Search Results for author: Shikai Luo

Found 15 papers, 8 papers with code

Pessimistic Causal Reinforcement Learning with Mediators for Confounded Offline Data

no code implementations18 Mar 2024 Danyang Wang, Chengchun Shi, Shikai Luo, Will Wei Sun

As a result, leveraging large observational datasets becomes a more attractive option for achieving high-quality policy learning.

reinforcement-learning Reinforcement Learning (RL) +1

Robust Offline Reinforcement learning with Heavy-Tailed Rewards

1 code implementation28 Oct 2023 Jin Zhu, Runzhe Wan, Zhengling Qi, Shikai Luo, Chengchun Shi

This paper endeavors to augment the robustness of offline reinforcement learning (RL) in scenarios laden with heavy-tailed rewards, a prevalent circumstance in real-world applications.

Offline RL Off-policy evaluation +1

An Instrumental Variable Approach to Confounded Off-Policy Evaluation

no code implementations29 Dec 2022 Yang Xu, Jin Zhu, Chengchun Shi, Shikai Luo, Rui Song

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy.

Decision Making Off-policy evaluation

Quantile Off-Policy Evaluation via Deep Conditional Generative Learning

no code implementations29 Dec 2022 Yang Xu, Chengchun Shi, Shikai Luo, Lan Wang, Rui Song

Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy.

Decision Making Off-policy evaluation

Conformal Off-policy Prediction

1 code implementation14 Jun 2022 Yingying Zhang, Chengchun Shi, Shikai Luo

Off-policy evaluation is critical in a number of applications where new policies need to be evaluated offline before online deployment.

Conformal Prediction Off-policy evaluation +2

Statistically Efficient Advantage Learning for Offline Reinforcement Learning in Infinite Horizons

1 code implementation26 Feb 2022 Chengchun Shi, Shikai Luo, Yuan Le, Hongtu Zhu, Rui Song

We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications.

reinforcement-learning Reinforcement Learning (RL)

Off-Policy Confidence Interval Estimation with Confounded Markov Decision Process

1 code implementation22 Feb 2022 Chengchun Shi, Jin Zhu, Ye Shen, Shikai Luo, Hongtu Zhu, Rui Song

In this paper, we show that with some auxiliary variables that mediate the effect of actions on the system dynamics, the target policy's value is identifiable in a confounded Markov decision process.

Uncertainty Quantification

Policy Evaluation for Temporal and/or Spatial Dependent Experiments

no code implementations22 Feb 2022 Shikai Luo, Ying Yang, Chengchun Shi, Fang Yao, Jieping Ye, Hongtu Zhu

The aim of this paper is to establish a causal link between the policies implemented by technology companies and the outcomes they yield within intricate temporal and/or spatial dependent experiments.

Marketing

A Multi-Agent Reinforcement Learning Framework for Off-Policy Evaluation in Two-sided Markets

1 code implementation21 Feb 2022 Chengchun Shi, Runzhe Wan, Ge Song, Shikai Luo, Rui Song, Hongtu Zhu

In this paper we consider large-scale fleet management in ride-sharing companies that involve multiple units in different areas receiving sequences of products (or treatments) over time.

Management Multi-agent Reinforcement Learning +1

Graph-Based Equilibrium Metrics for Dynamic Supply-Demand Systems with Applications to Ride-sourcing Platforms

1 code implementation11 Feb 2021 Fan Zhou, Shikai Luo, XiaoHu Qie, Jieping Ye, Hongtu Zhu

How to dynamically measure the local-to-global spatio-temporal coherence between demand and supply networks is a fundamental task for ride-sourcing platforms, such as DiDi.

Optimization and Control Applications

A REINFORCEMENT LEARNING FRAMEWORK FOR TIME DEPENDENT CAUSAL EFFECTS EVALUATION IN A/B TESTING

no code implementations1 Jan 2021 Chengchun Shi, Xiaoyu Wang, Shikai Luo, Rui Song, Hongtu Zhu, Jieping Ye

A/B testing, or online experiment is a standard business strategy to compare a new product with an old one in pharmaceutical, technological, and traditional industries.

Reinforcement Learning (RL)

Causal Probabilistic Spatio-temporal Fusion Transformers in Two-sided Ride-Hailing Markets

no code implementations1 Jan 2021 Shixiang Wan, Shikai Luo, Hongtu Zhu

We conduct a wide range of experiments to demonstrate the interpretability of causal attention, the effectiveness of various model components, and the time efficiency of our CausalTrans.

Causal Inference

Dynamic Causal Effects Evaluation in A/B Testing with a Reinforcement Learning Framework

1 code implementation5 Feb 2020 Chengchun Shi, Xiaoyu Wang, Shikai Luo, Hongtu Zhu, Jieping Ye, Rui Song

A/B testing, or online experiment is a standard business strategy to compare a new product with an old one in pharmaceutical, technological, and traditional industries.

reinforcement-learning Reinforcement Learning (RL)

Sure Screening for Gaussian Graphical Models

2 code implementations29 Jul 2014 Shikai Luo, Rui Song, Daniela Witten

We propose {graphical sure screening}, or GRASS, a very simple and computationally-efficient screening procedure for recovering the structure of a Gaussian graphical model in the high-dimensional setting.

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