Xu Kuang

Yueyang Liu, Xu Kuang, Benjamin Van Roy · stanford

Thompson sampling has proven effective across a wide range of stationary bandit environments. However, as we demonstrate in this paper, it can perform poorly when applied to non-stationary environments. We attribute such failures to the fact that, when exploring, the algorithm does not differentiate actions based on how quickly the information acquired loses its usefulness due to non-stationarity. Building upon this insight, we propose predictive sampling, an algorithm that deprioritizes acquiring information that quickly loses usefulness. A theoretical guarantee on the performance of predictive sampling is established through a Bayesian regret bound. We provide versions of predictive sampling for which computations tractably scale to complex bandit environments of practical interest. Through numerical simulations, we demonstrate that predictive sampling outperforms Thompson sampling in all non-stationary environments examined.

Yueyang Liu, Xu Kuang, Benjamin Van Roy · stanford

Despite the subject of non-stationary bandit learning having attracted much recent attention, we have yet to identify a formal definition of non-stationarity that can consistently distinguish non-stationary bandits from stationary ones. Prior work has characterized non-stationary bandits as bandits for which the reward distribution changes over time. We demonstrate that this definition can ambiguously classify the same bandit as both stationary and non-stationary; this ambiguity arises in the existing definition's dependence on the latent sequence of reward distributions. Moreover, the definition has given rise to two widely used notions of regret: the dynamic regret and the weak regret. These notions are not indicative of qualitative agent performance in some bandits. Additionally, this definition of non-stationary bandits has led to the design of agents that explore excessively. We introduce a formal definition of non-stationary bandits that resolves these issues. Our new definition provides a unified approach, applicable seamlessly to both Bayesian and frequentist formulations of bandits. Furthermore, our definition ensures consistent classification of two bandits offering agents indistinguishable experiences, categorizing them as either both stationary or both non-stationary. This advancement provides a more robust framework for non-stationary bandit learning.

Zheqing Zhu, Yueyang Liu, Xu Kuang et al.

Real-world applications of contextual bandits often exhibit non-stationarity due to seasonality, serendipity, and evolving social trends. While a number of non-stationary contextual bandit learning algorithms have been proposed in the literature, they excessively explore due to a lack of prioritization for information of enduring value, or are designed in ways that do not scale in modern applications with high-dimensional user-specific features and large action set, or both. In this paper, we introduce a novel non-stationary contextual bandit algorithm that addresses these concerns. It combines a scalable, deep-neural-network-based architecture with a carefully designed exploration mechanism that strategically prioritizes collecting information with the most lasting value in a non-stationary environment. Through empirical evaluations on two real-world recommendation datasets, which exhibit pronounced non-stationarity, we demonstrate that our approach significantly outperforms the state-of-the-art baselines.

Hangcheng Liu, Xu Kuang, Xingshuo Han et al.

Stereo Depth Estimation (SDE) is essential for scene perception in vision-based systems such as autonomous driving. Prior work shows SDE is vulnerable to pixel-optimization attacks, but these methods are limited to digital, static, and view-specific settings, making them impractical. This raises a central question: how to design deployable, adaptive, and transferable attacks under realistic constraints? We present two contributions to answer it. First, we build a unified framework that extends pixel-optimization attacks to four stereo-matching stages: feature extraction, cost-volume construction, cost aggregation, and disparity regression. Through systematic evaluation across nine SDE models with realistic constraints like photometric consistency, we show existing attacks suffer from poor transferability. Second, we propose PatchHunter, the first pixel-optimization-free attack. PatchHunter casts patch generation as a search in a structured space of visual patterns that disrupt core SDE assumptions, and uses a reinforcement learning policy to discover effective and transferable patterns efficiently. We evaluate PatchHunter on three levels: autonomous driving dataset, high-fidelity simulator, and real-world deployment. On KITTI, PatchHunter outperforms pixel-level attacks in both effectiveness and black-box transferability. Tests in CARLA and on vehicles with industrial-grade stereo cameras confirm robustness to physical variations. Even under challenging conditions such as low lighting, PatchHunter achieves a D1-all error above 0.4, while pixel-level attacks remain near 0.

Cong Chen, Omer Karaduman, Xu Kuang

Accurately modeling consumer behavior in energy operations remains challenging due to inherent uncertainties, behavioral complexities, and limited empirical data. This paper introduces a novel approach leveraging generative agents--artificial agents powered by large language models--to realistically simulate customer decision-making in dynamic energy operations. We demonstrate that these agents behave more optimally and rationally in simpler market scenarios, while their performance becomes more variable and suboptimal as task complexity rises. Furthermore, the agents exhibit heterogeneous customer preferences, consistently maintaining distinct, persona-driven reasoning patterns. Our findings highlight the potential value of integrating generative agents into energy management simulations to improve the design and effectiveness of energy policies and incentive programs.

Xu Kuang, Stefan Wager

We use the lens of weak signal asymptotics to study a class of sequentially randomized experiments, including those that arise in solving multi-armed bandit problems. In an experiment with $n$ time steps, we let the mean reward gaps between actions scale to the order $1/\sqrt{n}$ so as to preserve the difficulty of the learning task as $n$ grows. In this regime, we show that the sample paths of a class of sequentially randomized experiments -- adapted to this scaling regime and with arm selection probabilities that vary continuously with state -- converge weakly to a diffusion limit, given as the solution to a stochastic differential equation. The diffusion limit enables us to derive refined, instance-specific characterization of stochastic dynamics, and to obtain several insights on the regret and belief evolution of a number of sequential experiments including Thompson sampling (but not UCB, which does not satisfy our continuity assumption). We show that all sequential experiments whose randomization probabilities have a Lipschitz-continuous dependence on the observed data suffer from sub-optimal regret performance when the reward gaps are relatively large. Conversely, we find that a version of Thompson sampling with an asymptotically uninformative prior variance achieves near-optimal instance-specific regret scaling, including with large reward gaps, but these good regret properties come at the cost of highly unstable posterior beliefs.