Sequential Learning (Orsay)

M2 Mathématique de l'Aléatoire & Mathématiques et Intelligence Artificielle, Université Paris-Saclay, 2023-ongoing

Sequential Learning course for Master 2 Mathématiques de l’Aléatoire & MathIA.

Course Evaluation

1 homework
1 final written exam

Lecture Notes

Lecture 1 (learning with experts)
Lecture 2 (concentration inequalities) + Exercise session 1
Lecture 3 (stochastic bandits, part 1) + Exercise session 2
Lecture 4 (stochastic bandits, part 2)
Lecture 5 (some properties of the KL) + Exercise session 3
Lecture 6 (lower bound) + Exercise session 4
Lecture 7 (MOSS and continuum of arms)
Lecture 8 (contextual, linear bandits) + Exercise session 5
Lecture 9 (pure exploration, BAI) + Exercise session 6

Additional material

Bibliographic Resources

Bandit algorithms, Tor Lattimore and Csaba Szepesvári. Cambridge University Press, 2020.
Introduction to Multi-Armed Bandits, Aleksandrs Slivkins. In Foundations and Trends in Machine Learning, 2019.