Dear all,
Please register by 8th March for this exciting workshop on Themes across Control and Reinforcement Learning: https://www.cwi.nl/en/events/cwi-research-semester-programmes/workshop-them…
Control theory and reinforcement learning converge on a shared objective: facilitating autonomous, real-time decision-making to optimise dynamical processes. Historically, these disciplines have diverged in assumptions regarding available prior information and in analytical techniques applied. However, recent advances bridging the two domains are fostering collaborations. As part of a research semester on Control Theory and Reinforcement Learning at CWI, Amsterdam, NL, we have a workshop on broad themes across these topics.
Date: 24-25 March 2025
Venue: CWI (Research Institute for Mathematics and Computer Science), Amsterdam, Netherlands
DEADLINE: 8th March
We have a line-up of renowned speakers:
Ann Nowé, Vrije Universiteit Brussel, Belgium
Bert Kappen, Radboud Univ, Nijmegen, Netherlands
Davide Grossi, Univ of Amsterdam, University of Groningen, Netherlands
Frans Oliehoek, TU Delft, Netherlands
Harri Lähdesmäki, Aalto University, Finland
Jens Kober, TU Delft, Netherlands
Sean Meyn, Univ. of Florida, USA
Sofie Haesaert, Eindhoven University of Technology, Netherlands
Please register by 8th March!
https://www.cwi.nl/en/events/cwi-research-semester-programmes/workshop-them…
This workshop is part of a research semester programme on Control Theory and Reinforcement Learning at CWI, Amsterdam, NL, which comprises a Spring School (17-21 March), this Workshop on Themes (24-25 March), a Workshop on Modern Applications (20-21 May), and an upcoming Workshop on Theory (19-20 June). Download and advertise the poster.
Looking forward to seeing you!
On behalf of the organizers.
https://www.cwi.nl/en/events/cwi-research-semester-programmes/control-theor…
Download and advertise the poster.
Dear all,
Final call to register for the Spring School on Control Theory and Reinforcement Learning for starting PhD / advanced Master's students: Dates: March 17-21, 2025. Venue: CWI (Research Institute for Mathematics and Computer Science), Amsterdam, Netherlands
https://www.cwi.nl/en/events/cwi-research-semester-programmes/spring-school…
Control theory and reinforcement learning share similar objectives, but have differed in their assumptions and approaches. This spring school emphasises connections across control theory, reinforcement learning and stochastic approximation, enabling students to access these broader themes and start to work on cross-cutting projects. The school will be at a preparatory PhD level, suitable for advanced Master's and starting PhD students in these areas.
Distinguished Lecturers:
Bert Kappen, Radboud Univ, Nijmegen, Netherlands
Debabrota Basu, Inria, Lille, France
Frans Oliehoek, TU Delft, Netherlands
Maryam Kamgarpour, EPFL, Lausanne, Switzerland
Sean Meyn, Univ. of Florida, USA
This school is part of a research semester programme on Control Theory and Reinforcement Learning at CWI, Amsterdam, NL, which comprises this Spring School (17-21 March), a Workshop on Themes (24-25 March), a Workshop on Modern Applications (20-21 May), and an upcoming one on Theory (19-20 June). Download and advertise the poster.
Looking forward to seeing you!
On behalf of the organizers.
https://www.cwi.nl/en/events/cwi-research-semester-programs/control-theory-…
Dear all,
It is my pleasure to announce the following CWI Machine Learning seminar
Speaker: Shubhada Agrawal
Title: Markov Chain Variance Estimation: A Stochastic Approximation
Approach
Date: Wednesday 5 March, 11:00
Location: CWI L016
Please find the abstract below.
Hope to see you then.
Best wishes,
Wouter
Details:
https://www.cwi.nl/en/groups/machine-learning/events/machine-learning-semin…
============
*Title:* Markov Chain Variance Estimation: A Stochastic Approximation
Approach
*Abstract:* In this talk, we will address the problem of estimating the
asymptotic variance of a function defined on a Markov chain—an essential
step for statistical inference of the stationary mean. We will look at a
novel recursive estimator that requires O(1) computation per iteration,
does not rely on storing historical samples or prior knowledge of the
run length, and achieves the optimal O(1/n) mean-squared error (MSE)
convergence rate, with provable finite-sample guarantees. Here, n
denotes the total number of samples generated. This estimator is based
on linear stochastic approximation, leveraging an equivalent formulation
of the asymptotic variance through the solution of the Poisson equation.
After presenting the key ideas behind this estimator in a simpler
setting, we will extend the discussion to scenarios with large state
spaces in the underlying Markov chain. We will conclude with an
application in average reward reinforcement learning (RL), where a
certain asymptotic variance will serve as a risk measure.
This talk is based on https://arxiv.org/abs/2409.05733, a joint work
with Siva Theja Maguluri and Prashanth L.A.
*Bio: *Shubhada Agrawal completed her Ph.D. in Computer and Systems
Science from the Tata Institute of Fundamental Research, Mumbai in 2023.
Starting April 2025, she will join the Indian Institute of Science,
Bangalore, India, as an Assistant Professor. She conducted postdoctoral
research at Carnegie Mellon University and Georgia Tech and earned her
undergraduate degree from IIT Delhi. Her research interests lie broadly
in applied probability and sequential decision-making under uncertainty.
Dear all,
Please register by 1st March for this exciting workshop on Themes across Control and Reinforcement Learning: https://www.cwi.nl/en/events/cwi-research-semester-programmes/workshop-them…
Control theory and reinforcement learning converge on a shared objective: facilitating autonomous, real-time decision-making to optimize dynamical processes. Historically, these disciplines have diverged in assumptions regarding available prior information and in analytical techniques applied. However, recent advances bridging the two domains are fostering collaborations. As part of a research semester on Control Theory and Reinforcement Learning at CWI, Amsterdam, NL, we have a workshop on broad themes across these topics.
Date: 24-25 March 2025
Venue: CWI (Research Institute for Mathematics and Computer Science), Amsterdam, Netherlands
DEADLINE: 1st March
We have a line-up of renowned speakers:
Ann Nowé, Vrije Universiteit Brussel, Belgium
Bert Kappen, Radboud Univ, Nijmegen, Netherlands
Davide Grossi, Univ of Amsterdam, University of Groningen, Netherlands
Frans Oliehoek, TU Delft, Netherlands
Harri Lähdesmäki, Aalto University, Finland
Jens Kober, TU Delft, Netherlands
Sean Meyn, Univ. of Florida, USA
Sofie Haesaert, Eindhoven University of Technology, Netherlands
Please register by 1st March!
https://www.cwi.nl/en/events/cwi-research-semester-programmes/workshop-them…
Looking forward to seeing you!
Organizers of the research semester programme on control theory and reinforcement learning.
Download and advertise the poster.
Dear all,
With Jack Mayo we are organizing a symposium on recent developments in
the theory of bandit algorithms on *March 10* at the University of
Amsterdam.
Bandit algorithms operate in a model for repeated decision making under
limited feedback, with great diversity in applications. They are of
fundamental interest in machine learning theory and operations research.
*Preliminary Schedule
*
13.30-14.00 Jack Mayo <https://jackjmayo.nl/> (University of Amsterdam)
Improved Algorithms for Adversarial Linear Contextual Bandits via Reduction
14:00-14.30 Wouter Koolen <http://wouterkoolen.info/> (CWI and
University of Twente)
Coffee Break
14:45-15.15 Julia Olkhovskaya
<https://sites.google.com/view/julia-olkhovskaya/home> (Delft University
of Technology)
15.15-15.45 Dirk van der Hoeven
<https://scholar.google.nl/citations?user=BKyaC-wAAAAJ&hl=en&oi=ao>
(Leiden University)
Coffee Break
16.00-17.00 Tentative: Tor Lattimore <http://tor-lattimore.com/>
(Google Deepmind)
Reception
*Registration
*Attendance is free, but *registration before February 28* is highly
appreciated via the symposium website:
www.timvanerven.nl/events/bandit-symposium2025/
<https://www.timvanerven.nl/events/bandit-symposium2025/>
*Directions*
The symposium will be in the main University of Amsterdam building in
the Science Park in Amsterdam:
/Room A1.04 at Science Park 904/
See also Google Maps <https://maps.app.goo.gl/ubiLwUuNP154z6wZ9>.
When entering through the main entrance, the room will be one floor up
on your left.
Best regards,
Tim
--
Tim van Erven<tim(a)timvanerven.nl>
www.timvanerven.nl
Dear all,
It is my pleasure to announce the following CWI Machine Learning seminar
Speaker: Rafael Frongillo (University of Colorado Boulder)
Title: Incentive problems in data science competitions, and how to
fix them
Date: Friday 28 February, 10:30
Location: CWI L017
Please find the abstract below.
Hope to see you then.
Best wishes,
Wouter
Details:
https://www.cwi.nl/en/groups/machine-learning/events/machine-learning-semin…
============
*Title:* Incentive problems in data science competitions, and how to fix
them
*Abstract:* Machine learning and data science competitions, wherein
contestants submit predictions about held-out data points, are an
increasingly common way to gather information and identify experts. One
of the most prominent platforms is Kaggle, which has run competitions
with prizes up to 3 million USD. The traditional mechanism for
selecting the winner is simple: score each prediction on each held-out
data point, and the contestant with the highest total score wins.
Perhaps surprisingly, this reasonable and popular mechanism can
incentivize contestants to submit wildly inaccurate predictions. The
talk will begin with intuition for the incentive issues and what sort of
strategic behavior one would expect---and when. One takeaway is that,
despite conventional wisdom, large held-out data sets do not always
alleviate these incentive issues, and small ones do not necessarily
suffer from them, as we confirm with formal results. We will then
discuss a new mechanism which is approximately truthful, in the sense
that rational contestants will submit predictions which are close to
their best guess. If time permits, we will see how the same mechanism
solves an open question for online learning from strategic experts.
*Bio:* Rafael (Raf) Frongillo
<https://www.colorado.edu/cs/rafael-frongillo> is an Associate Professor
of Computer Science at the University of Colorado Boulder. His research
lies at the interface between theoretical machine learning and
economics, primarily focusing on information elicitation mechanisms,
which incentivize humans or algorithms to predict accurately. Before
Boulder, Raf was a postdoc at the Center for Research on Computation and
Society at Harvard University and at Microsoft Research New York. He
received his PhD in Computer Science at UC Berkeley, advised by Christos
Papadimitriou and supported by the NDSEG Fellowship.
Dear all,
We invite registrations for a workshop on Themes across Control and Reinforcement Learning: https://www.cwi.nl/en/events/cwi-research-semester-programmes/workshop-them…
Control theory and reinforcement learning converge on a shared objective: facilitating autonomous, real-time decision-making to optimize dynamical processes. Historically, these disciplines have diverged in assumptions regarding available prior information and in analytical techniques applied. However, recent advances bridging the two domains are fostering collaborations. As part of a research semester on Control Theory and Reinforcement Learning at CWI, Amsterdam, NL, we have a workshop on broad themes across these topics.
Date: 24-25 March 2025
Venue: CWI (Research Institute for Mathematics and Computer Science), Amsterdam, Netherlands
We have a line-up of renowned speakers:
Ann Nowé, Vrije Universiteit Brussel, Belgium
Bert Kappen, Radboud Univ, Nijmegen, Netherlands
Davide Grossi, Univ of Amsterdam, University of Groningen, Netherlands
Frans Oliehoek, TU Delft, Netherlands
Harri Lähdesmäki, Aalto University, Finland
Jens Kober, TU Delft, Netherlands
Sean Meyn, Univ. of Florida, USA
Sofie Haesert, Eindhoven University of Technology, Netherlands
Please register at the earliest!
https://www.cwi.nl/en/events/cwi-research-semester-programmes/workshop-them…
Looking forward to seeing you!
Organizers of the research semester programme.
Download and advertise the poster.