IN-STK5100 – Reinforcement Learning and Decision Making Under Uncertainty

Schedule, syllabus and examination date

Course content

This course gives a firm foundation to reinforcement learning and decision theory from mainly a statistical, perspective. The aim of the course is two-fold. Firstly, to give a thorough understanding of statistical decision making, Markov decision processes, and the relation of statistical decision making to human decision making. Secondly, to relate the theory to practical problems in reinforcement learning and artificial intelligence through algorithm design, implementation and a group project in reinforcement learning.

Learning outcome

After taking the course, you will:

  • Understand the principles of decision theory.
  • Understand the basics of Bayesian inference
  • Understand Markov Decision Processes
  • Understand Dynamic Programming
  • Be able to design and implement Reinforcement Learning algorithms

Admission to the course

Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for?in Studentweb.

If you are not already enrolled as a student at UiO, please see our information about?admission requirements and procedures.

The course is limited to 30 students (IN-STK5100 and IN-STK9100 together). If the number of enrolled students is higher than the limit, they will be ranked as follows:

  1. PhD candidates who have the topic approved in their study plan
  2. Master?s students at the master?s program Data Science who has the course approved in their study plan
  3. Master?s students at the Faculty of Mathematics and Natural Sciences who have?the course?approved in their study plan
  4. Master?s students at the Faculty of Mathematics and Natural Sciences
  5. Other

This is a challenging course, so it is highly recommended that you know at least?

  • Elementary Python programming skills (IN1000, IN1900 or equivalent experience)
  • Basic linear algebra and calculus (MAT1100/MAT1120, MAT1110 or equivalent)
  • Elementary probability and statistics (STK1000, STK1100)
  • A more advanced course like IN-STK5000 – Adaptive methods for data-based decision making is?advantageous

Overlapping courses

Teaching

The course will consist of

  • 4 hours of lectures/lab per week, for the first part of the semester
  • Then 2 hours of lab (project work) per week, for the last part of the semester

Completion of mandatory assignments is required.?Read more about requirements for submission of assignments, group work and legal cooperation under guidelines for mandatory assignments.

Examination

All mandatory assignments must be approved before you can take the final digital exam

The grade will be assessed based on the following:

  • Group Project: 60% of the final grade

  • Written Digital Exam: 40% of the final grade

?All parts must have a pass grade, and all parts must be passed in the same semester.

It will also be counted as one of?your three?attempts to sit the exam for this course, if you sit the exam for one of the following courses: IN-STK9100 – Reinforcement Learning and Decision Making Under Uncertainty (discontinued)

Examination support material

Any written material + Calculator.

Grading scale

Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about?the grading system.

More about examinations at UiO

You will find further guides and resources at the web page on examinations at UiO.

Last updated from FS (Common Student System) Nov. 13, 2024 2:59:59 AM

Facts about this course

Level
Master
Credits
10
Teaching
Spring

The course is last held spring 2023

Examination
Spring

Examination is last held spring 2025

Teaching language
English