Siyi Wang

Zifan Wang, Yulong Gao, Siyi Wang et al.

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the same time, a main challenge in DRL is that policy evaluation in DRL typically relies on the representation of the return distribution, which needs to be carefully designed. In this paper, we address this challenge for a special class of DRL problems that rely on linear quadratic regulator (LQR) for control, advocating for a new distributional approach to LQR, which we call \emph{distributional LQR}. Specifically, we provide a closed-form expression of the distribution of the random return which, remarkably, is applicable to all exogenous disturbances on the dynamics, as long as they are independent and identically distributed (i.i.d.). While the proposed exact return distribution consists of infinitely many random variables, we show that this distribution can be approximated by a finite number of random variables, and the associated approximation error can be analytically bounded under mild assumptions. Using the approximate return distribution, we propose a zeroth-order policy gradient algorithm for risk-averse LQR using the Conditional Value at Risk (CVaR) as a measure of risk. Numerical experiments are provided to illustrate our theoretical results.

Wei Zi, Siyi Wang, Hyunji Kim et al.

In recent years, Quantum Machine Learning (QML) has increasingly captured the interest of researchers. Among the components in this domain, activation functions hold a fundamental and indispensable role. Our research focuses on the development of activation functions quantum circuits for integration into fault-tolerant quantum computing architectures, with an emphasis on minimizing $T$-depth. Specifically, we present novel implementations of ReLU and leaky ReLU activation functions, achieving constant $T$-depths of 4 and 8, respectively. Leveraging quantum lookup tables, we extend our exploration to other activation functions such as the sigmoid. This approach enables us to customize precision and $T$-depth by adjusting the number of qubits, making our results more adaptable to various application scenarios. This study represents a significant advancement towards enhancing the practicality and application of quantum machine learning.

Yiyan Huang, Cheuk Hang Leung, Siyi Wang et al.

The growing demand for personalized decision-making has led to a surge of interest in estimating the Conditional Average Treatment Effect (CATE). Various types of CATE estimators have been developed with advancements in machine learning and causal inference. However, selecting the desirable CATE estimator through a conventional model validation procedure remains impractical due to the absence of counterfactual outcomes in observational data. Existing approaches for CATE estimator selection, such as plug-in and pseudo-outcome metrics, face two challenges. First, they must determine the metric form and the underlying machine learning models for fitting nuisance parameters (e.g., outcome function, propensity function, and plug-in learner). Second, they lack a specific focus on selecting a robust CATE estimator. To address these challenges, this paper introduces a Distributionally Robust Metric (DRM) for CATE estimator selection. The proposed DRM is nuisance-free, eliminating the need to fit models for nuisance parameters, and it effectively prioritizes the selection of a distributionally robust CATE estimator. The experimental results validate the effectiveness of the DRM method in selecting CATE estimators that are robust to the distribution shift incurred by covariate shift and hidden confounders.