activity
20112021
most citedAdaptive Pricing in Insurance: Generalized Linear Models and Gaussian Process Regression Approaches

1 citations · 2 across the 5 of their papers we have counts for

collaborators

11 papers

cs.LG2021

Learning and Information in Stochastic Networks and Queues

Neil Walton, Kuang Xu

We review the role of information and learning in the stability and optimization of queueing systems. In recent years, techniques from supervised learning, bandit learning and rein…

cs.LG2021

Reinforcement Learning for Traffic Signal Control: Comparison with Commercial Systems

Alvaro Cabrejas-Egea, Raymond Zhang, Neil Walton

Recently, Intelligent Transportation Systems are leveraging the power of increased sensory coverage and computing power to deliver data-intensive solutions achieving higher levels…

cs.LG2020

An Adiabatic Theorem for Policy Tracking with TD-learning

Neil Walton

We evaluate the ability of temporal difference learning to track the reward function of a policy as it changes over time. Our results apply a new adiabatic theorem that bounds the…

cs.GT2020

Perturbed Pricing

Neil Walton, Yuqing Zhang

We propose a simple randomized rule for the optimization of prices in revenue management with contextual information. It is known that the certainty equivalent pricing rule, albeit…

stat.ML2020

Fast Approximate Bayesian Contextual Cold Start Learning (FAB-COST)

Jack R. McKenzie, Peter A. Appleby, Thomas House +1

Cold-start is a notoriously difficult problem which can occur in recommendation systems, and arises when there is insufficient information to draw inferences for users or items. To…

cs.LG20201 cited

A Short Note on Soft-max and Policy Gradients in Bandits Problems

Neil Walton

This is a short communication on a Lyapunov function argument for softmax in bandit problems. There are a number of excellent papers coming out using differential equations for pol…