The name “bandit” draws from a gambler in a casino, someone who pulls the arm on one of the slot machines, obtains a reward and repeats the process with the aim of maximizing the total reward accumulated over a fixed horizon. The objective of this course is to cover basic topics in multi-armed bandits, in particular emphasizing the popular exploration-exploitation dilemma as well as the best arm identification (or pure exploration) paradigms. Bulk of the course will be geared towards familiarizing the student with the rigorous mathematical foundations of a variety of popular bandit models in the finite armed setting, while the later part of the course will cover advanced topics such as linear bandit models, where the underlying arms are in a large (possibly infinite) set.
- Teacher: CS16D017 OM PRAKASH
- Teacher: prashla Prashanth L A