Revisiting Exploration versus Exploitation: Adaptive Control and Multi-Armed Bandits

Tuesday, April 28, 2020 - 3:00pm to Wednesday, April 29, 2020 - 3:55pm

Event Calendar Category

LIDS Seminar Series

Speaker Name

P.R. Kumar

Affiliation

Texas A&M University

Event Recording

Zoom meeting id

468 965 080

Join Zoom meeting

https://mit.zoom.us/j/468965080

Abstract

We consider the central problem of exploration versus exploitation that lies at the heart of several dynamic learning problems. We revisit the problem of regret in adaptive control and examine it in the light of recent interest in solving large scale bandit problems. We present a family of schemes that admits simple index policies whose regret performance appears to be near the best apparently currently available, and at low computational complexity per decision. [Joint work with Xi Liu, Ping-Chun Hsieh, and Anirban Bhattacharya].

Biography

P. R. Kumar’s current focus includes Cyberphysical Systems, Security, Privacy, Unmanned Aerial System Traffic Management, 5G, Wireless Networks, Machine Learning, and Power Systems. He studied at IIT Madras and Washington Univ., St. Louis. He was a faculty member in the Math Dept at the University of Maryland, Baltimore County (1977-84), and ECE and CSL at the University of Illinois, Urbana-Champaign (1985-2011). He is currently at Texas A&M Univ., where he is a University Distinguished Professor, a Regents Professor, and holds the College of Engineering Chair in Computer Engineering. He is a member of the U.S. National Academy of Engineering, The World Academy of Sciences, and Indian National Academy of Engineering. He was awarded a Doctor Honoris Causa by ETH, Zurich. He received the IEEE Field Award for Control Systems, Eckman Award of AACC, Ellersick Prize of IEEE ComSoc, Outstanding Contribution Award of ACM SIGMOBILE, Infocom Achievement Award, SIGMOBILE Test-of-Time Paper Award, and COMSNETS Outstanding Contribution Award. He is a Fellow of IEEE and ACM. He is a Gandhi Distinguished Visiting Professor at IIT Bombay, an Honorary Professor at IIT Hyderabad, and was Leader of a Guest Chair Professor Group at Tsinghua University, Beijing, He was awarded a Distinguished Alumnus Award from IIT Madras, Alumni Achievement Award from Washington University, St. Louis, and Drucker Eminent Faculty Award from UIUC.