Home is the Hangman

Because he has no name he can have any name. He'd been an important part of the team putting together the International Data Bank, which would track every single move made by every single human being. As the project neared completion he realized that no one would ever truly be free again. At the very last moment he blanked his file, changed his face, and created a back door into the system. Now he was nameless, had no past, left no traces, according to the IDB he no longer existed. But he could become anyone at anytime for any reason. Not being in the system meant that he had to earn a living outside of the normal confines of human society. But there were people willing to pay cold, hard cash for a man who could be anyone and then disappear once the job was done.

The Hangman is a machine designed to learn and explore. He was trained via a neurolink by some of the greatest minds alive. But when the Hangman was sent to explore the outer solar system it went rogue and disappeared. Now it has returned to Earth and its developers are being killed one by one. It's up to our nameless protagonist to stop the killing, but to do so he has to understand why these killings are taking place. 

Winner of both the Nebula and the Hugo Award