5 papers · 1 filter
SMART Fine-tuning Factor Augmented Neural Lasso
Jinhang Chai, Jianqing Fan, Cheng Gao +1
Fine-tuning is a widely used strategy for adapting pre-trained models to new tasks, yet its methodology and theoretical properties in high-dimensional nonparametric settings with v…
Deep Transfer -Learning for Offline Non-Stationary Reinforcement Learning
Jinhang Chai, Elynn Chen, Jianqing Fan
In dynamic decision-making scenarios across business and healthcare, leveraging sample trajectories from diverse populations can significantly enhance reinforcement learning (RL) p…
Structured Matrix Learning under Arbitrary Entrywise Dependence and Estimation of Markov Transition Kernel
Jinhang Chai, Jianqing Fan
The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-spars…
Transition Transfer -Learning for Composite Markov Decision Processes
Jinhang Chai, Elynn Chen, Lin Yang
To bridge the gap between empirical success and theoretical understanding in transfer reinforcement learning (RL), we study a principled approach with provable performance guarante…
Localized exploration in contextual dynamic pricing achieves dimension-free regret
Jinhang Chai, Yaqi Duan, Jianqing Fan +1
We study the problem of contextual dynamic pricing with a linear demand model. We propose a novel localized exploration-then-commit (LetC) algorithm which starts with a pure explor…