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Found 9 papers, 4 papers with code
Adversarial Deep Reinforcement Learning in Portfolio Management
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
Generalized Linear Bandits with Local Differential Privacy
In this paper, we design LDP algorithms for stochastic generalized linear bandits to achieve the same regret bound as in non-privacy settings.
UMIX: Improving Importance Weighting for Subpopulation Shift via Uncertainty-Aware Mixup
Importance reweighting is a normal way to handle the subpopulation shift issue by imposing constant or adaptive sampling weights on each sample in the training dataset.
On Private Online Convex Optimization: Optimal Algorithms in $\ell_p$-Geometry and High Dimensional Contextual Bandits
To address such a challenge as the online convex optimization with privacy protection, we propose a private variant of online Frank-Wolfe algorithm with recursive gradients for variance reduction to update and reveal the parameters upon each data.
DRFLM: Distributionally Robust Federated Learning with Inter-client Noise via Local Mixup
In this paper, we propose a general framework to solve the above two challenges simultaneously.
Distributionally Robust Offline Reinforcement Learning with Linear Function Approximation
Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the training environment (e. g., a simulator).
Vertical Federated Linear Contextual Bandits
In this paper, we investigate a novel problem of building contextual bandits in the vertical federated setting, i. e., contextual information is vertically distributed over different departments.
Single-Trajectory Distributionally Robust Reinforcement Learning
As a framework for sequential decision-making, Reinforcement Learning (RL) has been regarded as an essential component leading to Artificial General Intelligence (AGI).
Reweighted Mixup for Subpopulation Shift
Subpopulation shift exists widely in many real-world applications, which refers to the training and test distributions that contain the same subpopulation groups but with different subpopulation proportions.
