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Doubly-Adaptive Thompson Sampling for Multi-Armed and Contextual Bandits


Feb 25, 2021
Maria Dimakopoulou, Zhimei Ren, Zhengyuan Zhou


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Simple Agent, Complex Environment: Efficient Reinforcement Learning with Agent State


Feb 18, 2021
Shi Dong, Benjamin Van Roy, Zhengyuan Zhou


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Federated LQR: Learning through Sharing


Nov 03, 2020
Zhaolin Ren, Aoxiao Zhong, Zhengyuan Zhou, Na Li


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Dynamic Batch Learning in High-Dimensional Sparse Linear Contextual Bandits


Aug 28, 2020
Zhimei Ren, Zhengyuan Zhou

* 33 pages 

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Federated Learning's Blessing: FedAvg has Linear Speedup


Jul 11, 2020
Zhaonan Qu, Kaixiang Lin, Jayant Kalagnanam, Zhaojian Li, Jiayu Zhou, Zhengyuan Zhou


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Learning to Bid Optimally and Efficiently in Adversarial First-price Auctions


Jul 09, 2020
Yanjun Han, Zhengyuan Zhou, Aaron Flores, Erik Ordentlich, Tsachy Weissman


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Distributional Robust Batch Contextual Bandits


Jun 10, 2020
Nian Si, Fan Zhang, Zhengyuan Zhou, Jose Blanchet

* The short version has been accepted in ICML 2020 

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Distributional Soft Actor Critic for Risk Sensitive Learning


Apr 30, 2020
Xiaoteng Ma, Qiyuan Zhang, Li Xia, Zhengyuan Zhou, Jun Yang, Qianchuan Zhao


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Sequential Batch Learning in Finite-Action Linear Contextual Bandits


Apr 14, 2020
Yanjun Han, Zhengqing Zhou, Zhengyuan Zhou, Jose Blanchet, Peter W. Glynn, Yinyu Ye


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Optimal No-regret Learning in Repeated First-price Auctions


Apr 14, 2020
Yanjun Han, Zhengyuan Zhou, Tsachy Weissman


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Diagonal Preconditioning: Theory and Algorithms


Mar 25, 2020
Zhaonan Qu, Yinyu Ye, Zhengyuan Zhou

* Under review, previous version wrong draft 

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Finite-Time Last-Iterate Convergence for Multi-Agent Learning in Games


Mar 18, 2020
Tianyi Lin, Zhengyuan Zhou, Panayotis Mertikopoulos, Michael I. Jordan

* Correct some typos 

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Multi-action Offline Policy Learning with Bayesian Optimization


Mar 17, 2020
Fang Cai, Zhaonan Qu, Li Xia, Zhengyuan Zhou

* Under review 

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Delay-Adaptive Learning in Generalized Linear Contextual Bandits


Mar 11, 2020
Jose Blanchet, Renyuan Xu, Zhengyuan Zhou


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Provably Efficient Reinforcement Learning with Aggregated States


Dec 13, 2019
Shi Dong, Benjamin Van Roy, Zhengyuan Zhou


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Balanced Linear Contextual Bandits


Dec 15, 2018
Maria Dimakopoulou, Zhengyuan Zhou, Susan Athey, Guido Imbens

* AAAI 2019 Oral Presentation. arXiv admin note: substantial text overlap with arXiv:1711.07077 

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Offline Multi-Action Policy Learning: Generalization and Optimization


Oct 10, 2018
Zhengyuan Zhou, Susan Athey, Stefan Wager


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MentorNet: Learning Data-Driven Curriculum for Very Deep Neural Networks on Corrupted Labels


Aug 13, 2018
Lu Jiang, Zhengyuan Zhou, Thomas Leung, Li-Jia Li, Li Fei-Fei

* published at ICML 2018 

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On the convergence of mirror descent beyond stochastic convex programming


Jul 16, 2018
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Stephen Boyd, Peter Glynn

* 30 pages, 5 figures 

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Learning in games with continuous action sets and unknown payoff functions


Jan 16, 2018
Panayotis Mertikopoulos, Zhengyuan Zhou

* 36 pages, 2 figures; completely reworked structure of first version and dropped individual concavity assumptions 

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