Professor David Leslie
Professor of StatisticsProfile
I am a Professor of Statistical Learning, and Director of Engagement, in the Department of Mathematics and Statistics at Ãå±±ÂÖ¼é. I research statistical learning, decision-making, and game theory. My research on bandit algorithms is used by many of the world's largest companies to balance exploration and exploitation in real time website optimisation. I led the EPSRC/NERC-funded project at Ãå±±ÂÖ¼é, and was a member of the project, funded by an EPSRC Prosperity Partnership with . Prior to my position at Lancaster, I was a senior lecturer in the statistics group of the School of Mathematics, University of Bristol, where I was co-director of the EPSRC-funded cross-disciplinary at the University of Bristol. I was also a partner in the , a large strategic partnership between BAE Systems and EPSRC, and involving researchers from Imperial College, Southampton, Oxford, Bristol and BAE Systems.
Research Interests
- statistical learning
- decision-making
- game theory, particularly learning in games
- reinforcement learning
- stochastic approximation
External Roles
I am a member of the Scientific Board of the .
I am currently an external examiner for and . Previously I was an external examiner at the at Canterbury and the .
I have held numerous roles at the . These include elected Council member, member of the long term strategy group, member of the Academic Affairs Advisory Group, and chair of the Applied Probability Section, and member of the Research Section Committee.
I have served on the programme committee of the .
I was a member of the (aka the Bond Review) and the subsequent exploration into the establishment of an .
PhD Supervisions Completed
I have had the privilege to supervise some great students. The following have finished and moved on:
- Ben May
- Steve Perkins
- Beki Floyd
- Hannah Julienne
- James Edwards
- Chris Sherfield
- James Grant
- Anja Stein
I am always on the lookout for the next good research student. However, note that it is essentially impossible for me to find financial support for students from outside the EU.
PhD Supervision Interests
Bandits in real systems Multi-armed bandit theory [https://en.wikipedia.org/wiki/Multi-armed_bandit] is extremely well-studied in situations where there is a very direct link between actions and rewards. However in many situations where we may wish to deploy these techniques, the choice of an action leads to outcomes in a complex and partially-understood way. For example, choosing the price of a finitely-available product for the following day will result in a semi-predictable sales pattern, and consequent amount of stock left at the end of the day. And choosing some hyper-parameters of a learning method for a period of time will result in a semi-predictable performance improvement of the method. This project will develop techniques for such problems, where there is a (semi-)parameterised model of the world, and sequential decisions must be taken to simultaneously learn the model and optimise outcomes.
Selected Publications
Yazidi, A., Hammer, H., Leslie, D. 17/09/2024 In: IEEE Transactions on Systems, Man, and Cybernetics: Systems. 12 p.
Journal article
Grant, J.A., Leslie, D.S. 7/09/2020 In: arXiv.org.
Journal article
Moss, H.B., Leslie, D.S., Gonzalez, J., Rayson, P. 8/10/2021 In: Journal of Machine Learning Research. 22, 235, p. 1-49. 49 p.
Journal article
Sayin, M.O., Zhang, K., Leslie, D., Basar, T., Ozdaglar, A. 6/12/2021
Conference paper
Bravo, M., Leslie, D.S., Mertikopoulos, P. 2/12/2018
Conference contribution/Paper
May, B.C., Korda, N., Lee, A., Leslie, D.S. 06/2012 In: Journal of Machine Learning Research. 13, p. 2069-2106. 37 p.
Journal article
All Publications
01/10/2024 → 30/09/2027
Research
01/04/2024 → 31/03/2025
Research
01/04/2024 → 31/03/2027
Research
01/04/2024 → 31/03/2027
Research
01/02/2024 → 31/01/2029
Research
18/07/2022 → 22/07/2022
Research
01/10/2021 → 30/09/2024
Research
01/10/2020 → 30/09/2025
Research
01/03/2019 → 29/02/2020
Research
01/10/2018 → 31/03/2022
Research
16/04/2018 → 15/04/2024
Research
01/03/2017 → 31/12/2018
Research
Member of Advisory Panel
Statistical Artificial Intelligence
Extreme Value Theory
STOR-i Centre for Doctoral Training
Statistical Artificial Intelligence
Statistical Artificial Intelligence, STOR-i Centre for Doctoral Training
STOR-i Centre for Doctoral Training
- DSI - Foundations
- Statistical Artificial Intelligence
- STOR-i Centre for Doctoral Training