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Reinforcement Learning

RL is very mathematical. It is advisable to keep the following prereqs ready before starting out with RL. (Look at the respective topic.md files in Slack-Stock-DAG):

  • Python
  • Calculus
  • Probability and Statistics
  • Linear Algebra
  • ML and DL
  • PyTorch (or Tensorflow)
  • Data Structures and Algorithms

Here's the Pathway for RL:

  • Watch David Silver's course on RL basics.
  • Read the first 7 chapters of Hands on Deep Reinforcement Learning to get an idea of how DL and RL meet and how DQNs work and also some nice exposure to code.
  • Deep RL Bootcamp and CS285 are the most important courses for RL (in 2020). Use them for building up a strong theoretical background.
  • At any point you want to get deeper into any classic RL algorithm, dig deeper into the respective chapter in Sutton Barto 2e
  • When you want to practice DQNs and PGs, you can take help from these implementations: Rainbow is all you need and PG is all you need.
  • Read a lot of papers, try out own experiments, etc. Spinning Up should help a lot with this.