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Data Science & Deep Learning: Linear Quadratic Control and Online Learning
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Yishay Mansour (Tel Aviv University)
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Monday, 13.1.2020, 12:30
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Taub 301 Taub Bld.
We study the online problems related to controlling a linear time-invariant systems with noisy dynamics where either: (1) onlinevadversarially chosen quadratic losses and known dynamics, or (2) unknown dynamics but known quadratic losses. We present an efficient online learning algorithms for both setting with vanishing regret.

Based on joint works with Alon Cohen, Avinatan Hassidim, Tomer Koren, Nevena Lazic, and Kunal Talwar

Prof. Yishay Mansour got his PhD from MIT in 1990, following it he was a postdoctoral fellow in Harvard and a Research Staff Member in IBM T. J. Watson Research Center. Since 1992 he is at Tel-Aviv University, where he is currently a Professor of Computer Science and has serves as the first head of the Blavatnik School of Computer Science during 2000-2002. He was the founder and first director of the Israeli Center of Research Excellence in Algorithms. Prof. Mansour held positions with IBM Research, Bell Labs, AT&T research Labs, Google Research and MicroSoft Research. He has mentored start-ups as Riverhead, which was acquired by Cisco, Ghoonet and Verix. Prof. Mansour has published over 100 journal papers and over 200 proceeding papers in various areas of computer science with special emphasis on machine learning, algorithmic game theory, communication networks, and theoretical computer science and has supervised over a dozen graduate students in those areas. Prof. Mansour was named as an ACM fellow 2014, and he is currently an associate editor in a number of distinguished journals and has been on numerous conference program committees. He was both the program chair of COLT (1998) and the STOC (2016) and served twice on the COLT steering committee.
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