Mar 6 – 9, 2023
Europe/Zurich timezone

A Crash Course on Reinforcement Learning

Mar 7, 2023, 10:00 AM
31/3-004 - IT Amphitheatre (CERN)

31/3-004 - IT Amphitheatre


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Lecture Data science and machine learning


Felix Wagner (HEPHY Vienna)


Supervised and unsupervised machine learning has shown great performance in finding mappings between probability distributions, as e.g. in classification problems or for artificial data generation. A more difficult class of problems is decision-making, e.g. controlling dynamical systems or building mathematical algorithms because the framework requires additional time-ordering. Reinforcement learning (RL) was successful in solving such problems, e.g. in finding strategies for games, optimizing algorithms for high-performance computing, and controlling magnetic fields for nuclear fusion reactors and particle accelerators. In this lecture, I will provide an introduction to the framework, with pedagogical examples, mathematical details, and applications in particle physics. In detail, I will cover: 1) Markov decision processes (MDPs) as the mathematical foundation of RL; 2) Solving small MPDs with tabular methods; 3) Solving large MDPs with policy gradient methods.

Primary author

Felix Wagner (HEPHY Vienna)

Presentation materials