activity
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 2022Show all

5 papers · 1 filter

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…