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Install OpenAI Gym

Official page: link. Official install: link and link.

Install OpenAI Gym (Ubuntu 16.04)

sudo -H pip install gym

Enable Box2D Simulations

You'll need pybox2d for the Box2D Simulations. Gym 0.10.11 works well with Box2D 2.3.2. On Ubuntu 16.04 Xenial, as seen here, you'll get a lower version via apt package. Thus, better to install via pip:

sudo -H pip install Box2D

Enable Atari Simulations

You'll need this for the Atari Simulations.

sudo -H pip install gym[atari]

Enable MuJoCo and Robotics Simulations

You'll need this for the MuJoCo Simulations and Robotics Simulations. Link: https://github.com/openai/mujoco-py/

Enable Roboschool Simulations

The downside to MuJoCo and Robotics are the license issues. However, you can get simulations that are very similar at openai/roboschool. Follow their instructions carefully, especially the bullet3 part (requires setting the ROBOSCHOOL_PATH environment variable). Once you're all set, if you run into OpenGL issues, hard-coding from OpenGL import GLU in examples as commented at roboschool#15 may be of help.