CS 542 - Stat Reinforcement Learning
|Stat Reinforcement Learning||CS542||S||74766||OLC||4||1230 - 1345||W F||Nan Jiang|
Theory of reinforcement learning, with a focus on sample complexity analyses. Specific topics include MDP basics, finite-sample analyses of online (i.e., exploration) and offline (i.e., batch) RL with a tabular representation, finite-sample analyses of online and offline RL with function approximation, state abstraction theory, off-policy evaluation (importance sampling), and policy gradient. The course goal is to provide a comprehensive understanding of the statistical properties of RL under various settings (e.g., online vs offline), preparing the students for doing research in the area. Course Information: 4 graduate hours. No professional credit. Prerequisite: Calculus, linear algebra, probability and statistics, and basic concepts of machine learning. Familiarity with (at least one of) the following topics is highly recommended: stochastic processes, numerical analysis, and theoretical computer science.