IA318 -- Reinforcement Learning

Telecom ParisTech (2020 - 2021)

I am teaching three classes in the Reinforcement Learning module at Telecom Paristech (also in the Data AI masters with Polytechnique) directed by Prof. Thomas Bonald.

  • Introduction to Multi-Armed Bandits

  • Contextual Linear Bandits

  • Monte Carlo Tree Search and introduction to planning

This year I taught online as everyone these days... and I experimented with handwritten notes using GoodNotes on iPad. The "clean" versions of the notes are below.

Multi-armed Bandits.pdf
Linear Bandits 2021.pdf

Summer School HI! Paris 2021

I will give a tutorial on sequential decision making and present motivating problems in Reinforcement Learning and Marketing. I will introduce the multi-armed bandit model as a way to pose the statistical problem of exploration-versus-exploitation and show how Thompson Sampling provides and elegant and simple solution. The full notes will be posted here shortly after the class but you can already find a preview below.

Practical Session: In this Lab session, we will learn how to implement Thompson Sampling for linear bandits. The Colab is here :)


Summer School_ Online Decision Making.pdf