Elynn Chen

Jiayu Li, Enpei Zhang, Dawei Zhou et al.

We study workflow learning in a setting where specialized agents hand off control through a shared artifact, each agent observes only a local function of that artifact and its own private state, and no centralized learner accesses joint trajectories -- the operating regime of multi-agent LLM pipelines that span organizational, vendor, or trust boundaries. We formalize this regime as an interface-constrained semi-Markov decision process (IC-SMDP), whose decision epochs occur at handoff times, and design IC-$Q$, an asynchronous decentralized $Q$-learning algorithm in which cross-agent coordination at every handoff is exactly one scalar. Our main result is a finite-sample bound for neural IC-$Q$ that decomposes into three independently controllable error sources: neural function-approximation error, interface representation gap, and a mixing-time residual, under the random option-duration discount. Establishing this bound requires lifting the approximate information state (AIS) framework from single-agent primitive-step MDPs to multi-agent SMDPs and controlling Markovian noise under random duration, neither of which has been done in prior work. To our knowledge this is the first finite-sample guarantee for neural $Q$-learning under decentralized partial observability. Four experiments: a controlled synthetic IC-SMDP that validates the bound term-by-term, multi-LLM mathematical reasoning, multi-agent routing, and multi-agent CPU programming, show that IC-$Q$ matches a centralized oracle without any agent observing joint trajectories, with each of the three error sources scaling along its corresponding axis as the bound predicts.

Elynn Chen, Jiayu Li, Zheshi Zheng et al.

Tensor-valued data arise naturally in neuroimaging, genomics, climate science, and spatiotemporal networks, where multilinear dependencies across modes carry information that is destroyed under vectorization. Existing approaches either impose a single low-rank structure, which can miss localized signal, or treat the tensor as a long vector, which discards its multiway geometry. We propose a *Dual-Channel Tensor Neural Network* (DC-TNN) that decomposes each tensor input into a low-rank core and a sparse refinement, and processes the two components through coupled neural channels. The framework is structure-agnostic and accommodates CP, Tucker, and tensor-train cores within a single architecture. For estimation, we establish non-asymptotic risk bounds for the DC-TNN estimator that decompose into network approximation, core estimation, and refinement-selection terms, and show that the effective dimension is determined jointly by the core rank and refinement sparsity rather than by the ambient tensor size. For inference, we develop a *structure-aware conformal ROC* procedure that calibrates within the core-refinement latent space and produces ROC and AUC confidence bands with finite-sample, distribution-free coverage. Building on this, we propose a *conformal structure selector* that, to our knowledge, is the *first distribution-free procedure* for choosing among candidate tensor decompositions with finite-sample validity. Simulations and an analysis of a protein dataset demonstrate competitive predictive accuracy, reliable uncertainty quantification, and consistent recovery of the tensor structure.

Elynn Chen, Xi Chen, Yi Zhang

We study transfer learning for contextual joint assortment-pricing under a multinomial logit choice model with bandit feedback. A seller operates across multiple related markets and observes only posted prices and realized purchases. While data from source markets can accelerate learning in a target market, cross-market differences in customer preferences may introduce systematic bias if pooled indiscriminately. We model heterogeneity through a structured utility shift, where markets share a common contextual utility structure but differ along a sparse set of latent preference coordinates. Building on this, we develop Transfer Joint Assortment-Pricing (TJAP), a bias-aware framework that combines aggregate-then-debias estimation with a UCB-style policy. TJAP constructs two-radius confidence bounds that separately capture statistical uncertainty and transfer-induced bias, uniformly over continuous prices. We establish matching minimax regret bounds of order $\tilde{O}\!\left(d\sqrt{\frac{T}{1+H}} + s_0\sqrt{T}\right),$revealing a transparent variance-bias tradeoff: transfer accelerates learning along shared preference directions, while heterogeneous components impose an irreducible adaptation cost. Numerical experiments corroborate the theory, showing that TJAP outperforms both target-only learning and naive pooling while remaining robust to cross-market differences.

Yujia Wu, Junyi Mo, Elynn Chen et al.

Graph contrastive learning (GCL) has emerged as a promising approach to enhance graph neural networks' (GNNs) ability to learn rich representations from unlabeled graph-structured data. However, current GCL models face challenges with computational demands and limited feature utilization, often relying only on basic graph properties like node degrees and edge attributes. This constrains their capacity to fully capture the complex topological characteristics of real-world phenomena represented by graphs. To address these limitations, we propose Tensor-Fused Multi-View Graph Contrastive Learning (TensorMV-GCL), a novel framework that integrates extended persistent homology (EPH) with GCL representations and facilitates multi-scale feature extraction. Our approach uniquely employs tensor aggregation and compression to fuse information from graph and topological features obtained from multiple augmented views of the same graph. By incorporating tensor concatenation and contraction modules, we reduce computational overhead by separating feature tensor aggregation and transformation. Furthermore, we enhance the quality of learned topological features and model robustness through noise-injected EPH. Experiments on molecular, bioinformatic, and social network datasets demonstrate TensorMV-GCL's superiority, outperforming 15 state-of-the-art methods in graph classification tasks across 9 out of 11 benchmarks while achieving comparable results on the remaining two. The code for this paper is publicly available at https://github.com/CS-SAIL/Tensor-MV-GCL.git.

Jinhang Chai, Enpei Zhang, Elynn Chen et al.

We study online transfer reinforcement learning (RL) in episodic Markov decision processes, where experience from related source tasks is available during learning on a target task. A fundamental difficulty is that task similarity is typically defined in terms of rewards or transitions, whereas online RL algorithms operate on Bellman regression targets. As a result, naively reusing source Bellman updates introduces systematic bias and invalidates regret guarantees. We identify one-step Bellman alignment as the correct abstraction for transfer in online RL and propose re-weighted targeting (RWT), an operator-level correction that retargets continuation values and compensates for transition mismatch via a change of measure. RWT reduces task mismatch to a fixed one-step correction and enables statistically sound reuse of source data. This alignment yields a two-stage RWT $Q$-learning framework that separates variance reduction from bias correction. Under RKHS function approximation, we establish regret bounds that scale with the complexity of the task shift rather than the target MDP. Empirical results in both tabular and neural network settings demonstrate consistent improvements over single-task learning and naïve pooling, highlighting Bellman alignment as a model-agnostic transfer principle for online RL.

Jinhang Chai, Xuyuan Liu, Elynn Chen et al.

Learning systems often expand their ambient features or latent representations over time, embedding earlier representations into larger spaces with limited new latent structure. We study transfer learning for structured matrix estimation under simultaneous growth of the ambient dimension and the intrinsic representation, where a well-estimated source task is embedded as a subspace of a higher-dimensional target task. We propose a general transfer framework in which the target parameter decomposes into an embedded source component, low-dimensional low-rank innovations, and sparse edits, and develop an anchored alternating projection estimator that preserves transferred subspaces while estimating only low-dimensional innovations and sparse modifications. We establish deterministic error bounds that separate target noise, representation growth, and source estimation error, yielding strictly improved rates when rank and sparsity increments are small. We demonstrate the generality of the framework by applying it to two canonical problems. For Markov transition matrix estimation from a single trajectory, we derive end-to-end theoretical guarantees under dependent noise. For structured covariance estimation under enlarged dimensions, we provide complementary theoretical analysis in the appendix and empirically validate consistent transfer gains.

Tao Wen, Elynn Chen, Yuzhou Chen

Graph classification is an important learning task for graph-structured data. Graph neural networks (GNNs) have recently gained growing attention in graph learning and have shown significant improvements in many important graph problems. Despite their state-of-the-art performances, existing GNNs only use local information from a very limited neighborhood around each node, suffering from loss of multi-modal information and overheads of excessive computation. To address these issues, we propose a novel Tensor-view Topological Graph Neural Network (TTG-NN), a class of simple yet effective topological deep learning built upon persistent homology, graph convolution, and tensor operations. This new method incorporates tensor learning to simultaneously capture Tensor-view Topological (TT), as well as Tensor-view Graph (TG) structural information on both local and global levels. Computationally, to fully exploit graph topology and structure, we propose two flexible TT and TG representation learning modules that disentangle feature tensor aggregation and transformation and learn to preserve multi-modal structure with less computation. Theoretically, we derive high probability bounds on both the out-of-sample and in-sample mean squared approximation errors for our proposed Tensor Transformation Layer (TTL). Real data experiments show that the proposed TTG-NN outperforms 20 state-of-the-art methods on various graph benchmarks.

Elynn Chen, Xi Chen, Wenbo Jing

In data-driven decision-making in marketing, healthcare, and education, it is desirable to utilize a large amount of data from existing ventures to navigate high-dimensional feature spaces and address data scarcity in new ventures. We explore knowledge transfer in dynamic decision-making by concentrating on batch stationary environments and formally defining task discrepancies through the lens of Markov decision processes (MDPs). We propose a framework of Transferred Fitted $Q$-Iteration algorithm with general function approximation, enabling the direct estimation of the optimal action-state function $Q^*$ using both target and source data. We establish the relationship between statistical performance and MDP task discrepancy under sieve approximation, shedding light on the impact of source and target sample sizes and task discrepancy on the effectiveness of knowledge transfer. We show that the final learning error of the $Q^*$ function is significantly improved from the single task rate both theoretically and empirically.

Yujia Wu, Bo Yang, Yang Zhao et al.

Graph Neural Networks (GNNs) have become the de facto standard for analyzing graph-structured data, leveraging message-passing techniques to capture both structural and node feature information. However, recent studies have raised concerns about the statistical reliability of uncertainty estimates produced by GNNs. This paper addresses this crucial challenge by introducing a novel technique for quantifying uncertainty in non-exchangeable graph-structured data, while simultaneously reducing the size of label prediction sets in graph classification tasks. We propose Conformalized Tensor-based Topological Neural Networks (CF-T2NN), a new approach for rigorous prediction inference over graphs. CF-T2NN employs tensor decomposition and topological knowledge learning to navigate and interpret the inherent uncertainty in decision-making processes. This method enables a more nuanced understanding and handling of prediction uncertainties, enhancing the reliability and interpretability of neural network outcomes. Our empirical validation, conducted across 10 real-world datasets, demonstrates the superiority of CF-T2NN over a wide array of state-of-the-art methods on various graph benchmarks. This work not only enhances the GNN framework with robust uncertainty quantification capabilities but also sets a new standard for reliability and precision in graph-structured data analysis.

Yujia Wu, Bo Yang, Elynn Chen et al.

Graph classification in medical imaging and drug discovery requires accuracy and robust uncertainty quantification. To address this need, we introduce Conditional Prediction ROC (CP-ROC) bands, offering uncertainty quantification for ROC curves and robustness to distributional shifts in test data. Although developed for Tensorized Graph Neural Networks (TGNNs), CP-ROC is adaptable to general Graph Neural Networks (GNNs) and other machine learning models. We establish statistically guaranteed coverage for CP-ROC under a local exchangeability condition. This addresses uncertainty challenges for ROC curves under non-iid setting, ensuring reliability when test graph distributions differ from training data. Empirically, to establish local exchangeability for TGNNs, we introduce a data-driven approach to construct local calibration sets for graphs. Comprehensive evaluations show that CP-ROC significantly improves prediction reliability across diverse tasks. This method enhances uncertainty quantification efficiency and reliability for ROC curves, proving valuable for real-world applications with non-iid objects.

Elynn Chen, Yuefeng Han, Jiayu Li

Tensor classification is gaining importance across fields, yet handling partially observed data remains challenging. In this paper, we introduce a novel approach to tensor classification with incomplete data, framed within high-dimensional tensor linear discriminant analysis. Specifically, we consider a high-dimensional tensor predictor with missing observations under the Missing Completely at Random (MCR) assumption and employ the Tensor Gaussian Mixture Model (TGMM) to capture the relationship between the tensor predictor and class label. We propose a Tensor Linear Discriminant Analysis with Missing Data (Tensor LDA-MD) algorithm, which manages high-dimensional tensor predictors with missing entries by leveraging the decomposable low-rank structure of the discriminant tensor. Our work establishes convergence rates for the estimation error of the discriminant tensor with incomplete data and minimax optimal bounds for the misclassification rate, addressing key gaps in the literature. Additionally, we derive large deviation bounds for the generalized mode-wise sample covariance matrix and its inverse, which are crucial tools in our analysis and hold independent interest. Our method demonstrates excellent performance in simulations and real data analysis, even with significant proportions of missing data.

Jinhang Chai, Elynn Chen, Jianqing Fan

In dynamic decision-making scenarios across business and healthcare, leveraging sample trajectories from diverse populations can significantly enhance reinforcement learning (RL) performance for specific target populations, especially when sample sizes are limited. While existing transfer learning methods primarily focus on linear regression settings, they lack direct applicability to reinforcement learning algorithms. This paper pioneers the study of transfer learning for dynamic decision scenarios modeled by non-stationary finite-horizon Markov decision processes, utilizing neural networks as powerful function approximators and backward inductive learning. We demonstrate that naive sample pooling strategies, effective in regression settings, fail in Markov decision processes.To address this challenge, we introduce a novel ``re-weighted targeting procedure'' to construct ``transferable RL samples'' and propose ``transfer deep $Q^*$-learning'', enabling neural network approximation with theoretical guarantees. We assume that the reward functions are transferable and deal with both situations in which the transition densities are transferable or nontransferable. Our analytical techniques for transfer learning in neural network approximation and transition density transfers have broader implications, extending to supervised transfer learning with neural networks and domain shift scenarios. Empirical experiments on both synthetic and real datasets corroborate the advantages of our method, showcasing its potential for improving decision-making through strategically constructing transferable RL samples in non-stationary reinforcement learning contexts.

Runlin Zhou, Chixiang Chen, Elynn Chen

We study meta-reinforcement learning in finite-horizon MDPs where related tasks share similar structures in their optimal action-value functions. Specifically, we posit a linear representation $Q^*_h(s,a)=Φ_h(s,a)\,θ^{(k)}_h$ and place a Gaussian meta-prior $ \mathcal{N}(θ^*_h,Σ^*_h)$ over the task-specific parameters $θ^{(k)}_h$. Building on randomized value functions, we propose two Thompson-style algorithms: (i) MTSRL, which learns only the prior mean and performs posterior sampling with the learned mean and known covariance; and (ii) $\text{MTSRL}^{+}$, which additionally estimates the covariance and employs prior widening to control finite-sample estimation error. Further, we develop a prior-alignment technique that couples the posterior under the learned prior with a meta-oracle that knows the true prior, yielding meta-regret guarantees: we match prior-independent Thompson sampling in the small-task regime and strictly improve with more tasks once the prior is learned. Concretely, for known covariance we obtain $\tilde{O}(H^{4}S^{3/2}\sqrt{ANK})$ meta-regret, and with learned covariance $\tilde{O}(H^{4}S^{3/2}\sqrt{AN^3K})$; both recover a better behavior than prior-independent after $K \gtrsim \tilde{O}(H^2)$ and $K \gtrsim \tilde{O}(N^2H^2)$, respectively. Simulations on a stateful recommendation environment (with feature and prior misspecification) show that after brief exploration, MTSRL/MTSRL\(^+\) track the meta-oracle and substantially outperform prior-independent RL and bandit-only meta-baselines. Our results give the first meta-regret guarantees for Thompson-style RL with learned Q-priors, and provide practical recipes (warm-start via RLSVI, OLS aggregation, covariance widening) for experiment-rich settings.

Junyi Mo, Jiayu Li, Duo Zhang et al.

Missing data in financial panels presents a critical obstacle, undermining asset-pricing models and reducing the effectiveness of investment strategies. Such panels are often inherently multi-dimensional, spanning firms, time, and financial variables, which adds complexity to the imputation task. Conventional imputation methods often fail by flattening the data's multidimensional structure, struggling with heterogeneous missingness patterns, or overfitting in the face of extreme data sparsity. To address these limitations, we introduce an Adaptive, Cluster-based Temporal smoothing tensor completion framework (ACT-Tensor) tailored for severely and heterogeneously missing multi-dimensional financial data panels. ACT-Tensor incorporates two key innovations: a cluster-based completion module that captures cross-sectional heterogeneity by learning group-specific latent structures; and a temporal smoothing module that proactively removes short-lived noise while preserving slow-moving fundamental trends. Extensive experiments show that ACT-Tensor consistently outperforms state-of-the-art benchmarks in terms of imputation accuracy across a range of missing data regimes, including extreme sparsity scenarios. To assess its practical financial utility, we evaluate the imputed data with an asset-pricing pipeline tailored for tensor-structured financial data. Results show that ACT-Tensor not only reduces pricing errors but also significantly improves risk-adjusted returns of the constructed portfolio. These findings confirm that our method delivers highly accurate and informative imputations, offering substantial value for financial decision-making.

Jinhang Chai, Elynn Chen, Lin Yang

To bridge the gap between empirical success and theoretical understanding in transfer reinforcement learning (RL), we study a principled approach with provable performance guarantees. We introduce a novel composite MDP framework where high-dimensional transition dynamics are modeled as the sum of a low-rank component representing shared structure and a sparse component capturing task-specific variations. This relaxes the common assumption of purely low-rank transition models, allowing for more realistic scenarios where tasks share core dynamics but maintain individual variations. We introduce UCB-TQL (Upper Confidence Bound Transfer Q-Learning), designed for transfer RL scenarios where multiple tasks share core linear MDP dynamics but diverge along sparse dimensions. When applying UCB-TQL to a target task after training on a source task with sufficient trajectories, we achieve a regret bound of $\tilde{O}(\sqrt{eH^5N})$ that scales independently of the ambient dimension. Here, $N$ represents the number of trajectories in the target task, while $e$ quantifies the sparse differences between tasks. This result demonstrates substantial improvement over single task RL by effectively leveraging their structural similarities. Our theoretical analysis provides rigorous guarantees for how UCB-TQL simultaneously exploits shared dynamics while adapting to task-specific variations.

Elynn Chen, Xi Chen, Wenbo Jing et al.

This paper addresses the critical challenge of stochastic latent heterogeneity in online decision-making, where individuals' responses to actions vary not only with observable contexts but also with unobserved, randomly realized subgroups. Existing data-driven approaches largely capture observable heterogeneity through contextual features but fail when the sources of variation are latent and stochastic. We propose a latent heterogeneous bandit framework that explicitly models probabilistic subgroup membership and group-specific reward functions, using promotion targeting as a motivating example. Our phased EM-greedy algorithm jointly learns latent group probabilities and reward parameters in high dimensions, achieving optimal estimation and classification guarantees. Our analysis reveals a new phenomenon unique to decision-making with stochastic latent subgroups: randomness in group realizations creates irreducible classification uncertainty, making sub-linear regret against a fully informed strong oracle fundamentally impossible. We establish matching upper and minimax lower bounds for both the strong and regular regrets, corresponding, respectively, to oracles with and without access to realized group memberships. The strong regret necessarily grows linearly, while the regular regret achieves a minimax-optimal sublinear rate. These findings uncover a fundamental stochastic barrier in online decision-making and point to potential remedies through simple strategic interventions and mechanism-design-based elicitation of latent information.

Elynn Chen, Yuefeng Han, Jiayu Li

High-dimensional tensor-valued predictors arise in modern applications, increasingly as learned representations from neural networks. Existing tensor classification methods rely on sparsity or Tucker structures and often lack theoretical guarantees. Motivated by empirical evidence that discriminative signals concentrate along a few multilinear components, we introduce CP low-rank structure for the discriminant tensor, a modeling perspective not previously explored. Under a Tensor Gaussian Mixture Model, we propose high-dimensional CP low-rank Tensor Discriminant Analysis (CP-TDA) with Randomized Composite PCA (\textsc{rc-PCA}) initialization, that is essential for handling dependent and anisotropic noise under weaker signal strength and incoherence conditions, followed by iterative refinement algorithm. We establish global convergence and minimax-optimal misclassification rates. To handle tensor data deviating from tensor normality, we develop the first semiparametric tensor discriminant model, in which learned tensor representations are mapped via deep generative models into a latent space tailored for CP-TDA. Misclassification risk decomposes into representation, approximation, and estimation errors. Numerical studies and real data analysis on graph classification demonstrate substantial gains over existing tensor classifiers and state-of-the-art graph neural networks, particularly in high-dimensional, small-sample regimes.

Aditi Gupta, Raphael A. Meyer, Yotam Yaniv et al.

To ensure high quality outputs, it is important to quantify the epistemic uncertainty of diffusion models.Existing methods are often unreliable because they mix epistemic and aleatoric uncertainty. We introduce a method based on Fisher information that explicitly isolates epistemic variance, producing more reliable plausibility scores for generated data. To make this approach scalable, we propose FLARE (Fisher-Laplace Randomized Estimator), which approximates the Fisher information using a uniformly random subset of model parameters. Empirically, FLARE improves uncertainty estimation in synthetic time-series generation tasks, achieving more accurate and reliable filtering than other methods. Theoretically, we bound the convergence rate of our randomized approximation and provide analytic and empirical evidence that last-layer Laplace approximations are insufficient for this task.

Zheng Huang, Enpei Zhang, Yinghao Cai et al.

Understanding how the brain encodes visual information is a central challenge in neuroscience and machine learning. A promising approach is to reconstruct visual stimuli, essentially images, from functional Magnetic Resonance Imaging (fMRI) signals. This involves two stages: transforming fMRI signals into a latent space and then using a pretrained generative model to reconstruct images. The reconstruction quality depends on how similar the latent space is to the structure of neural activity and how well the generative model produces images from that space. Yet, it remains unclear which type of latent space best supports this transformation and how it should be organized to represent visual stimuli effectively. We present two key findings. First, fMRI signals are more similar to the text space of a language model than to either a vision based space or a joint text image space. Second, text representations and the generative model should be adapted to capture the compositional nature of visual stimuli, including objects, their detailed attributes, and relationships. Building on these insights, we propose PRISM, a model that Projects fMRI sIgnals into a Structured text space as an interMediate representation for visual stimuli reconstruction. It includes an object centric diffusion module that generates images by composing individual objects to reduce object detection errors, and an attribute relationship search module that automatically identifies key attributes and relationships that best align with the neural activity. Extensive experiments on real world datasets demonstrate that our framework outperforms existing methods, achieving up to an 8% reduction in perceptual loss. These results highlight the importance of using structured text as the intermediate space to bridge fMRI signals and image reconstruction.

Yi Zhang, Elynn Chen, Yujun Yan

We study contextual dynamic pricing when a target market can leverage K auxiliary markets -- offline logs or concurrent streams -- whose mean utilities differ by a structured preference shift. We propose Cross-Market Transfer Dynamic Pricing (CM-TDP), the first algorithm that provably handles such model-shift transfer and delivers minimax-optimal regret for both linear and non-parametric utility models. For linear utilities of dimension d, where the difference between source- and target-task coefficients is $s_{0}$-sparse, CM-TDP attains regret $\tilde{O}((d*K^{-1}+s_{0})\log T)$. For nonlinear demand residing in a reproducing kernel Hilbert space with effective dimension $α$, complexity $β$ and task-similarity parameter $H$, the regret becomes $\tilde{O}\!(K^{-2αβ/(2αβ+1)}T^{1/(2αβ+1)} + H^{2/(2α+1)}T^{1/(2α+1)})$, matching information-theoretic lower bounds up to logarithmic factors. The RKHS bound is the first of its kind for transfer pricing and is of independent interest. Extensive simulations show up to 50% lower cumulative regret and 5 times faster learning relative to single-market pricing baselines. By bridging transfer learning, robust aggregation, and revenue optimization, CM-TDP moves toward pricing systems that transfer faster, price smarter.

Tao Wen, Elynn Chen, Yuzhou Chen et al.

Graph Neural Networks (GNNs) have recently become the predominant tools for studying graph data. Despite state-of-the-art performance on graph classification tasks, GNNs are overwhelmingly trained in a single domain under supervision, thus necessitating a prohibitively high demand for labels and resulting in poorly transferable representations. To address this challenge, we propose the Label-Propagation Tensor Graph Neural Network (LP-TGNN) framework to bridge the gap between graph data and traditional domain adaptation methods. It extracts graph topological information holistically with a tensor architecture and then reduces domain discrepancy through label propagation. It is readily compatible with general GNNs and domain adaptation techniques with minimal adjustment through pseudo-labeling. Experiments on various real-world benchmarks show that our LP-TGNN outperforms baselines by a notable margin. We also validate and analyze each component of the proposed framework in the ablation study.

Linghang Kong, Elynn Chen, Yuzhou Chen et al.

Multi-dimensional time series data, such as matrix and tensor-variate time series, are increasingly prevalent in fields such as economics, finance, and climate science. Traditional Transformer models, though adept with sequential data, do not effectively preserve these multi-dimensional structures, as their internal operations in effect flatten multi-dimensional observations into vectors, thereby losing critical multi-dimensional relationships and patterns. To address this, we introduce the Tensor-Augmented Transformer (TEAFormer), a novel method that incorporates tensor expansion and compression within the Transformer framework to maintain and leverage the inherent multi-dimensional structures, thus reducing computational costs and improving prediction accuracy. The core feature of the TEAFormer, the Tensor-Augmentation (TEA) module, utilizes tensor expansion to enhance multi-view feature learning and tensor compression for efficient information aggregation and reduced computational load. The TEA module is not just a specific model architecture but a versatile component that is highly compatible with the attention mechanism and the encoder-decoder structure of Transformers, making it adaptable to existing Transformer architectures. Our comprehensive experiments, which integrate the TEA module into three popular time series Transformer models across three real-world benchmarks, show significant performance enhancements, highlighting the potential of TEAFormers for cutting-edge time series forecasting.

Elynn Chen, Sai Li, Michael I. Jordan

Time-inhomogeneous finite-horizon Markov decision processes (MDP) are frequently employed to model decision-making in dynamic treatment regimes and other statistical reinforcement learning (RL) scenarios. These fields, especially healthcare and business, often face challenges such as high-dimensional state spaces and time-inhomogeneity of the MDP process, compounded by insufficient sample availability which complicates informed decision-making. To overcome these challenges, we investigate knowledge transfer within time-inhomogeneous finite-horizon MDP by leveraging data from both a target RL task and several related source tasks. We have developed transfer learning (TL) algorithms that are adaptable for both batch and online $Q$-learning, integrating valuable insights from offline source studies. The proposed transfer $Q$-learning algorithm contains a novel {\em re-targeting} step that enables {\em cross-stage transfer} along multiple stages in an RL task, besides the usual {\em cross-task transfer} for supervised learning. We establish the first theoretical justifications of TL in RL tasks by showing a faster rate of convergence of the $Q^*$-function estimation in the offline RL transfer, and a lower regret bound in the offline-to-online RL transfer under stage-wise reward similarity and mild design similarity across tasks. Empirical evidence from both synthetic and real datasets is presented to evaluate the proposed algorithm and support our theoretical results.