3 papers
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…
math.OC2025
Fast Policy Learning for Linear Quadratic Control with Entropy Regularization
Xin Guo, Xinyu Li, Renyuan Xu
This paper proposes and analyzes two new policy learning methods: regularized policy gradient (RPG) and iterative policy optimization (IPO), for a class of discounted linear-quadra…
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…