We review the psychology and neuroscience of reinforcement learning (RL), which has witnessed significant progress in the last two decades, enabled by the comprehensive experimental study of simple learning and decision-making tasks. However, the simplicity of these tasks misses important aspects of reinforcement learning in the real world: (i) State spaces are high-dimensional, continuous, and partially observable; this implies that (ii) data are relatively sparse: indeed precisely the same situation may never be encountered twice; and also that (iii) rewards depend on long-term consequences of actions in ways that violate the classical assumptions that make RL tractable.A seemingly distinct challenge is that, cognitively, these theories have largely connected with procedural and semantic memory: how knowledge about action values or world models extracted gradually from many experiences can drive choice. This misses many aspects of memory related to traces of individual events, such as episodic memory. We suggest that these two gaps are related. In particular, the computational challenges can be dealt with, in part, by endowing RL systems with episodic memory, allowing them to (i) efficiently approximate value functions over complex state spaces, (ii) learn with very little data, and (iii) bridge long-term dependencies between actions and rewards. We review the computational theory underlying this proposal and the empirical evidence to support it. Our proposal suggests that the ubiquitous and diverse roles of memory in RL may function as part of an integrated learning system.
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