E3 300: Topics in RL

Description:

This course begins with discussion of linear models, Auto Regressive Moving Average (ARMA) and Auto Regressive Moving Average with Exogenous inputs (ARMAX) models. We then develop Reinforcement Learning algorithms for these models and analyze their learning regret.

Grading:

References:

1. Marie Duflo, "Random Iterative Models." Springer Science & Business Media, 2013.
2. Recent papers published in machine learning conferences.