Sequential Learning course for Master 2 Mathématiques de l’Aléatoire & MathIA.
Course Organization (year 2023)
Info on final exam: the final exam will be 3 hours long. The course material is authorised during the exam.
9x2h lectures on Tuesday at 2pm.
6x1h30 exercise sessions after the lecture.
Location: Institut Mathématique d’Orsay, room 1A11
Lectures happen on every Tuesday from 26th September 2023 to 5th December 2023, except on 31st October (holidays) and 21/11.
Exercise sessions happen on following Tuesdays: 03/10, 10/10, 24/10, 07/11, 28/11, 05/12.
- 1 homework
- 1 final written exam on December 19th
- 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