A brief introduction to online learning and bandits
| Lecturer: | Andreas Krause (ETH Zürich) |
| Date: | |
| Time: | – (Zurich time) |
| Notes: | Click here to download! |
| Recording: | Click here to view! (only for ETH members) |
Abstract:
This lecture will provide an introduction to (non-statistical) online learning and multi-armed bandits. We will discuss the multiplicative weights algorithm Hedge, and its partial information counterpart EXP3, as well as some applications to learning in games.Recommended reading:
- Hazan, E. (2019). Introduction to Online Convex Optimization. arXiv:1909.05207v1. [Chapter 6.2]
- Sessa, P. G., et al. (2019). No-Regret Learning in Unknown Games with Correlated Payoffs. Available online.