activity
20172024
most citedDynamic Regret of Policy Optimization in Non-stationary Environments

11 citations · 38 across the 10 of their papers we have counts for

collaborators

10 papers

cs.LG2024

Taming Equilibrium Bias in Risk-Sensitive Multi-Agent Reinforcement Learning

Yingjie Fei, Ruitu Xu

We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk pre…

cs.CL2023

Don't Retrain, Just Rewrite: Countering Adversarial Perturbations by Rewriting Text

Ashim Gupta, Carter Wood Blum, Temma Choji +4

Can language models transform inputs to protect text classifiers against adversarial attacks? In this work, we present ATINTER, a model that intercepts and learns to rewrite advers…

cs.LG2022

Cascaded Gaps: Towards Gap-Dependent Regret for Risk-Sensitive Reinforcement Learning

Yingjie Fei, Ruitu Xu

In this paper, we study gap-dependent regret guarantees for risk-sensitive reinforcement learning based on the entropic risk measure. We propose a novel definition of sub-optimalit…

cs.LG2021★ 9 cited

Exponential Bellman Equation and Improved Regret Bounds for Risk-Sensitive Reinforcement Learning

Yingjie Fei, Zhuoran Yang, Yudong Chen +1

We study risk-sensitive reinforcement learning (RL) based on the entropic risk measure. Although existing works have established non-asymptotic regret guarantees for this problem,…

cs.LG2020★ 11 cited

Dynamic Regret of Policy Optimization in Non-stationary Environments

Yingjie Fei, Zhuoran Yang, Zhaoran Wang +1

We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy op…

cs.LG2020★ 9 cited

Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret

Yingjie Fei, Zhuoran Yang, Yudong Chen +2

We study risk-sensitive reinforcement learning in episodic Markov decision processes with unknown transition kernels, where the goal is to optimize the total reward under the risk…

math.OC2020★ 7 cited

Spectral Frank-Wolfe Algorithm: Strict Complementarity and Linear Convergence

Lijun Ding, Yingjie Fei, Qiantong Xu +1

We develop a novel variant of the classical Frank-Wolfe algorithm, which we call spectral Frank-Wolfe, for convex optimization over a spectrahedron. The spectral Frank-Wolfe algori…

math.ST2019★ 1 cited

Achieving the Bayes Error Rate in Synchronization and Block Models by SDP, Robustly

Yingjie Fei, Yudong Chen

We study the statistical performance of semidefinite programming (SDP) relaxations for clustering under random graph models. Under the Synchronization model, Censo…

stat.ML2018

Hidden Integrality and Semi-random Robustness of SDP Relaxation for Sub-Gaussian Mixture Model

Yingjie Fei, Yudong Chen

We consider the problem of estimating the discrete clustering structures under the Sub-Gaussian Mixture Model. Our main results establish a hidden integrality property of a semidef…

stat.ML2017★ 1 cited

Exponential error rates of SDP for block models: Beyond Grothendieck's inequality

Yingjie Fei, Yudong Chen

In this paper we consider the cluster estimation problem under the Stochastic Block Model. We show that the semidefinite programming (SDP) formulation for this problem achieves an…