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cs.LG2023★ 3 cited
Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning
Dapeng Li, Feiyang Pan, Jia He +3
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. For example, vo…
cs.LG2020★ 19 cited
Trust the Model When It Is Confident: Masked Model-based Actor-Critic
Feiyang Pan, Jia He, Dandan Tu +1
It is a popular belief that model-based Reinforcement Learning (RL) is more sample efficient than model-free RL, but in practice, it is not always true due to overweighed model err…