Search Results for author: Miao Lu

Found 9 papers, 3 papers with code

Bayesian Time Series Forecasting with Change Point and Anomaly Detection

no code implementations ICLR 2018 Anderson Y. Zhang, Miao Lu, Deguang Kong, Jimmy Yang

However, their performance is easily undermined by the existence of change points and anomaly points, two structures commonly observed in real data, but rarely considered in the aforementioned methods.

Anomaly Detection Change Point Detection +3

Learning Robust Policy against Disturbance in Transition Dynamics via State-Conservative Policy Optimization

no code implementations20 Dec 2021 Yufei Kuang, Miao Lu, Jie Wang, Qi Zhou, Bin Li, Houqiang Li

Many existing algorithms learn robust policies by modeling the disturbance and applying it to source environments during training, which usually requires prior knowledge about the disturbance and control of simulators.

Statistical Estimation of Confounded Linear MDPs: An Instrumental Variable Approach

no code implementations12 Sep 2022 Miao Lu, Wenhao Yang, Liangyu Zhang, Zhihua Zhang

Specifically, we propose a two-stage estimator based on the instrumental variables and establish its statistical properties in the confounded MDPs with a linear structure.

Off-policy evaluation

Robust Consensus Clustering and its Applications for Advertising Forecasting

no code implementations27 Dec 2022 Deguang Kong, Miao Lu, Konstantin Shmakov, Jian Yang

Consensus clustering aggregates partitions in order to find a better fit by reconciling clustering results from different sources/executions.

Clustering

Maximize to Explore: One Objective Function Fusing Estimation, Planning, and Exploration

1 code implementation NeurIPS 2023 Zhihan Liu, Miao Lu, Wei Xiong, Han Zhong, Hao Hu, Shenao Zhang, Sirui Zheng, Zhuoran Yang, Zhaoran Wang

To achieve this, existing sample-efficient online RL algorithms typically consist of three components: estimation, planning, and exploration.

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