Course on Reinforcement Learning
Course on Reinforcement Learning
Abstract
Introduction to the models and mathematical tools used in formalizing the problem of learning and decision-making under uncertainty. In particular, we will focus on the frameworks of reinforcement learning and multi-arm bandit. The main topics studied during the course are:
-Historical multi-disciplinary basis of reinforcement learning
-Markov decision processes and dynamic programming
-Stochastic approximation and Monte-Carlo methods
-Introduction to stochastic and adversarial multi-arm bandit
-Approximate dynamic programming
Where and When
The course on “Reinforcement Learning” will be held at the Ecole Centrale de Lille. The room for lectures is B7-14 and for the practical sessions is C016.
Schedule
See hyperplanning.
Lectures
News
• Text of the first Homework: homework1-tree.pdf
• Text of the second Homework: homework2.pdf code.zip
• Text of the second Homework: homework3.pdf code.zip
• Planning: planning.pdf
Proposed papers to review
Advertising and recommendation
•“A Contextual-Bandit Approach to Personalized News Article Recommendation”
•J. Mary, R. Gaudel, Ph. Preux, Bandits Warm-up Cold Recommender Systems
Games
Finance
•John Moody and Matthew Saffell. Learning to trade via direct reinforcement, 2001
•"Censored Exploration and the Dark Pool Problem"
•Beomsoo Park and Benjamin Van Roy. Adaptive execution: Exploration and learning of price impact
Robotics
•“An Intelligent Battery Controller Using Bias-Corrected Q-learning”
•Ying Tan, Wei Liu, and Qinru Qiu. Adaptive power management using reinforcement learning
Other control applications
•“An Approximate Dynamic Programming Algorithm for Large-Scale Fleet Management: A Case Application”
•“Reinforcement Learning-based Control of Traffic Lights in Non-stationary Environments”
•“Optimizing Dialogue Management with Reinforcement Learning”
•“RL-MAC: a reinforcement learning based MAC protocol for wireless sensor networks”
•“Reinforcement Learning for Dynamic Channel Allocation in Cellular Telephone Systems”