Lecture

Reinforcement Learning: Bandit Problems

Graph Chat

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

In course

CS-456: Deep reinforcement learning

This course provides an overview and introduces modern methods for reinforcement learning (RL.) The course starts with the fundamentals of RL, such as Q-learning, and delves into commonly used approaches, like PPO and DQN. The course will introduce student ...

Description

This lecture covers a two-line proof of the convergence in expectation for the learning rule used in reinforcement learning with a 1-step horizon, demonstrating that the empirical estimate of the Q value converges to the real Q value.

Instructors (2)

Wulfram Gerstner

Wulfram Gerstner is Director of the Laboratory of Computational Neuroscience LCN at the EPFL. His research in computational neuroscience concentrates on models of spiking neurons and spike-timing dependent plasticity, on the problem of neuronal coding in single neurons and populations, as well as on the link between biologically plausible learning rules and behavioral manifestations of learning. He teaches courses for Physicists, Computer Scientists, Mathematicians, and Life Scientists at the EPFL. After studies of Physics in Tübingen and at the Ludwig-Maximilians-University Munich (Master 1989), Wulfram Gerstner spent a year as a visiting researcher in Berkeley. He received his PhD in theoretical physics from the Technical University Munich in 1993 with a thesis on associative memory and dynamics in networks of spiking neurons. After short postdoctoral stays at Brandeis University and the Technical University of Munich, he joined the EPFL in 1996 as assistant professor. Promoted to Associate Professor with tenure in February 2001, he is since August 2006 a full professor with double appointment in the School of Computer and Communication Sciences and the School of Life Sciences. Wulfram Gerstner has been invited speaker at numerous international conferences and workshops. He has served on the editorial board of the Journal of Neuroscience, Network: Computation in Neural Systems', Journal of Computational Neuroscience', and `Science'.

Caglar Gulcehre

Teaching & PhD PhD Students Tim Ruben Davidson, Skander Moalla, Anja Surina, Xiuying Wei, Liangze Jiang, Mikhail Terekhov, Amin Mansouri, Justin Samuel Deschenaux, Yitao Xu Courses Training Large Language Models EE-628 This PhD-level course dives deep into the training of Large Language Models (LLMs), focusing on the complementary roles of datasets, pre-training and post training methodologies in shaping model performance and scalability.

Official source

Related concepts (10)

Q-learning

Q-learning is a model-free reinforcement learning algorithm to learn the value of an action in a particular state. It does not require a model of the environment (hence "model-free"), and it can handle problems with stochastic transitions and rewards without requiring adaptations. For any finite Markov decision process (FMDP), Q-learning finds an optimal policy in the sense of maximizing the expected value of the total reward over any and all successive steps, starting from the current state.

Reinforcement learning

Reinforcement learning (RL) is an area of machine learning concerned with how intelligent agents ought to take actions in an environment in order to maximize the notion of cumulative reward. Reinforcement learning is one of three basic machine learning paradigms, alongside supervised learning and unsupervised learning. Reinforcement learning differs from supervised learning in not needing labelled input/output pairs to be presented, and in not needing sub-optimal actions to be explicitly corrected.

Deep reinforcement learning

Deep reinforcement learning (deep RL) is a subfield of machine learning that combines reinforcement learning (RL) and deep learning. RL considers the problem of a computational agent learning to make decisions by trial and error. Deep RL incorporates deep learning into the solution, allowing agents to make decisions from unstructured input data without manual engineering of the state space. Deep RL algorithms are able to take in very large inputs (e.g.

Convergence of random variables

In probability theory, there exist several different notions of convergence of random variables. The convergence of sequences of random variables to some limit random variable is an important concept in probability theory, and its applications to statistics and stochastic processes. The same concepts are known in more general mathematics as stochastic convergence and they formalize the idea that a sequence of essentially random or unpredictable events can sometimes be expected to settle down into a behavior that is essentially unchanging when items far enough into the sequence are studied.

Empirical distribution function

In statistics, an empirical distribution function (commonly also called an empirical cumulative distribution function, eCDF) is the distribution function associated with the empirical measure of a sample. This cumulative distribution function is a step function that jumps up by 1/n at each of the n data points. Its value at any specified value of the measured variable is the fraction of observations of the measured variable that are less than or equal to the specified value.

Related lectures (36)

Multilayer Neural Networks: Deep Learning

Covers the fundamentals of multilayer neural networks and deep learning.

Perception: Data-Driven Approaches

Explores perception in deep learning for autonomous vehicles, covering image classification, optimization methods, and the role of representation in machine learning.

Non conceptual knowledge systems

Explores the impact of Deep learning on Digital Humanities, focusing on non conceptual knowledge systems and recent advancements in AI.

Learning Agents: Exploration-Exploitation Tradeoff

Explores the exploration-exploitation tradeoff in learning unknown effects of actions using multi-armed bandits and Q-learning.

Neural Network Approximation and Learning Log in to Mediaspace to watch this video