401-3620-16L Seminar in Statistics: Learning Blackjack
|Semester||Spring Semester 2016|
|Lecturers||J. Peters, P. L. Bühlmann, M. H. Maathuis, N. Meinshausen, S. van de Geer|
|Periodicity||yearly recurring course|
|Language of instruction||English|
|Comment||Number of participants limited to 18.|
Mainly for students from the Mathematics Bachelor and Master Programmes who, in addition to the introductory course unit 401-2604-00L Probability and Statistics, have heard at least one core or elective course in statistics
|Abstract||In this seminar, we study different methods that can be applied to the problem of finding a good strategy to play Blackjack. Since the machine does not know the rules of Blackjack, it adopts (and modifies) random strategies. The data for learning will be the games that have been played. Some parts of the seminar will be devoted to implementing these methods in python.|
|Objective||After this seminar, you should know |
- the problem of reinforcement learning,
- inverse probability weighting and its relation to causality,
- contextual multi-armed bandits and
- the optimal strategy of playing BlackJack.
|Prerequisites / Notice||We require at least one course in statistics in addition to the 4th semester course Introduction to Probability and Statistics and basic knowledge in computer programming. |
Topics will be assigned during the first meeting.