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20182023
most citedAdversarial Deep Reinforcement Learning in Portfolio Management

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

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Showing cs.LGShow all

6 papers · 1 filter

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…

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…