I am not a core developer and thus really can’t comment about the scope of 
scikit-learn here :P. But I am a curious about how to implement it in 
scikit-learn efficiently. I think an implementation based on Theano or 
TensorFlow may be a better place for such a module (maybe skflow, which has a 
scikit-like API https://github.com/tensorflow/skflow?)

> On Mar 2, 2016, at 2:21 PM, Michał Koziarski <michalkoziar...@gmail.com> 
> wrote:
> 
> Hello everyone,
> 
> As far as I can tell, except PyBrain (which doesn't seem to be actively 
> developed) there are no reinforcement learning libraries in Python. I was 
> wondering if community would be interested in using one and making it a part 
> of scikit-learn. Does it lie within the scope of the project?
> 
> Very raw idea is, as follows: 
> - to design common interface, similar to what is used in other parts of 
> scikit-sklearn;
> - to implement established RL algorithms, reliant heavily on estimators 
> available in scikit-learn;
> - and to prepare practical examples of what RL can be used for, to both 
> supplement documentation and encourage people not yet familiar with RL to 
> experiment with it in their own projects.
> 
> Once again, I would mostly like to know whether it event lies within the 
> scope of the project, or if it just won't be added because of project 
> philosophy. Other than that, I would obviously appreciate any feedback.
> 
> About me: I am a last master's CS student. My research interests involve 
> machine learning in general and reinforcement learning in particular; this 
> year I hope to start my PhD on the latter. My master's thesis revolves around 
> transfer learning in RL. I have experience with programming in industry and 
> on large projects.
> 
> Cheers,
> Michał
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