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 exam will be in room 0A1
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)
- Lecture 6 (MOSS and continuum of arms)
- Lecture 7 (contextual linear bandits)
Lecture 8 (pure exploration)
- Exercise sheet n°1 (lectures 1 to 4)
- Exercise sheet n°2 (lectures 5 to 8)
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.