UCL ELLIS

Speaker	Kamil Ciosek
Affiliation	UCL, Computer Science
Date	Friday, 16 January 2015
Time	13:00-14:00
Location	Zoom
Link	Roberts G08 (Sir David Davies lecture theatre)
Event series	Jump Trading/ELLIS CSML Seminar Series
Abstract	The talk presents a way of solving Markov Decision Processes that combines state abstraction and temporal abstraction. Specifically, we combine state aggregation with the options framework and demonstrate that they work well together and indeed it is only after one combines the two that the full benefit of each is realized. We introduce a hierarchical value iteration algorithm where we first coarsely solve subgoals and then use these approximate solutions to exactly solve the MDP. This algorithm solves several problems faster than vanilla value iteration. About the speaker: Kamil Ciosek (ciosek.net) is a PhD student at CSML specialising in approximate approaches to solving MDPs.
Biography