Sequential Learning (Orsay)

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

Year 2025-2026

Courses are every Tuesday, 2pm-5pm in room 1A11, starting from September 23.

Note: there is no course on October 21 and 28.

Course Evaluation

• 1 homework
• 1 final written exam.

Each student is allowed a single handwritten, two-sides, cheatsheet for the exam. Exam will be in room A01 on December 16 at 2pm.

Homework is available here. Submission deadline is November 12 at 7pm. Send your final homework as pdf by email.

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)
• Lecture 6 (MOSS and continuum of arms)
• Lecture 7 (contextual linear bandits)

• Lecture 8 (pure exploration)

• Exercise sheet n°1 (lectures 1 to 4, correction)
• Exercise sheet n°2 (lectures 5 to 8, correction)

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.