Search Results for author: Carson Eisenach

Found 8 papers, 3 papers with code

Learning an Inventory Control Policy with General Inventory Arrival Dynamics

no code implementations26 Oct 2023 Sohrab Andaz, Carson Eisenach, Dhruv Madeka, Kari Torkkola, Randy Jia, Dean Foster, Sham Kakade

In this paper we address the problem of learning and backtesting inventory control policies in the presence of general arrival dynamics -- which we term as a quantity-over-time arrivals model (QOT).

Deep Inventory Management

no code implementations6 Oct 2022 Dhruv Madeka, Kari Torkkola, Carson Eisenach, Anna Luo, Dean P. Foster, Sham M. Kakade

This work provides a Deep Reinforcement Learning approach to solving a periodic review inventory control system with stochastic vendor lead times, lost sales, correlated demand, and price matching.

Management Model-based Reinforcement Learning +2

MQRetNN: Multi-Horizon Time Series Forecasting with Retrieval Augmentation

no code implementations21 Jul 2022 Sitan Yang, Carson Eisenach, Dhruv Madeka

For example, MQTransformer - an improvement of MQCNN - has shown the state-of-the-art performance in probabilistic demand forecasting.

Probabilistic Time Series Forecasting Retrieval +1

MQTransformer: Multi-Horizon Forecasts with Context Dependent and Feedback-Aware Attention

no code implementations30 Sep 2020 Carson Eisenach, Yagna Patel, Dhruv Madeka

In this work, we propose novel improvements to the current state of the art by incorporating changes inspired by recent advances in Transformer architectures for Natural Language Processing.

Marginal Policy Gradients: A Unified Family of Estimators for Bounded Action Spaces with Applications

1 code implementation ICLR 2019 Carson Eisenach, Haichuan Yang, Ji Liu, Han Liu

In the former, an agent learns a policy over $\mathbb{R}^d$ and in the latter, over a discrete set of actions each of which is parametrized by a continuous parameter.

Continuous Control Reinforcement Learning (RL)

High-Dimensional Inference for Cluster-Based Graphical Models

no code implementations13 Jun 2018 Carson Eisenach, Florentina Bunea, Yang Ning, Claudiu Dinicu

We employ model assisted clustering, in which the clusters contain features that are similar to the same unobserved latent variable.

Clustering Vocal Bursts Intensity Prediction

Efficient, Certifiably Optimal Clustering with Applications to Latent Variable Graphical Models

2 code implementations1 Jun 2018 Carson Eisenach, Han Liu

Compared to the naive interior point method, our method reduces the computational complexity of solving the SDP from $\tilde{O}(d^7\log\epsilon^{-1})$ to $\tilde{O}(d^{6}K^{-2}\epsilon^{-1})$ arithmetic operations for an $\epsilon$-optimal solution.

Clustering

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