Tutorial and Survey on Probabilistic Graphical Model and Variational Inference in Deep Reinforcement Learning

Probabilistic Graphical Modeling and Variational Inference play an important role in recent advances in Deep Reinforcement Learning. Aiming at a self-consistent tutorial survey, this article illustrates basic concepts of reinforcement learning with Probabilistic Graphical Models, as well as derivation of some basic formula as a recap. Reviews and comparisons on recent advances in deep reinforcement learning with different research directions are made from various aspects. We offer Probabilistic Graphical Models, detailed explanation and derivation to several use cases of Variational Inference, which serve as a complementary material on top of the original contributions.