CS 885
Advanced Topics in Computational Statistics
Winter 2025
Topics
- Markov Decision Processes, Value Iteration
- Convergence Properties
- Policy Iteration
- Intro to Reinforcement Learning, Q-learning
- Deep Q-networks
- Policy gradient
- Actor critic
- Trust Regions and Proximal Policies
- Maximum entropy RL
- Multi-armed bandits
- Bayesian and Contextual bandits
- Offline RL
- Model-based RL
- Partially observable RL, DRQN
- Distributional RL
- Constrained RL
- Game Theory
- Multi-Agent RL
- Imitation Learning
- Inverse RL
- RL with Sequence Modeling
- RL from human feedback
- Multi-task RL
- RL+LLMs
- RLHF
- RL+diffusion
- RL for Health
- RL for Robotics
- Multiagent RL
- RL for Finance
- RL for Games
- RL for Autonomous Driving
- RL for Databases
- In-Context RL
Readings
- Reinforcement Learning: An Introduction2018
- Algorithms for Reinforcement Learning
- Deep Reinforcement Learning in Action2020, as listed by course page.
- Deep Learning2016
- Deep Reinforcement Learning Hands On2020
- Foundations of Deep Reinforcement Learning: Theory and Practice in Python2020
- Markov Decision Processes in Artificial Intelligence2013
- Markov Decision Processes: Discrete Stochastic Dynamic Programming2008
- Dynamic Programming and Optimal Control2017
- Approximate Dynamic Programming: Solving the Curses of Dimensionality2015
- Artificial Intelligence: A Modern Approach2020
- Markov Decision Processes, Value Iteration: Reinforcement Learning: An Introduction (2nd ed.) Chap. 3, Algorithms for Reinforcement Learning Chap. 2, Artificial Intelligence: A Modern Approach (4th ed.) Sec. 15.1, 17.1-17.2, 17.4, Markov Decision Processes: Discrete Stochastic Dynamic Programming Chap. 2, 4, 5
- Convergence Properties: Reinforcement Learning: An Introduction (2nd ed.) Sec. 4.1, 4.4, Algorithms for Reinforcement Learning Sec. 2.2, 2.3, Markov Decision Processes: Discrete Stochastic Dynamic Programming Sec. 6.1-6.3, Markov Decision Processes in Artificial Intelligence Chap. 1
- Policy Iteration: Reinforcement Learning: An Introduction (2nd ed.) Sec. 4.3, Markov Decision Processes: Discrete Stochastic Dynamic Programming Sec. 6.4-6.5, Markov Decision Processes in Artificial Intelligence Sec. 1.6.2.3, Artificial Intelligence: A Modern Approach (4th ed.) Sec. 17.3
- Intro to Reinforcement Learning, Q-learning: Reinforcement Learning: An Introduction (2nd ed.) Sec. 5.1-5.3, 6.1-6.3, 6.5, Algorithms for Reinforcement Learning Sec. 3.1, 4.3, Markov Decision Processes in Artificial Intelligence Sec. 2.1-2.5, Artificial Intelligence: A Modern Approach (4th ed.) Sec. 21.1-21.3
- Deep Q-networks: Deep Learning Chap. 6, 7, 8, Reinforcement Learning: An Introduction (2nd ed.) Sec. 9.4, 9.7, Algorithms for Reinforcement Learning Sec. 4.3.2
- Policy gradient: Reinforcement Learning: An Introduction (2nd ed.) Sec. 13.1-13.3, 13.7 Markov Decision Processes in Artificial Intelligence Sec. 5.1-5.2, Artificial Intelligence: A Modern Approach (4th ed.) Sec. 21.5
- Actor critic: Reinforcement Learning: An Introduction (2nd ed.) Sec. 13.4-13.5, Algorithms for Reinforcement Learning Sec. 4.4, Markov Decision Processes in Artificial Intelligence Sec. 5.3
- Trust Regions and Proximal Policies: Schulman, Levine, Moritz, Jordan, Abbeel (2015) Trust Region Policy Optimization, ICML. Schulman, Wolski, Dhariwal, Radford, Klimov (2017) Proximal Policy Optimization, arXiv.
- Maximum entropy RL: Haarnoja, Tang, Abbeel, Levine (2017) Reinforcement Learning with Deep Energy-Based Policies, ICML. Haarnoja, Zhou, Abbeel, Levine (2018) Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor, ICML.
- Multi-armed bandits: Reinforcement Learning: An Introduction (2nd ed.) Sec. 2.1-2.7, Algorithms for Reinforcement Learning Sec. 4.2.1-4.2.2
- Bayesian and Contextual bandits: Reinforcement Learning: An Introduction (2nd ed.) Sec. 2.9
- Offline RL: Levine, Kumar, Tucker, Fu (2021) Offline reinforcement learning: Tutorial, review, and perspectives on open problems, arxiv. Kumar, Zhou, Tucker, Levine (2020) Conservative Q-Learning for Offline Reinforcement Learning, NeurIPS.
- Model-based RL: Reinforcement Learning: An Introduction (2nd ed.) Chap. 8
- Partially observable RL, DRQN: Hausknecht, M., & Stone, P. Deep recurrent Q-learning for partially observable MDPs. In 2015 AAAI fall symposium series.
- Distributional RL: Bellemare, Dabney, Munos. A distributional perspective on reinforcement learning. ICML. 2017. Bellemare, Dabney, Rolland. Distributional Reinforcement Learning, MIT Press, 2023.
- Constrained RL: Ray, Achiam, Amodei, Benchmarking Safe Exploration in Deep Reinforcement Learning. Liu, Alev, Liu, Policy Learning with Constraints in Model-free Reinforcement Learning: A Survey, IJCAI, 2021
- Game Theory: Artificial Intelligence: A Modern Approach (4th ed.) Sections 21.1-21.3
- Multi-Agent RL: Caroline Claus and Craig Boutilier (1998) The Dynamics of Reinforcement Learning in Cooperative Multiagent Systems, AAAI. Michael Littman (1994) Markov games as a framework for multi-agent reinforcement learning, Machine learning proceedings. Junling Hu and Michael P. Wellman (2003) Nash Q-learning for General-Sum Stochastic Games, JMLR.
- Imitation Learning: Ho, J., & Ermon, S. (2016). Generative adversarial imitation learning. In NeurIPS (pp. 4565-4573). Torabi, F., Warnell, G., & Stone, P. (2018). Behavioral cloning from observation. In IJCAI (pp. 4950-4957).
- Inverse RL: Ziebart, B. D., Bagnell, J. A., & Dey, A. K. (2010). Modeling interaction via the principle of maximum causal entropy. In ICML. Finn, C., Levine, S., & Abbeel, P. (2016). Guided cost learning: Deep inverse optimal control via policy optimization. In ICML (pp. 49-58).
- RL with Sequence Modeling: Esslinger, Platt & Amato (2022). Deep Transformer Q-Networks for Partially Observable Reinforcement Learning. arXiv. Chen et al.. (2021). Decision transformer: Reinforcement learning via sequence modeling. NeurIPS, 34, 15084-15097. Gu, Goel, & Ré (2022). Efficiently modeling long sequences with structured state spaces. ICLR. Gu, Dao, Ermon, Rudra & Ré (2020). Hippo: Recurrent memory with optimal polynomial projections. NeurIPS, 33, 1474-1487. Gu & Dao (2023) Mamba: Linear-Time Sequence Modeling with Selective State Spaces, First Conference on Language Modeling. Cao et al. (2024). Mamba as Decision Maker: Exploring Multi-scale Sequence Modeling in Offline Reinforcement Learning. CoRR.
- RL from human feedback: Stiennon, Ouyang, Wu, Ziegler, Lowe Voss, Radford, Amodei, Christiano (2020) Learning to summarize from human feedback, NeurIPS. Ouyang, Wu, Jiang, Wainwright, et al. (2022) Training language models to follow instructions with human feedback, NeurIPS. Holtzman, Buys, Du, Forbes, Choi (2019). The Curious Case of Neural Text Degeneration, arxiv. Rafailov, Sharma, Mitchell, Ermon, Manning, Finn (2023) Direct Preference Optimization: Your Language Model is Secretly a Reward Model, NeurIPS. Rashid, Wu, Fan, Li, Kristiadi, Poupart (2025) Towards Cost-Effective Reward Guided Text Generation, arxiv.
- Multi-task RL: Vithayathil Varghese, N., & Mahmoud, Q. H. (2020). A survey of multi-task deep reinforcement learning. Electronics, 9(9), 1363. Deng, Gu, Zheng, Chen, Stevens, Wang, Sun, Su (2023) MIND2WEB: Towards a Generalist Agent for the Web, NeurIPS. Ghosh et al. (2024) Octo: An Open-Source Generalist Robot Policy, NeurIPS.
- RL+LLMs: Guo, D., Yang, D., Zhang, H., Song, J., Zhang, R., Xu, R., ... & He, Y. (2025). Deepseek-r1: Incentivizing reasoning capability in llms via reinforcement learning. arXiv preprint arXiv:2501.12948.
- RLHF: Dai, J., Pan, X., Sun, R., Ji, J., Xu, X., Liu, M., ... & Yang, Y. Safe RLHF: Safe Reinforcement Learning from Human Feedback. In The Twelfth International Conference on Learning Representations.
- RLHF: Sun, Z., Shen, S., Cao, S., Liu, H., Li, C., Shen, Y., ... & Darrell, T. (2023). Aligning large multimodal models with factually augmented RLHF. arXiv preprint arXiv:2309.14525.
- RL+diffusion: Black, K., Janner, M., Du, Y., Kostrikov, I., & Levine, S. Training Diffusion Models with Reinforcement Learning. In The Twelfth International Conference on Learning Representations.
- RL+LLMs: Shinn, N., Cassano, F., Gopinath, A., Narasimhan, K., & Yao, S. (2024). Reflexion: Language agents with verbal reinforcement learning. Advances in Neural Information Processing Systems, 36.
- RL+LLMs: Carta, T., Romac, C., Wolf, T., Lamprier, S., Sigaud, O., & Oudeyer, P. Y. (2023, July). Grounding large language models in interactive environments with online reinforcement learning. In International Conference on Machine Learning (pp. 3676-3713). PMLR.
- RL for Health: Barata, C., Rotemberg, V., Codella, N. C., Tschandl, P., Rinner, C., Akay, B. N., ... & Kittler, H. (2023). A reinforcement learning model for AI-based decision support in skin cancer. Nature Medicine, 29(8), 1941-1946.
- RL for Health: Yang, J., Soltan, A. A., Eyre, D. W., & Clifton, D. A. (2023). Algorithmic fairness and bias mitigation for clinical machine learning with deep reinforcement learning. Nature Machine Intelligence, 5(8), 884-894.
- RL for Robotics: Kalashnikov, D., Varley, J., Chebotar, Y., Swanson, B., Jonschkowski, R., Finn, C., ... & Hausman, K. (2022, January). Scaling up multi-task robotic reinforcement learning. In Conference on Robot Learning (pp. 557-575). PMLR.
- RL for Robotics: Margolis, G. B., Yang, G., Paigwar, K., Chen, T., & Agrawal, P. (2024). Rapid locomotion via reinforcement learning. The International Journal of Robotics Research, 43(4), 572-587.
- Multiagent RL: Yang, J., Li, A., Farajtabar, M., Sunehag, P., Hughes, E., & Zha, H. (2020). Learning to incentivize other learning agents. Advances in Neural Information Processing Systems, 33, 15208-15219.
- Multiagent RL: Wen, M., Kuba, J., Lin, R., Zhang, W., Wen, Y., Wang, J., & Yang, Y. (2022). Multi-agent reinforcement learning is a sequence modeling problem. Advances in Neural Information Processing Systems, 35, 16509-16521.
- RL for Finance: Huang, Y., Zhou, C., Cui, K., & Lu, X. (2024). A multi-agent reinforcement learning framework for optimizing financial trading strategies based on timesnet. Expert Systems with Applications, 237, 121502.
- RL for Finance: Coache, A., & Jaimungal, S. (2024). Reinforcement learning with dynamic convex risk measures. Mathematical Finance, 34(2), 557-587.
- RL for Games: Kim, J., Lee, Y. J., Kwak, M., Park, Y. J., & Kim, S. B. (2024). DynaSTI: Dynamics Modeling with Sequential Temporal Information for Reinforcement Learning in Atari. Knowledge-Based Systems, 112103.
- RL for Autonomous Driving: Huang, Z., Liu, H., Wu, J., & Lv, C. (2023). Conditional predictive behavior planning with inverse reinforcement learning for human-like autonomous driving. IEEE Transactions on Intelligent Transportation Systems, 24(7), 7244-7258.
- RL for Databases: Gu, T., Feng, K., Cong, G., Long, C., Wang, Z., & Wang, S. (2023). The rlr-tree: A reinforcement learning based r-tree for spatial data. Proceedings of the ACM on Management of Data, 1(1), 1-26.
- In-Context RL: Lee, J., Xie, A., Pacchiano, A., Chandak, Y., Finn, C., Nachum, O., & Brunskill, E. (2024). Supervised pretraining can learn in-context reinforcement learning. Advances in Neural Information Processing Systems, 36.
Sources
- Course catalogue ↗2026–2027
- course_website ↗Winter 2025