| Invited Talk

Name of the Speaker: Dr. Dheeraj Nagaraj
Guide: Krishna Jagannathan
Online meeting link: ESB 244 (Seminar Hall)
Date/Time: Wednesday August 10 at 3PM
Title: Leveraging Independence to Design Algorithms for Dependent Data: Two Vignettes

Abstract

Learning with dependent data with streaming algorithms is very important in real world applications from time series forecasting to reinforcement learning and control systems. Here the data is often assumed to be Markovian. The limits of learning and the principles behind algorithm design in this context are poorly understood compared to the i.i.d. data setting. In many important cases we can utilize independence in the noise process to obtain algorithms and guarantees which perform near optimally with Markovian data, matching the rates obtained with i.i.d. data. In this talk, I will consider two questions with this theme: