Search Results for author: Lucas Janson

Found 19 papers, 12 papers with code

Evaluating the Effectiveness of Index-Based Treatment Allocation

no code implementations19 Feb 2024 Niclas Boehmer, Yash Nair, Sanket Shah, Lucas Janson, Aparna Taneja, Milind Tambe

When resources are scarce, an allocation policy is needed to decide who receives a resource.

valid

Statistical Inference After Adaptive Sampling for Longitudinal Data

no code implementations14 Feb 2022 Kelly W. Zhang, Lucas Janson, Susan A. Murphy

In this work, we focus on longitudinal user data collected by a large class of adaptive sampling algorithms that are designed to optimize treatment decisions online using accruing data from multiple users.

reinforcement-learning Reinforcement Learning (RL)

Rate-matching the regret lower-bound in the linear quadratic regulator with unknown dynamics

no code implementations11 Feb 2022 Feicheng Wang, Lucas Janson

The linear quadratic regulator with unknown dynamics is a fundamental reinforcement learning setting with significant structure in its dynamics and cost function, yet even in this setting there is a gap between the best known regret lower-bound of $\Omega_p(\sqrt{T})$ and the best known upper-bound of $O_p(\sqrt{T}\,\text{polylog}(T))$.

reinforcement-learning Reinforcement Learning (RL)

Using Machine Learning to Test Causal Hypotheses in Conjoint Analysis

1 code implementation20 Jan 2022 Dae Woong Ham, Kosuke Imai, Lucas Janson

We propose a new hypothesis testing approach based on the conditional randomization test to answer the most fundamental question of conjoint analysis: Does a factor of interest matter in any way given the other factors?

BIG-bench Machine Learning Decision Making +1

A Simple and Efficient Sampling-based Algorithm for General Reachability Analysis

2 code implementations10 Dec 2021 Thomas Lew, Lucas Janson, Riccardo Bonalli, Marco Pavone

In this work, we analyze an efficient sampling-based algorithm for general-purpose reachability analysis, which remains a notoriously challenging problem with applications ranging from neural network verification to safety analysis of dynamical systems.

The Role of Tactile Sensing in Learning and Deploying Grasp Refinement Algorithms

2 code implementations23 Sep 2021 Alexander Koenig, Zixi Liu, Lucas Janson, Robert Howe

Our first experiment investigates the need for rich tactile sensing in the rewards of RL-based grasp refinement algorithms for multi-fingered robotic hands.

Reinforcement Learning (RL) Robotic Grasping

Statistical Inference with M-Estimators on Adaptively Collected Data

no code implementations NeurIPS 2021 Kelly W. Zhang, Lucas Janson, Susan A. Murphy

Yet there is a lack of general methods for conducting statistical inference using more complex models on data collected with (contextual) bandit algorithms; for example, current methods cannot be used for valid inference on parameters in a logistic regression model for a binary reward.

Decision Making Multi-Armed Bandits +1

Exact Asymptotics for Linear Quadratic Adaptive Control

2 code implementations2 Nov 2020 Feicheng Wang, Lucas Janson

Recent progress in reinforcement learning has led to remarkable performance in a range of applications, but its deployment in high-stakes settings remains quite rare.

reinforcement-learning Reinforcement Learning (RL)

Cross-validation Confidence Intervals for Test Error

1 code implementation NeurIPS 2020 Pierre Bayle, Alexandre Bayle, Lucas Janson, Lester Mackey

This work develops central limit theorems for cross-validation and consistent estimators of its asymptotic variance under weak stability conditions on the learning algorithm.

valid

Floodgate: inference for model-free variable importance

1 code implementation2 Jul 2020 Lu Zhang, Lucas Janson

Many modern applications seek to understand the relationship between an outcome variable $Y$ and a covariate $X$ in the presence of a (possibly high-dimensional) confounding variable $Z$.

Methodology

Fast and Powerful Conditional Randomization Testing via Distillation

1 code implementation6 Jun 2020 Molei Liu, Eugene Katsevich, Lucas Janson, Aaditya Ramdas

We propose the distilled CRT, a novel approach to using state-of-the-art machine learning algorithms in the CRT while drastically reducing the number of times those algorithms need to be run, thereby taking advantage of their power and the CRT's statistical guarantees without suffering the usual computational expense.

Methodology

Inference for Batched Bandits

no code implementations NeurIPS 2020 Kelly W. Zhang, Lucas Janson, Susan A. Murphy

As bandit algorithms are increasingly utilized in scientific studies and industrial applications, there is an associated increasing need for reliable inference methods based on the resulting adaptively-collected data.

Multi-Armed Bandits

Relaxing the Assumptions of Knockoffs by Conditioning

1 code implementation7 Mar 2019 Dongming Huang, Lucas Janson

The recent paper Cand\`es et al. (2018) introduced model-X knockoffs, a method for variable selection that provably and non-asymptotically controls the false discovery rate with no restrictions or assumptions on the dimensionality of the data or the conditional distribution of the response given the covariates.

Methodology

Metropolized Knockoff Sampling

1 code implementation1 Mar 2019 Stephen Bates, Emmanuel Candès, Lucas Janson, Wenshuo Wang

Model-X knockoffs is a wrapper that transforms essentially any feature importance measure into a variable selection algorithm, which discovers true effects while rigorously controlling the expected fraction of false positives.

Methodology

Safe Motion Planning in Unknown Environments: Optimality Benchmarks and Tractable Policies

no code implementations16 Apr 2018 Lucas Janson, Tommy Hu, Marco Pavone

This paper addresses the problem of planning a safe (i. e., collision-free) trajectory from an initial state to a goal region when the obstacle space is a-priori unknown and is incrementally revealed online, e. g., through line-of-sight perception.

Motion Planning

Panning for Gold: Model-X Knockoffs for High-dimensional Controlled Variable Selection

3 code implementations7 Oct 2016 Emmanuel Candes, Yingying Fan, Lucas Janson, Jinchi Lv

Whereas the knockoffs procedure is constrained to homoscedastic linear models with $n\ge p$, the key innovation here is that model-X knockoffs provide valid inference from finite samples in settings in which the conditional distribution of the response is arbitrary and completely unknown.

Methodology Statistics Theory Applications Statistics Theory

Risk-Constrained Reinforcement Learning with Percentile Risk Criteria

no code implementations5 Dec 2015 Yin-Lam Chow, Mohammad Ghavamzadeh, Lucas Janson, Marco Pavone

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i. e., increased awareness of events of small probability and high consequences.

Decision Making Marketing +2

Monte Carlo Motion Planning for Robot Trajectory Optimization Under Uncertainty

1 code implementation30 Apr 2015 Lucas Janson, Edward Schmerling, Marco Pavone

MCMP applies this CP estimation procedure to motion planning by iteratively (i) computing an (approximately) optimal path for the deterministic version of the problem (here, using the FMT* algorithm), (ii) computing the CP of this path, and (iii) inflating or deflating the obstacles by a common factor depending on whether the CP is higher or lower than a target value.

Robotics

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