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cs.LG2023
A Unified Framework of Policy Learning for Contextual Bandit with Confounding Bias and Missing Observations
Siyu Chen, Yitan Wang, Zhaoran Wang +1
We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some v…
cs.LG2021
Wasserstein Flow Meets Replicator Dynamics: A Mean-Field Analysis of Representation Learning in Actor-Critic
Yufeng Zhang, Siyu Chen, Zhuoran Yang +2
Actor-critic (AC) algorithms, empowered by neural networks, have had significant empirical success in recent years. However, most of the existing theoretical support for AC algorit…