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Tianyi Peng

14 accepted papers

2026

Estimation of Treatment Effects Under Nonstationarity via the Truncated Policy Gradient Estimator

ICML 2026poster

Randomized experiments (or A/B tests) are widely used to evaluate interventions in dynamic systems such as recommendation platforms, marketplaces, and digital health. In these settings, interventions affect both current and future system states, so estimating the global average treatment effect (GAT…

Cited by 0SourceScholar
2026

Speculative Actions: A Lossless Framework for Faster AI Agents

ICLR 2026oral

AI agents have attracted growing interest across industry and academia, but in practice their execution can be slow. For example, letting two state-of-the-art agents play a game of chess may take hours. A key bottleneck is that agent behavior unfolds sequentially: each action requires an API call, a…

Cited by 0SourcecodeScholar
2025

Data Mixture Optimization: A Multi-fidelity Multi-scale Bayesian Framework

NeurIPS 2025poster

Careful curation of data sources can significantly improve the performance of LLM pre-training, but predominant approaches rely heavily on intuition or costly trial-and-error, making them difficult to generalize across different data domains and downstream tasks. Although scaling laws can provide a…

Cited by 0SourcecodeScholar
2025

Multi-agent Markov Entanglement

NeurIPS 2025spotlight

Value decomposition has long been a fundamental technique in multi-agent reinforcement learning and dynamic programming. Specifically, the value function of a global state $(s_1,s_2,\ldots,s_N)$ is often approximated as the sum of local functions: $V(s_1,s_2,\ldots,s_N)\approx\sum_{i=1}^N V_i(s_i)$.…

Cited by 0SourceScholar
2025

Speeding up Policy Simulation in Supply Chain RL

ICML 2025poster

Simulating a single trajectory of a dynamical system under some state-dependent policy is a core bottleneck in policy optimization (PO) algorithms. The many inherently serial policy evaluations that must be performed in a single simulation constitute the bulk of this bottleneck. In applying PO to su…

Cited by 1SourcePDFScholar
2024

QGym: Scalable Simulation and Benchmarking of Queuing Network Controllers

NeurIPS 2024poster

Queuing network control allows allocation of scarce resources to manage congestion, a fundamental problem in manufacturing, communications, and healthcare. Compared to standard RL problems, queueing problems are distinguished by unique challenges: i) a system operating in continuous time, ii) high…

2022

Uncertainty Quantification for Low-Rank Matrix Completion with Heterogeneous and Sub-Exponential Noise

AISTATS 2022poster

The problem of low-rank matrix completion with heterogeneous and sub-exponential (as opposed to homogeneous Gaussian) noise is particularly relevant to a number of applications in modern commerce. Examples include panel sales data and data collected from web-commerce systems such as recommendation e…

Cited by 15SourcePDFScholar
2021

Learning Treatment Effects in Panels with General Intervention Patterns

NeurIPS 2021oral

The problem of causal inference with panel data is a central econometric question. The following is a fundamental version of this problem: Let $M^*$ be a low rank matrix and $E$ be a zero-mean noise matrix. For a `treatment' matrix $Z$ with entries in $\{0,1\}$ we observe the matrix $O$ with entries…

2021

Near-Optimal Entrywise Anomaly Detection for Low-Rank Matrices with Sub-Exponential Noise

ICML 2021spotlight

We study the problem of identifying anomalies in a low-rank matrix observed with sub-exponential noise, motivated by applications in retail and inventory management. State of the art approaches to anomaly detection in low-rank matrices apparently fall short, since they require that non-anomalous ent…

Cited by 6SourcePDFScholar