# 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.

## Year 2024-2025

Courses are every Tuesday, 2pm-5pm in room 1A11.

**Note:** there is no course on October 29 and November 19.

## Course Evaluation

- 1 homework
- 1 final written exam.

`Each student is allowed a single handwritten, two-sides, cheatsheet for the exam.`

The homework is available here and is due for November 13, 6pm.

## Lecture Notes

- Lecture 1 (learning with experts)
- Lecture 2 (concentration inequalities)
- Lecture 3 (stochastic bandits, part 1)
- Lecture 4 (stochastic bandits, part 2)
Lecture 5 (lower bound)

- Exercise sheet n°1 (lectures 1 to 4)
- Exercise sheet n°2 (lectures 5 to 8)

## Previous years material

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

## 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.