Add policy gradient example. (#344)

* add policy gradient example

* fix typos

* Minor changes plus some documentation.

* Minor fixes.

doc/source/example-policy-gradient.rst

@@ -0,0 +1,31 @@
+Policy Gradient Methods
+=======================
+
+This code shows how to do reinforcement learning with policy gradient methods.
+View the `code for this example`_.
+
+To run this example, you will need to install `TensorFlow with GPU support`_ (at
+least version ``1.0.0``) and a few other dependencies.
+
+.. code-block:: bash
+
+  pip install gym[atari]
+  pip install tensorflow
+
+Then install the package as follows.
+
+.. code-block:: bash
+
+  cd ray/examples/policy_gradient/
+  python setup.py install
+
+Then you can run the example as follows.
+
+.. code-block:: bash
+
+  python ray/examples/policy_gradient/examples/example.py
+
+This will train an agent on an Atari environment.
+
+.. _`TensorFlow with GPU support`: https://www.tensorflow.org/install/
+.. _`code for this example`: https://github.com/ray-project/ray/tree/master/examples/policy_gradient

doc/source/index.rst

@@ -27,6 +27,7 @@ learning and reinforcement learning applications.*
    :caption: Examples
 
    example-hyperopt.rst
+   example-policy-gradient.rst
    example-resnet.rst
    example-lbfgs.md
    example-rl-pong.md