I recently asked Dalcy if he had gotten any better answer to this question, and he said yes! This;
Foundations of Reinforcement Learning and Interactive Decision Making, by Foster and Rakhlin
At 159 pages, it's derived from the lecture notes from the class they teach at MIT. It discusses the "Decision-Estimation Coefficient" which checks notes @Diffractor thinks is the bee's knees. Abstract;
These lecture notes give a statistical perspective on the foundations of reinforcement learning and interactive decision making. We present a unifying framework for addressing the exploration-exploitation dilemma using frequentist and Bayesian approaches, with connections and parallels between supervised learning/estimation and decision making as an overarching theme. Special attention is paid to function approximation and flexible model classes such as neural networks. Topics covered include multi-armed and contextual bandits, structured bandits, and reinforcement learning with high-dimensional feedback.
The Huggingface deep RL course came out last year. It includes theory sections, algorithm implementation exercises, and sections on various RL libraries that are out there. I went through it as it came out, and I found it helpful. https://huggingface.co/learn/deep-rl-course/unit0/introduction
Answering my own question, review / survey articles like https://arxiv.org/abs/1811.12560 seem like a pretty good intro.
Well, Sutton & Barto is the standard choice, but:
And also has some issues with eg claiming that the Reward is the optimization target. Other RL textbooks also seem similarly problematic - very outdated, with awkward language / conceptual confusions.
OpenAI's Spinning Up DRL seems better in the not-being-outdated front, but feels quite high-level, focusing mostly on practicality & implementation - while I'm looking also for a more theoretical discussion of RL.
I'm starting to think that there probably isn't such a resource fitting all my bills, so I'm considering the mix of (1) lightly reading textbooks for old-RL theory discussions and (2) instead covering modern surveys for catching up to the recent DRL stuff.
Are there any resources for learning RL that doesn't contain (any of) the problems I've mentioned above? Would like to know if I'm missing any.