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cs.LG2026
Signature Approach for Contextual Bandits with Nonlinear and Path-dependent Rewards
Xin Guo, Grace He, Xinyu Li
We study contextual bandits with nonlinear and path-dependent rewards through a novel signature-transform-based approach. Leveraging the universal nonlinearity property of signatur…
cs.LG2024
Transportation Marketplace Rate Forecast Using Signature Transform
Haotian Gu, Xin Guo, Timothy L. Jacobs +2
Freight transportation marketplace rates are typically challenging to forecast accurately. In this work, we have developed a novel statistical technique based on signature transfor…