everything.study
CS 885

Advanced Topics in Computational Statistics

Graduate

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 Introduction
    Richard S. Sutton; Andrew G. Barto · 2nd · optional complementary reading
    2018
  • Algorithms for Reinforcement Learning
    Csaba Szepesvari · optional complementary reading
  • Deep Reinforcement Learning in Action
    Alex Zai; Brandon Brown · 2nd (as listed) · optional complementary reading
    2020, as listed by course page.
  • Deep Learning
    Ian Goodfellow; Yoshua Bengio; Aaron Courville · optional complementary reading
    2016
  • Deep Reinforcement Learning Hands On
    Maxim Lapan · optional complementary reading
    2020
  • Foundations of Deep Reinforcement Learning: Theory and Practice in Python
    Laura Graesser; Wah Loon Keng · optional complementary reading
    2020
  • Markov Decision Processes in Artificial Intelligence
    Olivier Sigaud; Olivier Buffet (editors) · optional complementary reading
    2013
  • Markov Decision Processes: Discrete Stochastic Dynamic Programming
    Martin L. Puterman · optional complementary reading
    2008
  • Dynamic Programming and Optimal Control
    Dimitri P. Bertsekas · optional complementary reading
    2017
  • Approximate Dynamic Programming: Solving the Curses of Dimensionality
    Warren B. Powell · optional complementary reading
    2015
  • Artificial Intelligence: A Modern Approach
    Stuart Russell; Peter Norvig · 4th · optional complementary reading
    2020
  • 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
    optional complementary reading
  • 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
    optional complementary reading
  • 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
    optional complementary reading
  • 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
    optional complementary reading
  • 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
    optional complementary reading
  • 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
    optional complementary reading
  • 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
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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
    optional complementary reading
  • Bayesian and Contextual bandits: Reinforcement Learning: An Introduction (2nd ed.) Sec. 2.9
    optional complementary reading
  • 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.
    optional complementary reading
  • Model-based RL: Reinforcement Learning: An Introduction (2nd ed.) Chap. 8
    optional complementary reading
  • Partially observable RL, DRQN: Hausknecht, M., & Stone, P. Deep recurrent Q-learning for partially observable MDPs. In 2015 AAAI fall symposium series.
    optional complementary reading
  • Distributional RL: Bellemare, Dabney, Munos. A distributional perspective on reinforcement learning. ICML. 2017. Bellemare, Dabney, Rolland. Distributional Reinforcement Learning, MIT Press, 2023.
    optional complementary reading
  • 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
    optional complementary reading
  • Game Theory: Artificial Intelligence: A Modern Approach (4th ed.) Sections 21.1-21.3
    optional complementary reading
  • 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.
    optional complementary reading
  • 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).
    optional complementary reading
  • 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).
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • RL for Finance: Coache, A., & Jaimungal, S. (2024). Reinforcement learning with dynamic convex risk measures. Mathematical Finance, 34(2), 557-587.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
  • 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.
    optional complementary reading
Sources