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fuscarili OP t1_j6zb7y9 wrote

Reply to comment by YOLOBOT666 in [D] I'm at a crossroads: Bayesian methods VS Reinforcement Learning, which to choose? by fuscarili

This is the syllabus:

Reinforcement learning in non-sequential problems:

  • Non-contextual multi-armed bandits
  • Contextual Multi-Armed Bandits

Reinforcement learning in sequential problems:

  • Dynamic planning. Bellman's formula
  • Value-Based Methods
  • Policy-based methods
  • Actor-critic methods
  • Model-Based Methods

Would you say it's within the basic stuff? I honestly have no clue

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Professional_Poet489 t1_j6zgk6h wrote

You can find good lectures on all of these topics on youtube, coursera, etc, but that's also true about Bayesian methods. RL is more fun IMO, but less employable for now. RL is used all over the place for things like recommender engines, ad promotion, etc. The concepts are super valuable. Bayesian methods are a bit more generic and common, and tbh are going out of vogue in most of robotics.

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fuscarili OP t1_j6zr70d wrote

Interesting! And do you know btw if RL is a useful tool in finance? I have heard really polarized opinions about its effectiveness for algorithmic trading/trading bots. Some say it's awful and other people that it's the most promising technology for it.

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Professional_Poet489 t1_j6zsleg wrote

There are smarter people than me out there, so maybe I’m missing something, but the market doesn’t change trajectories because of any move you make. All finance wants to do is guess what the movement will be (up, down, how much). This is a classification or regression problem, not RL.

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YOLOBOT666 t1_j6ziz4m wrote

Yeah, this would be a course in RL, most likely using RL bible as main reference textbook. Agree with the other comment, these lectures are all available online.

What I found valuable in attending a course in person was the prof, lots of insights and intuitions explained in person/office hours was the most valuable part for me. While I was taking the RL course in person, I also referenced online lectures and notes.

In terms of data science interviews and jobs, Bayesian would be more useful, at least more than RL unless you found yourself in robotics or some very niche industry.

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fuscarili OP t1_j6zrmld wrote

You're right in that, it depends a lot on the teacher and also if the student does his part of the job by self-studying and then use the teacher to clarify all the doubts that he may have come up with.

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