1. Foundations
- What is Reinforcement Learning?
- RL vs Supervised Learning vs Unsupervised Learning
- Real-world examples of RL
- Agent–Environment interaction loop
2. Core Concepts & Terminology
- State
- Action
- Reward
- Environment
- Policy (deterministic vs stochastic)
- Episode vs continuous tasks
- Return (cumulative reward)
- Discount factor (γ)
3. Markov Decision Processes (MDP)
- Markov property
- MDP components: (S, A, R, P, γ)
- State transition probabilities
- Reward function
- Value of a state
4. Value Functions
- State-value function (V(s))
- Action-value function (Q(s, a))
- Bellman equations
- Optimal value functions
5. Dynamic Programming (Model-Based RL)
- Policy evaluation
- Policy improvement
- Policy iteration
- Value iteration
- Limitations of DP
6. Monte Carlo Methods
- Learning from complete episodes
- First-visit vs every-visit MC
- MC policy evaluation
- MC control
- Exploration strategies (ε-greedy)
7. Temporal Difference (TD) Learning
- TD vs Monte Carlo
- TD(0)
- SARSA (on-policy)
- Q-Learning (off-policy)
- Exploration vs exploitation trade-off
8. Function Approximation
- Why tabular methods don’t scale
- Linear function approximation
- Feature representation
- Generalization issues
9. Deep Reinforcement Learning
- Neural networks as function approximators
- Deep Q-Networks (DQN)
- Experience replay
- Target networks
- Common instability issues
10. Policy Gradient Methods
- Why value-based methods fail sometimes
- Policy gradients intuition
- REINFORCE algorithm
- Actor-Critic methods
11. Advanced Topics (Optional / Later)
- Proximal Policy Optimization (PPO)
- Trust Region Policy Optimization (TRPO)
- Model-based RL
- Multi-agent RL
- Exploration strategies
- Offline RL
12. Practical Skills
- OpenAI Gym / Gymnasium
- Implementing algorithms from scratch
- Debugging RL agents
- Evaluating performance
- Common pitfalls in RL
Agent–Environment Interaction Loop
This is the core loop of RL:
- The agent observes the current state of the environment
- The agent chooses an action
- The environment changes state
- The agent receives a reward
- The cycle repeats
State → Action → Reward → Next State → Action → ...
The agent’s goal is to learn actions that lead to higher long-term rewards. At time step ( t ):
- State:
- Action:
- Reward:
- Next state:
The interaction is:
2. Core Concepts & Terminology
State
A state represents the current situation of the environment.
Examples:
- Game board position in chess
- Robot’s position and speed
- Current screen in a video game
The state should contain enough information to make a good decision.
Action
An action is a choice the agent can make.
Examples:
- Move left / right / jump
- Buy / sell / hold a stock
- Accelerate / brake / turn
Actions affect how the environment changes.
Action space
- Discrete (where we have predefined steps or action)
- continuous (where we have infinte steps)
Reward
A reward is a numerical feedback signal from the environment.
- Positive reward → good action
- Negative reward (penalty) → bad action
Examples:
- +1 for winning a game
- −1 for crashing a robot
- Small reward for staying alive longer
Important: The agent’s goal is to maximize total reward, not just immediate reward.
Immediate Reward
Reward received right after an action:
This tells you if the last action was good or bad.
Cumulative Reward (Return)
Total reward collected from now into the future.
This tells you if a sequence of actions is good.
RL agents maximize cumulative reward, not immediate reward.
Discounted Cumulative Reward
Because:
- future is uncertain
- infinite time horizons exist
- immediate rewards are often more valuable
We discount future rewards.
Where:
- ( G_t ) = cumulative reward (return)
- ( \gamma \in [0,1] ) = discount factor
- ( r_{t+k+1} ) = reward at future time step
What the Discount Factor Really Does
Example Rewards
- If ( \gamma = 1 )
- If ( \gamma = 0.9 )
- If ( \gamma = 0 )
-Larger ( \gamma ) → more future-oriented -Smaller ( \gamma ) → more short-term thinking we focus on getting immediate rewards
Return (Cumulative Reward)
The return is the total reward the agent collects over time.
Example:
Reward sequence: 1, 1, -1, 2
Return = 1 + 1 - 1 + 2 = 3
RL focuses on long-term success, not just the next reward.
Discount Factor (γ)
The discount factor (gamma) decides how much future rewards matter.
- γ close to 0 → focus on immediate rewards
- γ close to 1 → care about long-term rewards
Example:
- Short-term thinking: grab quick rewards
- Long-term thinking: sacrifice now for bigger future gains
Environment
The environment is everything outside the agent. It:
- Receives the agent’s action
- Updates the state
- Provides a reward
Examples:
- A game simulator
- The real world
- A physics engine
Policy (Deterministic vs Stochastic)
Accept state as input and return the action
A policy defines how the agent chooses actions.
-
Deterministic policy: Same state → same action
-
Stochastic policy: Same state → action chosen with probabilities
Example:
- Deterministic: “Always turn left”
- Stochastic: “Turn left 70%, right 30%”
Policies control the agent’s behavior.
Episode vs Continuous Tasks
-
Episode: A task with a clear start and end Example: A game that ends when you lose or win
-
Continuous task: No natural ending Example: Robot balancing, stock trading
This affects how learning and rewards are handled.
RL 6 questions
Every RL algorithm must answer six design questions.
Think of them like six engineering design choices.
| Question | What it controls |
|---|---|
| 1 | What the agent sees and can do |
| 2 | How the agent explores |
| 3 | Whether it learns a world model |
| 4 | Whether it evaluates states |
| 5 | How it estimates future reward |
| 6 | How it keeps learning stable |
1. Perception & Agency: What do I see and do?
Before learning can happen, we must define the boundaries. This is the Interface.
- The State (s): This is the information the agent uses to make a decision. Crucially, from first principles, the agent doesn’t “know” what the numbers mean. To a robot, a camera feed is just a matrix of numbers.
- The Action (a): This is the lever the agent can pull.
- Discrete: Turning left or right (Switch).
- Continuous: Pushing an accelerator 12.5% (Slider).
Mental Model: Think of the agent as being in a dark room with a small window (Observation) and a joystick (Action). It has no manual; it only knows what happens next by moving the stick.
2. Motivation: Why do I move?
If an agent just sits there, it learns nothing. We need Heat.
- Extrinsic Reward: “Eat the cookie, get +1 point.”
- Intrinsic (Curiosity): “I’ve never been in this corner of the room before; that’s interesting, get +0.1 point.”
- Exploration (Entropy): To prevent the agent from just doing the same “safe” thing forever (Exploitation), we force it to be “messy” or “random” early on.
3. The “Dream” vs. Reality: Where do I practice?
This is the divide between Model-Free and Model-Based.
-
Model-Free: You learn by doing. You touch a stove, it burns, you don’t do it again. You don’t need to understand thermodynamics to learn not to touch the stove.
-
Model-Based: You try to learn the “Laws of Physics” of the environment (P(s′∣s,a)). Once you have a “World Model,” you can simulate thousands of scenarios in your “head” (the GPU) without ever touching the real stove.
4. Evaluation: How do I measure “Good”?
This is the “Value” vs. “Policy” debate.
-
Value-Based (The Critic): “How much is this specific spot on the board worth?” If I know the value of every spot, I just move to the highest-value spot.
-
Policy-Based (The Actor): “I don’t care how much this spot is worth; I just know that in this situation, I should jump.” It maps State → Action directly.
-
Actor-Critic: The Actor tries to move, and the Critic stands behind it saying, “That move was better/worse than I expected.”
5. Temporal Credit Assignment: How do I plan for the future?
If you win a game of Chess on move 50, was move 5 the “winning” move?
-
Monte Carlo: Wait until the very end. Look back and say, “We won, so every move we made must have been okay.” (High variance, but honest).
-
Temporal Difference (TD): Update your guess based on another guess. “I thought I’d have a 50% chance of winning, but after move 5, I now think I have a 60% chance. Move 5 was good!” (Low variance, but can be biased).
6. Stability: How do I stay grounded?
RL is notoriously unstable because the “data” changes as the agent gets better.
-
Experience Replay: Saving old memories so the agent doesn’t forget how to walk while it’s learning how to run.
-
Trust Regions (PPO/GRPO): Telling the agent, “You can change your mind, but don’t change it by more than 10% at a time.” This prevents “catastrophic forgetting.”
The ultimate goal of the agent is to find a Policy (a strategy mapping states to actions) that maximizes the Return (the cumulative future rewards, which are often reduced over time by a “discount factor” to prioritize immediate success)
Resources
- https://www.reinforcenow.ai/ [best]
- https://www.youtube.com/watch?v=SupFHGbytvA&list=PL_iWQOsE6TfVYGEGiAOMaOzzv41Jfm_Ps
- https://www.youtube.com/watch?v=EvHRQhMX7_w
- https://github.com/anakin87/llm-rl-environments-lil-course
- Let LLMs Wander: Engineering RL Environments — Stefano Fiorucci
- https://www.youtube.com/watch?v=o6l6tJQgUg4 [best]
- https://rlhfbook.com
https://nrehiew.github.io/blog/sft_rl_opd/