Events Calendar

CS Colloquium: Yasin Abbasi-Yadkori (Queensland University of Technology) - Planning and Learning in Sequential Decision ProblemsPlanning and Learning in Sequential Decision Problems

Speaker: Yasin Abbasi-Yadkori, Queensland University of Technology

Talk Title: Planning and Learning in Sequential Decision Problems

Series: CS Colloquium

Abstract: Many decision problems have an interactive nature; the decision maker executes an action, receives feedback from the environment, and finally uses the feedback to improve the next decision. For instance, an Internet news recommendation system must make a recommendation based on the current visitor. The system then observes the click patterns of the visitor and can change its future recommendations. Such sequential decision problems are particularly challenging when the decision and state spaces are large, which is often the case in modern applications.

In this talk, I will present my research in planning and learning in large sequential decision problems. I will consider three fundamental decision problems: problems with linear dynamics and quadratic losses (LQ problem); linear optimization with limited feedback (bandit problems); and policy optimization for large scale Markov decision processes. I will demonstrate a data-efficient adaptive controller and show the first finite-time performance guarantee for the LQ problem. For bandit problems, I will present an algorithm that can exploit sparsity in data. The improvement stems from the construction of smaller confidence sets. In particular, I will show the first sparsity confidence set for the linear regression problem. Finally, I will discuss convex optimization reductions for very general Markov decision (planning) problems. The reductions allow us to design computationally efficient algorithms that enjoy strong performance guarantees.

The lecture will be available to stream HERE

Host: Fei Sha

More Info: https://bluejeans.com/866147590

Location: Olin Hall of Engineering (OHE) - 132

Audiences: Everyone Is Invited

Contact: Assistant to CS chair

Event Link: https://bluejeans.com/866147590