Office: IPAM 1129, UCLA.
Email: fei dot feng at math dot ucla dot edu

About Me

I am a Software Engineer at Pinterest Inc. Previously, I had my Ph.D. of Mathematics from UCLA. I was super fortunate to be co-advised by Dr. Wotao Yin and Dr. Lin Yang. My research interests are reinforcement learning (RL) and optimization. I enjoy applying mathematics theory to solve real-world problems.

I have worked on

  1. Efficient exploration in RL;
  2. Function approximation in RL;
  3. Offline RL.

I have a lot of hobbies, including journaling, reading, singing, dancing, traveling, and painting. I love my life and appreciate every little beauty in this world.

Updated in May. 2021.

Publications and Presentations

  1. Ph.D. Thesis: Efficient RL in Various Environments: From the Idealized to the Realistic.
  2. Provably Correct Optimization and Exploration with Non-linear Policies.

    Fei Feng, Wotao Yin, Alekh Agarwal, Lin F. Yang

  3. Provably Efficient Exploration for RL with Unsupervised Learning.[Image]

    Fei Feng, Ruosong Wang, Wotao Yin, Simon S. Du, Lin F. Yang

  4. How Does An Approximate Model Help in Reinforcement Learning? [Preprint]

    Fei Feng, Wotao Yin, Lin F. Yang

  5. AsyncQVI: Async-parallel Q-Value Iteration for RL. [AISTATS 2020][Code][Slides]

    Yibo Zeng, Fei Feng, Wotao Yin

    • Invited speaker at INFORMS 2019 Seattle
    • 2019 Southern California Applied Mathematics Symposium (SOCAMS) [Poster]
  6. Acceleration of SVRG and Katyusha X by Inexact Preconditioning. [ICML 2019][Code]

    Yanli Liu, Fei Feng, Wotao Yin

  7. A2BCD: Asynchronous Acceleration with Optimal Complexity. [top-rated at ICLR 2019]

    Robert Hannah, Fei Feng, Wotao Yin


  1. Girsky Student Award, Department of Mathematics, UCLA, 2020-2021.
  2. Academy Scholarship (5%), Department of Mathematics, Fudan University.
  3. Outstanding Student Scholarship (15%), Department of Mathematics, Fudan University.
  4. Talented Student Scholarship, Zhide Shuyuan, Fudan University.
  5. Meritorious Winner, Interdisciplinary Contest in Modeling, 2014.
  6. First-class Prize, East China Cup Contest in Modeling, 2014.
  7. Team Champion, Group National Cheerleading League of ADIDAS Dancing, Shanghai Station, 2013.
  8. Champion, Contest of Top Ten Singers, Department of Mathematics, Fudan University, 2012.