5 papers
Revisiting Neural Processes via Fourier Transform and Volterra Series
Peiman Mohseni, Nick Duffield, Raymond K. W. Wong
Modeling unknown latent functions from finite, irregularly sampled measurements is a recurring challenge across science and engineering. Neural processes (NPs), a family of probabi…
Low-rank Distributional Matrix Completion
Jiayi Wang, Raymond K. W. Wong
We study a distributional generalization of the matrix completion problem in which each entry of the target matrix is a probability distribution rather than a scalar. In this setti…
A Principled Path to Fitted Distributional Evaluation
Sungee Hong, Jiayi Wang, Zhengling Qi +1
In reinforcement learning, distributional off-policy evaluation (OPE) focuses on estimating the return distribution of a target policy using offline data collected under a differen…
A Fine-grained Analysis of Fitted Q-evaluation: Beyond Parametric Models
Jiayi Wang, Zhengling Qi, Raymond K. W. Wong
In this paper, we delve into the statistical analysis of the fitted Q-evaluation (FQE) method, which focuses on estimating the value of a target policy using offline data generated…
Distributional Off-policy Evaluation with Bellman Residual Minimization
Sungee Hong, Zhengling Qi, Raymond K. W. Wong
We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different po…