We study the escape of Ly \alpha photons from Ly \alpha emitting galaxies ( LAEs ) and the overall galaxy population using a sample of 99 LAEs at 1.9 < z < 3.8 detected through integral-field spectroscopy of blank fields by the HETDEX Pilot Survey . For 89 LAEs with broad-band counterparts we measure UV luminosities and UV slopes , and estimate E ( B - V ) under the assumption of a constant intrinsic UV slope for LAEs . These quantities are used to estimate dust-corrected star formation rates ( SFR ) . Comparison between the observed Ly \alpha luminosity and that predicted by the dust-corrected SFR yields the Ly \alpha escape fraction . We also measure the Ly \alpha luminosity function and luminosity density ( \rho _ { Ly \alpha } ) at 2 < z < 4 . Using this and other measurements from the literature at 0.3 < z < 7.7 we trace the redshift evolution of \rho _ { Ly \alpha } . We compare it to the expectations from the star-formation history of the universe and characterize the evolution of the Ly \alpha escape fraction of galaxies . LAEs at 2 < z < 4 selected down to a luminosity limit of L ( Ly \alpha ) > 3 - 6 \times 10 ^ { 42 } erg s ^ { -1 } ( 0.25 to 0.5 L ^ { * } ) , have a mean \langle E ( B - V ) \rangle = 0.13 \pm 0.01 , implying an attenuation of \sim 70 % in the UV . They show a median UV uncorrected SFR = 11 M _ { \odot } yr ^ { -1 } , dust-corrected SFR = 34 M _ { \odot } yr ^ { -1 } , and Ly \alpha equivalent widths ( EW s ) which are consistent with normal stellar populations . We measure a median Ly \alpha escape fraction of 29 % , with a large scatter and values ranging from a few percent to 100 % . The Ly \alpha escape fraction in LAEs correlates with E ( B - V ) in a way that is expected if Ly \alpha photons suffer from similar amounts of dust extinction as UV continuum photons . This result implies that a strong enhancement of the Ly \alpha EW with dust , due to a clumpy multi-phase ISM , is not a common process in LAEs at these redshifts . It also suggests that while in other galaxies Ly \alpha can be preferentially quenched by dust due to its scattering nature , this is not the case in LAEs . We find no evolution in the average dust content and Ly \alpha escape fraction of LAEs from z \sim 4 to 2 . We see hints of a drop in the number density of LAEs from z \sim 4 to 2 in the redshift distribution and the Ly \alpha luminosity function , although larger samples are required to confirm this . The mean Ly \alpha escape fraction of the overall galaxy population decreases significantly from z \sim 6 to z \sim 2 . Our results point towards a scenario in which star-forming galaxies build up significant amounts of dust in their ISM between z \sim 6 and 2 , reducing their Ly \alpha escape fraction , with LAE selection preferentially detecting galaxies which have the highest escape fractions given their dust content . The fact that a large escape of Ly \alpha photons is reached by z \sim 6 implies that better constraints on this quantity at higher redshifts might detect re-ionization in a way that is uncoupled from the effects of dust .