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Energy management systems (EMS) are becoming increasingly important in order to utilize the continuously growing curtailed renewable energy. Promising energy storage systems (ESS), such as batteries and green hydrogen should be employed to…
Loss functions play a pivotal role in optimizing recommendation models. Among various loss functions, Softmax Loss (SL) and Cosine Contrastive Loss (CCL) are particularly effective. Their theoretical connections and differences warrant…
In recent years, the field of precision medicine has seen many advancements. Significant focus has been placed on creating algorithms to estimate individualized treatment rules (ITR), which map from patient covariates to the space of…
We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…
We consider Dynamic Treatment Regimes (DTRs) with One Sided Noncompliance that arise in applications such as digital recommendations and adaptive medical trials. These are settings where decision makers encourage individuals to take…
Trajectory optimization and model predictive control are essential techniques underpinning advanced robotic applications, ranging from autonomous driving to full-body humanoid control. State-of-the-art algorithms have focused on data-driven…
Many cases exist in which a black-box function $f$ with high evaluation cost depends on two types of variables $\bm x$ and $\bm w$, where $\bm x$ is a controllable \emph{design} variable and $\bm w$ are uncontrollable \emph{environmental}…
Disentangled representation learning (DRL) aims to break down observed data into core intrinsic factors for a profound understanding of the data. In real-world scenarios, manually defining and labeling these factors are non-trivial, making…
We consider statistical learning problems, when the distribution $P'$ of the training observations $Z'_1,\; \ldots,\; Z'_n$ differs from the distribution $P$ involved in the risk one seeks to minimize (referred to as the test distribution)…
In reinforcement learning (RL), temporal difference (TD) error is known to be related to the firing rate of dopamine neurons. It has been observed that each dopamine neuron does not behave uniformly, but each responds to the TD error in an…
In this paper, we study distributionally risk-receptive and distributionally robust (or risk-averse) multistage stochastic mixed-integer programs (denoted by DRR- and DRO-MSIPs). We present cutting plane-based and reformulation-based…
We study the problem of observational causal inference with continuous treatments in the framework of inverse propensity-score weighting. To obtain stable weights, we design a new algorithm based on entropy balancing that learns weights to…
Learning customer preferences from an observed behaviour is an important topic in the marketing literature. Structural models typically model forward-looking customers or firms as utility-maximizing agents whose utility is estimated using…
With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…
Reward guidance, also known as posterior sampling, is a popular method for test-time adaptation and post-training in continuous diffusion models. In this paper, we study reward guidance for discrete diffusion language models; now, one…
To train robust deep neural networks (DNNs), we systematically study several target modification approaches, which include output regularisation, self and non-self label correction (LC). Two key issues are discovered: (1) Self LC is the…
The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…
With the emergence of precision medicine, estimating optimal individualized decision rules (IDRs) has attracted tremendous attention in many scientific areas. Most existing literature has focused on finding optimal IDRs that can maximize…
In this paper we propose a new family of algorithms, ATENT, for training adversarially robust deep neural networks. We formulate a new loss function that is equipped with an additional entropic regularization. Our loss function considers…
Randomized experiments are the gold standard for causal inference but face significant challenges in business applications, including limited traffic allocation, the need for heterogeneous treatment effect estimation, and the complexity of…