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Raymond K. W. Wong

12 accepted papers

2025

A Principled Path to Fitted Distributional Evaluation

NeurIPS 2025spotlight

In reinforcement learning, distributional off-policy evaluation (OPE) focuses on estimating the return distribution of a target policy using offline data collected under a different policy. This work focuses on extending the widely used fitted Q-evaluation---developed for expectation-based reinforce…

Cited by 0SourcecodeScholar
2025

Distributional Off-policy Evaluation with Bellman Residual Minimization

AISTATS 2025poster

We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work relies on the supremum-extended statistical distances such as sup…

Cited by 0SourcecodeScholar
2024

A Fine-grained Analysis of Fitted Q-evaluation: Beyond Parametric Models

ICML 2024poster

In this paper, we delve into the statistical analysis of the fitted Q-evaluation (FQE) method, which focuses on estimating the value of a target policy using offline data generated by some behavior policy. We provide a comprehensive theoretical understanding of FQE estimators under both parametric a…

Cited by 0SourcePDFScholar
2024

A Pairwise Pseudo-likelihood Approach for Matrix Completion with Informative Missingness

NeurIPS 2024spotlight

While several recent matrix completion methods are developed to deal with non-uniform observation probabilities across matrix entries, very few allow the missingness to depend on the mostly unobserved matrix measurements, which is generally ill-posed. We aim to tackle a subclass of these ill-posed s…

Cited by 2SourcePDFScholar
2023

Directed Cyclic Graph for Causal Discovery from Multivariate Functional Data

NeurIPS 2023poster

Discovering causal relationship using multivariate functional data has received a significant amount of attention very recently. In this article, we introduce a functional linear structural equation model for causal structure learning when the underlying graph involving the multivariate functions ma…

Cited by 6SourcePDFScholar
2023

Implicit Regularization for Group Sparsity

ICLR 2023poster

We study the implicit regularization of gradient descent towards structured sparsity via a novel neural reparameterization, which we call a diagonally grouped linear neural network. We show the following intriguing property of our reparameterization: gradient descent over the squared regression loss…

2022

Extending the Use of MDL for High-Dimensional Problems: Variable Selection, Robust Fitting, and Additive Modeling

ICASSP 2022accepted

In the signal processing and statistics literature, the minimum description length (MDL) principle is a popular tool for choosing model complexity. Successful examples include signal denoising and variable selection in linear regression, for which the corresponding MDL solutions often enjoy consiste…

Cited by 0SourceScholar
2021

Implicit Sparse Regularization: The Impact of Depth and Early Stopping

NeurIPS 2021poster

In this paper, we study the implicit bias of gradient descent for sparse regression. We extend results on regression with quadratic parametrization, which amounts to depth-2 diagonal linear networks, to more general depth-$N$ networks, under more realistic settings of noise and correlated designs. W…