Course

CS-303: Principles of online decision-making

Summary

This course provides a mathematical treatment of online decision-making. It covers bandits (multi-armed, contextual, structured), Markov Decision Processes (MDPs), and related topics. Key concepts include exploration-exploitation, UCB, Thompson sampling, and tools to derive regret bounds. ...

Lectures

Instructor

Matthias Grossglauser

Official source

https://edu.epfl.ch/coursebook/en/principles-of-online-decision-making-CS-303

Moodle Page

http://go.epfl.ch/CS-303

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