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Vignette: Q-learning with low rank structure
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Classroom Contents
Reinforcement Learning
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- 1 Intro
- 2 Birds-eye view of RL
- 3 Illustrative application: RL in personal health
- 4 General thrust
- 5 Direction: Exploiting structure in RL
- 6 Vignette: Q-learning with low rank structure
- 7 Vignette: Model-free versus model-based method
- 8 Estimate dynamics or value functions for LQR? - Linear state space model with quadratic reward function
- 9 Performance of LSTD versus model-based metho
- 10 Direction: Exploration/exploitation beyond bandi
- 11 Vignette: Q-learning with UCB
- 12 Vignette: UCB and Monte Carlo Tree Search
- 13 Direction: From worst-case to instance-optimalit
- 14 Vignette: Instance-optimality of TD learning?
- 15 Instance-optimality in policy evaluation
- 16 Direction: RL in offline settings and causal inferen
- 17 Some future directions exploiting methods from cal inferences instrumental variables propensity score, doubly robust methods, synthetic controls
