Sequential Learning (Orsay)

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

Year 2026-2027

Courses are every Tuesday, 2pm-5pm in room 1A12, starting from September 29, until December 1st.

Note: there is no course on October 6 and October 27.

Course Evaluation

• 1 homework (20%)
• 1 final written exam (80%)

Each student is allowed a single handwritten, two-sides, cheatsheet for the exam. Exam will be on December 15 at 2pm in room 0A4.

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.