Background
Among the many asylum and sanctuary seekers and academics seeking refuge are mathematicians and statisticians; they are part of the global mathematical sciences community. However, when they come to the UK they may be unable to work and so feel isolated from the subject they love. They are in personal and intellectual limbo.
Once and Twice Categorified Algebra
Abstract
I will explain in what sense the theory of finite tensor categories is a categorification of the theory of finite dimensional algebras. In particular, I will introduce finite module categories, review a key result of Ostrik, and present Morita theory for finite categories. I will give many examples to illustrate these ideas. Then, I will explain the elementary properties of finite braided tensor categories. If time permits, I will also mention my own work, which consists in categorifying these ideas once more!
16:00
Wilson loops: the old, the new and the unstable
The speaker will be in-person. It is also possible to join virtually via zoom.
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models
Abstract
We develop a probabilistic framework for analysing model-based reinforcement learning in the episodic setting. We then apply it to study finite-time horizon stochastic control problems with linear dynamics but unknown coefficients and convex, but possibly irregular, objective function. Using probabilistic representations, we study regularity of the associated cost functions and establish precise estimates for the performance gap between applying optimal feedback control derived from estimated and true model parameters. We identify conditions under which this performance gap is quadratic, improving the linear performance gap in recent work [X. Guo, A. Hu, and Y. Zhang, arXiv preprint, arXiv:2104.09311, (2021)], which matches the results obtained for stochastic linear-quadratic problems. Next, we propose a phase-based learning algorithm for which we show how to optimise exploration-exploitation trade-off and achieve sublinear regrets in high probability and expectation. When assumptions needed for the quadratic performance gap hold, the algorithm achieves an order (N‾‾√lnN) high probability regret, in the general case, and an order ((lnN)2) expected regret, in self-exploration case, over N episodes, matching the best possible results from the literature. The analysis requires novel concentration inequalities for correlated continuous-time observations, which we derive.
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Dr Lukasz Szpruch