1 code implementation • 25 May 2023 • Shuo Yu, Hongyan Xue, Xiang Ao, Feiyang Pan, Jia He, Dandan Tu, Qing He
In practice, a set of formulaic alphas is often used together for better modeling precision, so we need to find synergistic formulaic alpha sets that work well together.
no code implementations • 21 Mar 2023 • Dapeng Li, Feiyang Pan, Jia He, Zhiwei Xu, Dandan Tu, Guoliang Fan
In high-dimensional time-series analysis, it is essential to have a set of key factors (namely, the style factors) that explain the change of the observed variable.
no code implementations • 22 Jul 2022 • Feiyang Pan, Tongzhe Zhang, Ling Luo, Jia He, Shuoling Liu
On the one hand, the continuous action space using percentage changes in prices is preferred for generalization.
no code implementations • 29 Sep 2021 • Mengda Huang, Feiyang Pan, Jia He, Xiang Ao, Qing He
Constrained Reinforcement Learning (CRL) burgeons broad interest in recent years, which pursues both goals of maximizing long-term returns and constraining costs.
1 code implementation • 13 Aug 2021 • Haoming Li, Feiyang Pan, Xiang Ao, Zhao Yang, Min Lu, Junwei Pan, Dapeng Liu, Lei Xiao, Qing He
The delayed feedback problem is one of the imperative challenges in online advertising, which is caused by the highly diversified feedback delay of a conversion varying from a few minutes to several days.
no code implementations • 18 Jul 2021 • Feiyang Pan, Haoming Li, Xiang Ao, Wei Wang, Yanrong Kang, Ao Tan, Qing He
The proposed method is efficient as it can make decisions on-the-fly by utilizing only one randomly chosen model, but is also effective as we show that it can be viewed as a non-Bayesian approximation of Thompson sampling.
no code implementations • NeurIPS 2020 • Feiyang Pan, Jia He, Dandan Tu, Qing He
In complex and noisy settings, model-based RL tends to have trouble using the model if it does not know when to trust the model.
no code implementations • 24 May 2020 • Jianfeng Liu, Feiyang Pan, Ling Luo
A chatbot that converses like a human should be goal-oriented (i. e., be purposeful in conversation), which is beyond language generation.
1 code implementation • IJCNLP 2019 • Ling Luo, Xiang Ao, Yan Song, Feiyang Pan, Min Yang, Qing He
In this work, we re-examine the problem of extractive text summarization for long documents.
Ranked #8 on Extractive Text Summarization on CNN / Daily Mail
no code implementations • 26 May 2019 • Feiyang Pan, Xiang Ao, Pingzhong Tang, Min Lu, Dapeng Liu, Lei Xiao, Qing He
It is often observed that the probabilistic predictions given by a machine learning model can disagree with averaged actual outcomes on specific subsets of data, which is also known as the issue of miscalibration.
1 code implementation • 25 Apr 2019 • Feiyang Pan, Shuokai Li, Xiang Ao, Pingzhong Tang, Qing He
We propose Meta-Embedding, a meta-learning-based approach that learns to generate desirable initial embeddings for new ad IDs.
no code implementations • 18 Nov 2018 • Feiyang Pan, Qingpeng Cai, An-Xiang Zeng, Chun-Xiang Pan, Qing Da, Hua-Lin He, Qing He, Pingzhong Tang
Model-free reinforcement learning methods such as the Proximal Policy Optimization algorithm (PPO) have successfully applied in complex decision-making problems such as Atari games.
no code implementations • 12 Feb 2018 • Feiyang Pan, Qingpeng Cai, Pingzhong Tang, Fuzhen Zhuang, Qing He
We evaluate PGCR on toy datasets as well as a real-world dataset of personalized music recommendations.