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stat.ML2025
Nonconvex Penalized LAD Estimation in Partial Linear Models with DNNs: Asymptotic Analysis and Proximal Algorithms
Lechen Feng, Haoran Li, Lucky Li +1
This paper investigates the partial linear model by Least Absolute Deviation (LAD) regression. We parameterize the nonparametric term using Deep Neural Networks (DNNs) and formulat…
stat.ML2025
Reinforcement Learning for a Discrete-Time Linear-Quadratic Control Problem with an Application
Lucky Li
We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedba…