We present an approach allowing a robot to acquire new motor skills by learning the couplings across motor control variables. The demonstrated skill is first encoded in a compact form through a modified version of Dynamic Movement Primitives (DMP) which encapsulates correlation information. Expectation-Maximization based Reinforcement Learning is then used to modulate the mixture of dynamical systems initialized from the users demonstration. The approach is evaluated on a torque-controlled 7 DOFs Barrett WAM robotic arm. Two skill learning experiments are conducted: a reaching task where the robot needs to adapt the learned movement to avoid an obstacle, and a dynamic pancake-flipping task. ©2010 IEEE.