activity
20182023
most citedAdversarial Deep Reinforcement Learning in Portfolio Management

56 citations · 75 across the 9 of their papers we have counts for

collaborators

9 papers

cs.LG2023

Reweighted Mixup for Subpopulation Shift

Zongbo Han, Zhipeng Liang, Fan Yang +8

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…

stat.ML2023★ 1 cited

Single-Trajectory Distributionally Robust Reinforcement Learning

Zhipeng Liang, Xiaoteng Ma, Jose Blanchet +2

To mitigate the limitation that the classical reinforcement learning (RL) framework heavily relies on identical training and test environments, Distributionally Robust RL (DRRL) ha…

cs.LG2022

Vertical Federated Linear Contextual Bandits

Zeyu Cao, Zhipeng Liang, Shu Zhang +5

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 differen…

cs.LG2022★ 10 cited

UMIX: Improving Importance Weighting for Subpopulation Shift via Uncertainty-Aware Mixup

Zongbo Han, Zhipeng Liang, Fan Yang +7

Subpopulation shift widely exists in many real-world machine learning applications, referring to the training and test distributions containing the same subpopulation groups but va…

cs.LG2022★ 1 cited

Distributionally Robust Offline Reinforcement Learning with Linear Function Approximation

Xiaoteng Ma, Zhipeng Liang, Jose Blanchet +5

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…

cs.LG2022

On Private Online Convex Optimization: Optimal Algorithms in -Geometry and High Dimensional Contextual Bandits

Yuxuan Han, Zhicong Liang, Zhipeng Liang +3

Differentially private (DP) stochastic convex optimization (SCO) is ubiquitous in trustworthy machine learning algorithm design. This paper studies the DP-SCO problem with streamin…

cs.LG2022★ 1 cited

DRFLM: Distributionally Robust Federated Learning with Inter-client Noise via Local Mixup

Bingzhe Wu, Zhipeng Liang, Yuxuan Han +3

Recently, federated learning has emerged as a promising approach for training a global model using data from multiple organizations without leaking their raw data. Nevertheless, di…

stat.ML2021★ 6 cited

Generalized Linear Bandits with Local Differential Privacy

Yuxuan Han, Zhipeng Liang, Yang Wang +1

Contextual bandit algorithms are useful in personalized online decision-making. However, many applications such as personalized medicine and online advertising require the utilizat…

q-fin.PM2018★ 56 cited

Adversarial Deep Reinforcement Learning in Portfolio Management

Zhipeng Liang, Hao Chen, Junhao Zhu +2

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Polic…