I conduct research in the areas of Industrial Organization, Inverse Reinforcement Learning, and Reinforcement Learning.
Inverse Reinforcement Learning with Conditional Choice Probabilities https://arxiv.org/abs/1709.07597
We make an important connection to existing results in econometrics to describe an alternative formulation of inverse reinforcement learning (IRL). In particular, we describe an algorithm using Conditional Choice Probabilities (CCP), which are maximum likelihood estimates of the policy estimated from expert demonstrations, to solve the IRL problem. Using the language of structural econometrics, we re-frame the optimal decision problem and introduce an alternative representation of value functions due to (Hotz and Miller 1993). In addition to presenting the theoretical connections that bridge the IRL literature between Economics and Robotics, the use of CCPs also has the practical benefit of reducing the computational cost of solving the IRL problem. Specifically, under the CCP representation, we show how one can avoid repeated calls to the dynamic programming subroutine typically used in IRL. We show via extensive experimentation on standard IRL benchmarks that CCP-IRL is able to outperform MaxEnt-IRL, with as much as a 5x speedup and without compromising on the quality of the recovered reward function.
Applied Micro Research
Published in Vol. 55, No. 4, November 2014, International Economic Review
This paper studies repeated entry and bidding decisions in construction procurement auctions.
Bidding frictions in Ascending Auctions with Aaron Barkley and Robert A. Miller (supersedes "Ascending Auctions with Costly monitoring")
This paper develops a strategy for identifying and estimating the valuation distribution in ascending auctions where bidders have an unknown number of bidding opportunities.
In this paper I empirically investigate prediction markets for binary options (Arrow-Debreu securities) for political events.
2017-present Amazon Economist in Digital, Advertising and Corporate Development team
2010-2017 Assistant Professor of Economics, Carnegie Mellon University, Tepper School of Business