Jia Yuan, Yu

Bonjour, je suis présentement post-doctorant à l'École Normale Supérieure et à HEC Paris. Je travaille sur des problèmes d'apprentissage automatique (bandits, LASSO, etc.) avec, entre autres, Gilles Stoltz. Mon bureau se trouve ici : Office: École Normale Supérieure Departement de Mathematiques et Applications 45 rue d'Ulm Paris, 75005 e-mail: jiayuan.yu arobase ens.fr

Research

My research interests include machine learning (online learning, reinforcement learning, sequential decision problems), control and optimization, game theory, mathematical programming. I'm also interested in applications in networking, communication, operations research, and economics.

Legacy

Working papers

• Regret Minimization in Nonstationary Markov Decision Processes, with Shie Mannor [PDF].

Journal articles

• Markov decision processes with arbitrary reward processes, with Shie Mannor and Nahum Shimkin. Mathematics of Operations Research 34(3) [737-757], 2009.
• Online learning with sample path constraints, with Shie Mannor and John N. Tsitsiklis. Journal of Machine Learning Research 10(Mar):[569-590], 2009.
• Efficiency loss of market-based resource allocation with many participants, with Shie Mannor, IEEE Journal on Selected Areas in Communications 25(6), 1244-1259, 2007 [PDF].

Conference papers

• Unimodal bandits, with Shie Mannor, ICML 2011.
• Arbitrarily Modulated Markov Decision Processes, with Shie Mannor, CDC 2009 [PDF].
• Piecewise-stationary bandit problems with side observations, with Shie Mannor, ICML 2009 [PDF, Slides].
• Online learning in Markov decision processes with arbitrarily changing rewards and transitions, with Shie Mannor, GameNets 2009 [PDF].
• Markov decision processes with arbitrary reward processes, with Shie Mannor and Nahum Shimkin, EWRL 2008 [PDF, Slides].
• Online learning with expert advice and finite-horizon constraints, with Branislav Kveton, Georgios Theocharous and Shie Mannor, AAAI 2008 [PDF].
• A lazy approach to online learning with constraints, with Branislav Kveton, Georgios Theocharous and Shie Mannor, ISAIM 2008 [PDF].
• Asymptotics of efficiency loss in competitive market mechanisms, with Shie Mannor, Infocom 2006 [PDF, Slides].

Me

My resume / CV: [PDF].