As a student who wants to work on machine learning, I would like to know how it is possible to start my studies and how to follow it to stay up-to-date. For example, I am willing to work on RL and MAB problems, but there are huge literatures on these topics. Moreover, these topics are studied by researchers from different communities such as AI and ML, Operations Research, Control Engineering, Statistics, etc. And, I think that several papers are published on these topics every week which make it so difficult to follow them.
I would be thankful if someone can suggest a road-map to start studying these topics, follow them and how I should select and study new published papers. Finally, I am willing to know the new trend in RL and MAB problem.