Html-ized notes on theory of MDPs

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Handwritten notes

• Finite horizon MDPs

• Stochastic shortest path problems

• Discounted MDPs

• RL foundations

• Full state algorithms

• Markov chains (review)

• RL with function approximation

• Policy gradient algorithms

Introductory Lectures on Bandits

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Note: Bandits notes is highly incomplete.

Introductory Lectures on Machine Learning

• Probability review

• Singular value decomposition, principal component analysis

• Bayes classifier, maximum likelihood estimation

• Linear models

• PAC learning

• Crash course on optimization

• Logistic regression

• Support vector machines, kernel methods

• Online learning

• Mixture models

Markov Chains

• Poisson processes

• DTMCs (transient behavior)

• DTMCs (limiting behavior)

• CTMCs