Related papers: Doubly Robust Policy Evaluation and Learning
Autonomous cyber-physical agents and systems play an increasingly large role in our lives. To ensure that agents behave in ways aligned with the values of the societies in which they operate, we must develop techniques that allow these…
Contextual bandits have the same exploration-exploitation trade-off as standard multi-armed bandits. On adding positive externalities that decay with time, this problem becomes much more difficult as wrong decisions at the start are hard to…
We study the design of information acquisition games-environments where a designer contracts their action on Sender's choice of experiment and the realized signals about some state-and identify which predictions can be made absent knowledge…
Specifying reward functions for complex tasks like object manipulation or driving is challenging to do by hand. Reward learning seeks to address this by learning a reward model using human feedback on selected query policies. This shifts…
Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…
We study the linear contextual bandit problem where an agent has to select one candidate from a pool and each candidate belongs to a sensitive group. In this setting, candidates' rewards may not be directly comparable between groups, for…
Contextual Bandits find important use cases in various real-life scenarios such as online advertising, recommendation systems, healthcare, etc. However, most of the algorithms use flat feature vectors to represent context whereas, in the…
This thesis aims to study some of the mathematical challenges that arise in the analysis of statistical sequential decision-making algorithms for postoperative patients follow-up. Stochastic bandits (multiarmed, contextual) model the…
Preference-based feedback is important for many applications where direct evaluation of a reward function is not feasible. A notable recent example arises in reinforcement learning from human feedback on large language models. For many of…
Offline contextual bandits allow one to learn policies from historical/offline data without requiring online interaction. However, offline policy optimization that maximizes overall expected rewards can unintentionally amplify the reward…
We investigate the feasibility of learning from a mix of both fully-labeled supervised data and contextual bandit data. We specifically consider settings in which the underlying learning signal may be different between these two data…
Typical contextual bandit algorithms assume that the rewards at each round lie in some fixed range $[0, R]$, and their regret scales polynomially with this reward range $R$. However, many practical scenarios naturally involve heavy-tailed…
Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…
Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…
Motivated by online recommendation systems, we propose the problem of finding the optimal policy in multitask contextual bandits when a small fraction $\alpha < 1/2$ of tasks (users) are arbitrary and adversarial. The remaining fraction of…
We study the problem of Distributionally Robust Constrained RL (DRC-RL), where the goal is to maximize the expected reward subject to environmental distribution shifts and constraints. This setting captures situations where training and…
We propose a contextual bandit based model to capture the learning and social welfare goals of a web platform in the presence of myopic users. By using payments to incentivize these agents to explore different items/recommendations, we show…
Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…
We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…
Reinforcement Learning with Verifiable Rewards (RLVR) is an effective paradigm for improving the reasoning capabilities of large language models. However, existing RLVR methods utilize rollouts in an indiscriminate and short-horizon manner:…