Resources for PhD students

Books about probability, bandits and reinforcement learning.
  • Foundations of Modern Probability (3rd ed.), Olav Kallenberg (2021). The answer to every question about probability and measure theory.
  • Bandit Algorithms. Tor Lattimore and Csaba Szepesvari (2019). A comprehensive overview of regret minimization in bandits.
  • Reinforcement Learning. Richard Sutton and Andrew Barto (2018 edition).
  • Reinforcement Learning Algorithms. Csaba Szepesvari (2009).
  • Markov Decision Processes. Martin Puterman (1994). Everything you need to know about MDPs.
Resources about Git:
  • Git Cheat Sheet. A quick reference with the common commands you'll need.
  • Github Docs. All you need to know about git and github, and probably much more.
Non-exhaustive list of machine learning conferences:
  • NeurIPS. Top tier ML conference. All topics. 10000+ attendees.
  • ICML. Top tier ML conference. All topics. 10000+ attendees.
  • COLT. Top learning theory conference. Focus on theory. Around 400 attendees.
  • AISTATS. Good ML conference. All topics. A few thousands attendees (?)
  • ALT. Good learning theory conference. Focus on theory. 100+ attendees.
Some machine learning journals:
  • JMLR. Very good ML journal.
  • TMLR. Newer ML journal. Not as selective. Quicker reviews.