Ben Van Roy, June 25th

Title: Simple Agent, Complex Environment: Efficient Reinforcement Learning with Agent States

Speaker: Ben Van Roy, Stanford University

Date/Time: June 25th, 11am EDT

Abstract: I will present a simple reinforcement learning agent that implements an optimistic version of Q-learning and results establishing that this agent can operate with some level of competence in any environment. The results apply even when the environment is arbitrarily complex — and much more so than the agent — and treat a general agent-environment interface, involving a single stream of experience. This level of generality positions the results to inform the design of future agents for operation in complex real environments. I will also discuss some open issues related to the agent and analysis.

Bio: Benjamin Van Roy is a Professor at Stanford University, where he has served on the faculty since 1998. His research focuses on the design, analysis, and application of reinforcement learning algorithms. Beyond academia, he leads a DeepMind Research team in Mountain View, and has also led research programs at Unica (acquired by IBM), Enuvis (acquired by SiRF), and Morgan Stanley.

He is a Fellow of INFORMS and IEEE and has served on the editorial boards of Machine Learning, Mathematics of Operations Research, for which he co-edited the Learning Theory Area, Operations Research, for which he edited the Financial Engineering Area, and the INFORMS Journal on Optimization.

He received the SB in Computer Science and Engineering and the SM and PhD in Electrical Engineering and Computer Science, all from MIT, where his doctoral research was advised by John N. Tstitsiklis. He has been a recipient of the MIT George C. Newton Undergraduate Laboratory Project Award, the MIT Morris J. Levin Memorial Master's Thesis Award, the MIT George M. Sprowls Doctoral Dissertation Award, the National Science Foundation CAREER Award, the Stanford Tau Beta Pi Award for Excellence in Undergraduate Teaching, and the Management Science and Engineering Department's Graduate Teaching Award. He has held visiting positions as the Wolfgang and Helga Gaul Visiting Professor at the University of Karlsruhe, the Chin Sophonpanich Foundation Professor and the InTouch Professor at Chulalongkorn University, a Visiting Professor at the National University of Singapore, and a Visiting Professor at the Chinese University of Hong Kong, Shenzhen.Abstract: I will present a simple reinforcement learning agent that implements an optimistic version of Q-learning and results establishing that this agent can operate with some level of competence in any environment. The results apply even when the environment is arbitrarily complex — and much more so than the agent — and treat a general agent-environment interface, involving a single stream of experience. This level of generality positions the results to inform the design of future agents for operation in complex real environments. I will also discuss some open issues related to the agent and analysis.