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Обычная версия сайта
2026/2027

Математика обучения с подкреплением

Статус: Маго-лего
Охват аудитории: для своего кампуса
Язык: русский
Кредиты: 3
Контактные часы: 28

Программа дисциплины

Аннотация

Reinforcement learning is a type of machine learning. The key feature of this method, unlike classical machine learning, is the interaction of the agent (algorithm) with an environment from which he receives feedback in the form of rewards. The agent's goal is to maximize the sum of rewards that the environment gives him for the "right" interaction. During the course, we will get acquainted with the basic concepts of reinforcement learning theory, talk about the exploration of the environment and the paradigm of optimism. We also study modern reinforcement learning algorithms such as TRPO, PPO, and entropic reinforcement learning, which are widely used, for example, in modern methods of training large language models.
Цель освоения дисциплины

Цель освоения дисциплины

  • Understanding mathematical fundamentals of modern reinforcement learning methods.
Планируемые результаты обучения

Планируемые результаты обучения

  • The ability to apply mathematical methods for the analysis of reinforcement learning algorithms
  • The ability to construct the effective algorithms
  • Developing the skill of problem-solving and understanding algorithms
Содержание учебной дисциплины

Содержание учебной дисциплины

  • Introduction to stochastic multi-armed bandits.
  • Policy Evaluation
  • Learning in MDP
  • Exploration in MDP
  • General state space MDP
  • Policy optimization
Элементы контроля

Элементы контроля

  • неблокирующий Homeworks
    Tasks for the topics covered in class
  • неблокирующий Exam
    The oral exam includes the main topics covered in lectures and seminars.
Промежуточная аттестация

Промежуточная аттестация

  • 2026/2027 2nd module
    0.5 * Exam + 0.5 * Homeworks
Список литературы

Список литературы

Рекомендуемая основная литература

  • 9780262257053 - Sutton, Richard S.; Barto, Andrew G. - Reinforcement Learning : An Introduction - 1998 - A Bradford Book - http://search.ebscohost.com/login.aspx?direct=true&db=nlebk&AN=1094 - nlebk - 1094
  • Li, Y. (2017). Deep Reinforcement Learning: An Overview. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsbas&AN=edsbas.281A6E8D

Рекомендуемая дополнительная литература

  • Markov decision processes in practice, , 2017

Авторы

  • Левин Илья Валерьевич
  • Наумов Алексей Александрович