Statistical Reinforcement Learning

9-0-3 units · Graduate

Focuses on sample complexity and algorithms for online learning and decision-making. Prediction of individual sequences, online regression, and online density estimation. Multi-armed and contextual bandits. Decision-making with structured observations and the decision-estimation coefficient. Frequentist and Bayesian approaches. Reinforcement learning: tabular methods and function approximation. Behavioral and neural mechanisms of reinforcement learning.