— Lecture 4 —

A brief introduction to online learning and bandits

Lecturer: Andreas Krause (ETH Zürich)
Time: (Zurich time)
Notes: Click here to download!
Recording: Click here to view! (only for ETH members)


This lecture will provide an introduction to (non-statistical) online learning and multi-armed bandits. We will discuss the multiplicative weights algorithm Hedge, and its partial information counterpart EXP3, as well as some applications to learning in games.

Recommended reading:

  • Hazan, E. (2019). Introduction to Online Convex Optimization. arXiv:1909.05207v1. [Chapter 6.2]
  • Sessa, P. G., et al. (2019). No-Regret Learning in Unknown Games with Correlated Payoffs. Available online.