17 citations · 20 across the 16 of their papers we have counts for
5 papers · 1 filter
Variable Clustering via Distributionally Robust Nodewise Regression
Kaizheng Wang, Xiao Xu, Xun Yu Zhou
We study a multi-factor block model for variable clustering and connect it to regularized subspace clustering through a distributionally robust version of nodewise regression. To s…
Square-root regret bounds for continuous-time episodic Markov decision processes
Xuefeng Gao, Xun Yu Zhou
We study reinforcement learning for continuous-time Markov decision processes (MDPs) in the finite-horizon episodic setting. In contrast to discrete-time MDPs, the inter-transition…
Choquet regularization for reinforcement learning
Xia Han, Ruodu Wang, Xun Yu Zhou
We propose \emph{Choquet regularizers} to measure and manage the level of exploration for reinforcement learning (RL), and reformulate the continuous-time entropy-regularized RL pr…
q-Learning in Continuous Time
Yanwei Jia, Xun Yu Zhou
We study the continuous-time counterpart of Q-learning for reinforcement learning (RL) under the entropy-regularized, exploratory diffusion process formulation introduced by Wang e…
Logarithmic regret bounds for continuous-time average-reward Markov decision processes
Xuefeng Gao, Xun Yu Zhou
We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a contin…