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README.md

Open In Colab

Slides - here

Exploration and exploitation

  • [main] David Silver lecture on exploration and expoitation - video
  • Alternative lecture by J. Schulman - video
  • Alternative lecture by N. de Freitas (with bayesian opt) - video
  • Our lectures (russian)
    • "mathematical" lecture (by Alexander Vorobev) '17 - slides, video
    • "practical" lecture '18 - video
    • Seminar - video

More materials

  • Gittins Index - the less heuristical approach to bandit exploration - article
  • "Deep" version: variational information maximizing exploration - video
    • Same topics in russian - video
  • Lecture covering intrinsically motivated reinforcement learning - video
    • Slides
    • Same topics in russian - video
    • Note: UCB-1 is not for bernoulli rewards, but for arbitrary r in [0,1], so you can just scale any reward to [0,1] to obtain a peace of mind. It's derived directly from Hoeffding's inequality.

Seminar

In this seminar, you'll be solvilg basic and contextual bandits with uncertainty-based exploration like Bayesian UCB and Thompson Sampling.

You will also need Bayesian Neural Networks. You will need theano/lasagne for this one:

# either
conda install Theano
# or
pip install --upgrade https://github.com/Theano/Theano/archive/master.zip
# and then lasagne
pip install --upgrade https://github.com/Lasagne/Lasagne/archive/master.zip

Everything else is in the notebook :)