diff --git a/src/forge/data_models/__init__.py b/src/forge/data_models/__init__.py
new file mode 100644
index 000000000..2e41cd717
--- /dev/null
+++ b/src/forge/data_models/__init__.py
@@ -0,0 +1,5 @@
+# Copyright (c) Meta Platforms, Inc. and affiliates.
+# All rights reserved.
+#
+# This source code is licensed under the BSD-style license found in the
+# LICENSE file in the root directory of this source tree.
diff --git a/src/forge/data_models/completion.py b/src/forge/data_models/completion.py
new file mode 100644
index 000000000..eca4f62fe
--- /dev/null
+++ b/src/forge/data_models/completion.py
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+# Copyright (c) Meta Platforms, Inc. and affiliates.
+# All rights reserved.
+#
+# This source code is licensed under the BSD-style license found in the
+# LICENSE file in the root directory of this source tree.
+
+from dataclasses import dataclass
+from typing import Optional
+
+import torch
+from forge.data_models.prompt import Prompt
+
+
+@dataclass
+class Completion:
+    """A model-generated completion for a given prompt."""
+
+    # The original prompt.
+    prompt: Prompt
+
+    # the decoded text returned by the model
+    text: str
+
+    # the encoded text (token ids) that were fed into the model
+    prompt_ids: torch.Tensor
+
+    # the encoded text (token ids) that were generated by the model
+    token_ids: torch.Tensor
+
+    # the log probabilities of the target tokens
+    log_probs: Optional[torch.Tensor] = None
diff --git a/src/forge/data_models/episode.py b/src/forge/data_models/episode.py
new file mode 100644
index 000000000..5df2352ab
--- /dev/null
+++ b/src/forge/data_models/episode.py
@@ -0,0 +1,68 @@
+# Copyright (c) Meta Platforms, Inc. and affiliates.
+# All rights reserved.
+#
+# This source code is licensed under the BSD-style license found in the
+# LICENSE file in the root directory of this source tree.
+
+from dataclasses import dataclass
+from typing import Optional, Sequence
+
+import torch
+from forge.data_models.scored_completion import ScoredCompletion
+
+
+@dataclass
+class Episode:
+    """
+    The Episode data class to be used by the trainer.
+
+    Episodes are usually generated from a scored completion and running various post processing steps.
+    """
+
+    # Concatenated prompt and sample token ids.
+    ids: torch.Tensor
+
+    # The mask for the target ids, 0 for prompt tokens, 1 for sample tokens.
+    mask: torch.Tensor
+
+    # The weight to apply to the loss of each target token. It's normally computed
+    # from the advantage and the reward.
+    weights: torch.Tensor
+
+    # The log probabilities of the target tokens, for prompt part it's set to 0,
+    # for generation part it's computed from the Generator/Sampler.
+    log_probs: Optional[torch.Tensor] = None
+
+    # TODO: add more fields as required
+    state: str = ""
+
+
+def from_scored_completion(scored_completion: ScoredCompletion) -> Episode:
+    """Converts a ScoredCompletion to an Episode."""
+    prompt_ids = scored_completion.completion.prompt_ids
+    token_ids = scored_completion.completion.token_ids
+    log_probs = scored_completion.completion.log_probs
+    ids = torch.cat([prompt_ids, token_ids])
+    mask = torch.cat(
+        [
+            torch.zeros(prompt_ids.shape, dtype=torch.float32),
+            torch.ones_like(token_ids, dtype=torch.float32),
+        ]
+    )
+    advantage = scored_completion.score
+    weights = mask * advantage
+    log_probs = torch.cat(
+        [
+            torch.zeros(prompt_ids.shape, dtype=torch.float32),
+            # TODO: this only works if sample.log_probs is 1
+            log_probs,
+        ]
+    )
+    return Episode(ids=ids, mask=mask, weights=weights, log_probs=log_probs)
+
+
+def from_scored_completions(
+    scored_completions: Sequence[ScoredCompletion],
+) -> Sequence[Episode]:
+    """Converts a sequence of ScoredCompletion to a sequence of Episodes."""
+    return [from_scored_completion(sc) for sc in scored_completions]
diff --git a/src/forge/data_models/prompt.py b/src/forge/data_models/prompt.py
new file mode 100644
index 000000000..55f538c0e
--- /dev/null
+++ b/src/forge/data_models/prompt.py
@@ -0,0 +1,62 @@
+# Copyright (c) Meta Platforms, Inc. and affiliates.
+# All rights reserved.
+#
+# This source code is licensed under the BSD-style license found in the
+# LICENSE file in the root directory of this source tree.
+
+from collections.abc import Sequence
+from dataclasses import dataclass
+from enum import Enum
+from typing import Any
+
+
+class Role(Enum):
+    SYSTEM = "system"
+    USER = "user"
+    ASSISTANT = "assistant"
+    NONE = "none"
+
+
+@dataclass
+class Message:
+    """A single message in a conversation."""
+
+    chunks: Sequence[str]
+    role: Role
+
+
+@dataclass
+class Prompt:
+    """A multi-turn prompt (conversation history)."""
+
+    # Multi-turn messages, each turn is a message.
+    messages: Sequence[Message]
+
+    @classmethod
+    def from_prompt(
+        cls, prompt: str, system_instruction: str | None = None
+    ) -> "Prompt":
+        messages = prompt_to_messages(prompt, system_instruction)
+        return Prompt(
+            messages=messages,
+        )
+
+
+def prompt_to_messages(
+    prompt: str, system_instruction: str | None = None
+) -> Sequence[Message]:
+    """Convert a prompt to a sequence of messages."""
+    messages = []
+    if system_instruction is not None:
+        messages.append(Message(chunks=[system_instruction], role=Role.SYSTEM))
+    messages.append(
+        Message(chunks=[prompt], role=Role.USER),
+    )
+    return messages
+
+
+def to_prompt(prompt: str, system_instruction: str | None = None) -> Prompt:
+    """Converts a prompt to a sequence of messages."""
+    return Prompt(
+        messages=prompt_to_messages(prompt, system_instruction),
+    )
diff --git a/src/forge/data_models/scored_completion.py b/src/forge/data_models/scored_completion.py
new file mode 100644
index 000000000..f41ff7b59
--- /dev/null
+++ b/src/forge/data_models/scored_completion.py
@@ -0,0 +1,19 @@
+# Copyright (c) Meta Platforms, Inc. and affiliates.
+# All rights reserved.
+#
+# This source code is licensed under the BSD-style license found in the
+# LICENSE file in the root directory of this source tree.
+
+from dataclasses import dataclass
+
+from forge.data_models.completion import Completion
+
+
+@dataclass
+class ScoredCompletion:
+    """A completion with an associated score (from a reward model or human)."""
+
+    completion: Completion
+    score: float  # akin to reward
+
+    # TODO: add more fields as needed.