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DESCRIPTION:Online Learning with Markovian Data via Reverse Experience Replay
URL;VALUE=URI:https://www.csa.iisc.ac.in/newweb/event/250/online-learning-with-markovian-data-via-reverse-experience-replay/
SUMMARY:Learning with Markovian data is a challenging problem with several applications in critical domains like reinforcement learning, control theory, time series analysis etc.  Techniques like SGD are the workhorse of large-scale learning, with rigorous analysis for streaming i.i.d. data in several regimes. But their applicability to non i.i.d. Markovian data is unclear due to dependency between points.<br>
In this talk, we will present results showing that SGD in general can be significantly sub-optimal for Markovian data. In contrast, through three critical problems: a) linear regression, b) dynamical system identification aka vector auto-regressive model estimation, c) policy learning with Linear MDPs, we demonstrate that SGD enhanced with experience replay--a popular heuristic used in RL literature--leads to nearly optimal solutions. To the best of our knowledge, we provide the first rigorous analysis of the practically popular experience replay technique. Similarly, our result provides the first provably efficient Q-learning style method for finding optimal policy for linear MDPs.<br>
Based on joint works with Naman Agarwal, Syomantak Chaudhuri, Suhas Kowshik, Dheeraj Nagaraj, Praneeth Netrapalli, Carrie Wu.
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After the talk we will then have a 30 mins Q&A session with students to make them aware of various opportunities at Google Research India including predoc roles and student researchership.<br>
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Google research India has several opportunities for graduating/final year students to participate in research projects. Here is a partial list:<br>
1. Predoc researcher: Candidates who hold Bachelors/Masters degrees can spend up to two years working with research teams at Google research India on cutting-edge research projects. Most of our past pre-doc researchers have then gone on to pursue PhDs at top schools such as MIT, Berkeley, CMU, University of Washington etc.<br>
2. Student researcher/ student internships: This is for students who are in their final/pre-final year of their Bachelors/Masters or any year of their PhD program to spend part of their time working on research projects with teams at Google research India.
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