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Reinforcement learning proposal earns duo JPMorgan Research Award
Christina Lee Yu, an assistant professor in Cornell’s School of Operations Research and Information Engineering, and Qiaomin Xie, an assistant professor at the University of Wisconsin-Madison, are the recipients of a 2021 JPMorgan Faculty Research Award.
“Reinforcement Learning has emerged as a promising approach for solving challenging sequential decision-making problems in which the model may be unknown a priori,” said Yu. “The focus has largely been on designing general purpose algorithms that are powerful in their ability to handle a wide variety of models, and yet do not efficiently exploit existing problem structure.”
Yu and Xie propose designing reinforcement learning algorithms that efficiently exploit latent low rank structure in the problem, a common property that may arise in many applications, including two-sided financial markets or queueing models for call centers. This research will have an impact on both methodological development and practical applications.
“This work will enable efficient learning of optimal policies with lower computing and data requirements in high dimensional domains of both economic systems and cognitive workflows,” Yu said. “The proposed algorithms will find near-optimal control policies for complex, high-dimensional queueing problems, for which finding analytical solutions is notoriously difficult, if not impossible, despite decades of research.”
Yu, the recipient of the 2021 Intel® Rising Stars Award, joined the ORIE faculty in 2018. Prior to Cornell, she was a postdoc at Microsoft Research New England. She received her Ph.D. in 2017 and M.S. in 2013 in electrical engineering and computer science from the Massachusetts Institute of Technology. She received her B.S. in computer science from the California Institute of Technology in 2011. She received honorable mention for the 2018 INFORMS Dantzig Dissertation Award.
After spending the last few years as a visiting assistant professor at Cornell ORIE, Xie joined the Wisconsin faculty in the Department of Industrial and Systems Engineering this past July.
JPMorgan Research Awards aim to advance AI research to solve real-world problems. JPMorgan’s annual awards support AI research and are a part of its $10 billion-plus annual investment in technology and innovation.