I am a 4th year student majoring in computer science at Institute for Interdisciplinary Information Sciences (Yao Class), Tsinghua University. I am generally interested in problems at the intersection of computer science and economics. I hope to use theoretical and modeling techniques to solve emerging problems with real-world impacts in interdisciplinary research areas.
During winter to summer 2020, I was a visiting student at California Institute of Technology, where I worked with Adam Wierman and Hongyao Ma on online algorithms and ride-sharing markets. During summer 2019, I was a visiting student at University of Michigan, where I worked with Grant Schoenebeck on information elicitation mechanisms.
“Yu” sounds like the French word “tu” without “t”.
BE in Computer Science, 2021
Prediction markets are powerful tools to elicit and aggregate beliefs from strategic agents. However, in current prediction markets, agents may exhaust the social welfare by competing to be the first to update the market. We initiate the study of the trade-off between how quickly information is aggregated by the market, and how much this information costs. We design markets to aggregate timely information from strategic agents to maximize social welfare. To this end, the market must incentivize agents to invest the correct amount of effort to acquire information: quickly enough to be useful, but not faster (and more expensively) than necessary. The market also must ensure that agents report their information truthfully and on time. We consider two settings: in the first, information is only valuable before a deadline; in the second, the value of information decreases as time passes. We use both theorems and simulations to demonstrate the mechanisms.
We study the impact of predictions in online Linear Quadratic Regulator control with both stochastic and adversarial disturbances in the dynamics. In both settings, we characterize the optimal policy and derive tight bounds on the minimum cost and dynamic regret. Perhaps surprisingly, our analysis shows that the conventional greedy MPC approach is a near-optimal policy in both stochastic and adversarial settings. Specifically, for length-$T$ problems, MPC requires only $O(\log T)$ predictions to reach $O(1)$ dynamic regret, which matches (up to lower-order terms) our lower bound on the required prediction horizon for constant regret.
This paper studies the impact of imperfect information in online control with adversarial disturbances. In particular, we consider both delayed state feedback and inexact predictions of future disturbances. We introduce a greedy, myopic policy that yields a constant competitive ratio against the offline optimal policy with delayed feedback and inexact predictions. A special case of our result is a constant competitive policy for the case of exact predictions and no delay, a previously open problem. We also analyze the fundamental limits of online control with limited information by showing that our competitive ratio bounds for the greedy, myopic policy in the adversarial setting match (up to lower-order terms) lower bounds in the stochastic setting.
Model-free learning-based control methods have seen great success recently. However, such methods typically suffer from poor sample complexity and limited convergence guarantees. This is in sharp contrast to classical model-based control, which has a rich theory but typically requires strong modeling assumptions. In this paper, we combine the two approaches to achieve the best of both worlds. We consider a dynamical system with both linear and non-linear components and develop a novel approach to use the linear model to define a warm start for a model-free, policy gradient method. We show this hybrid approach outperforms the model-based controller while avoiding the convergence issues associated with model-free approaches via both numerical experiments and theoretical analyses, in which we derive sufficient conditions on the non-linear component such that our approach is guaranteed to converge to the (nearly) global optimal controller.