforcement Learning (Deep RL)
Imitation Learning
Markov Games
Robust Reinforcement Learning
RL Algorithms (e.g., Q-Learning, SARSA, TRPO, PPO)
Offline Reinforcement Learning
Behavior Cloning
Inverse Reinforcement Learning
Equilibria
Robustness

Previous coursework in optimization, calculus, linear algebra, and probability is required. Familiarity with optimization is useful. Familiarity with python, and basic knowledge of pytorch deep learning framework is needed.

EE-556 Mathematics of Data: From Theory to Computation

Familiarity with optimization algorithms, linear programming and convex duality.

• Define the key features of RL that distinguishes it from standard machine learning.
• Assess / Evaluate strengths, limitations and theoretical properties of RL algorithms.
• Recognize the common, connecting boundary of optimization and RL.
• Formulate and solve sequential decision-making problems by applying relevant RL tools.

Lectures are comlemented with Jupiter notebook exercises along with a hands-on group project.

The students are required to solve Jupiter notebook homeworks. They will work in a group to complete a project on the course and present a poster on the project at the end of the semester.

• https://go.epfl.ch/EE-568https://go.epfl.ch/EE-568