The 25th KMGS will be held on October 5th, Thursday, at Natural Science Building (E6-1) Room 1501.
We invite a speaker Yeongjong Kim from the Dept. of Mathematical Sciences, KAIST.
The abstract of the talk is as follows.
Slot (AM 11:50~PM 12:30)
[Speaker] 김영종 (Yeongjong Kim) from Dept. of Mathematical Sciences, KAIST, supervised by Prof. 백상훈 교수님 (Sanghoon Baek)
[Title] Online Learning in Markov Settings
[Discipline] Optimization
[Abstract]
In this talk, I will explain the setting of online convex optimization and the definition of regret and constraint violation. I then will introduce various algorithms and their theoretical guarantees under various assumptions. The connection with some topics in machine learning such as stochastic gradient descent, multi-armed bandit, and reinforcement learning will also be briefly discussed.
[Language] Korean