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Thompson sampling (TS) is one of the most popular exploration techniques in reinforcement learning (RL). However, most TS algorithms with theoretical guarantees are difficult to implement and not generalizable to Deep RL. While the emerging…

Machine Learning · Computer Science 2024-06-19 Haque Ishfaq , Yixin Tan , Yu Yang , Qingfeng Lan , Jianfeng Lu , A. Rupam Mahmood , Doina Precup , Pan Xu

Current music recommender systems typically act in a greedy fashion by recommending songs with the highest user ratings. Greedy recommendation, however, is suboptimal over the long term: it does not actively gather information on user…

Multimedia · Computer Science 2013-11-26 Xinxi Wang , Yi Wang , David Hsu , Ye Wang

Deep reinforcement learning has achieved great strides in solving challenging motion control tasks. Recently, there has been significant work on methods for exploiting the data gathered during training, but there has been less work on how…

Artificial Intelligence · Computer Science 2018-04-13 Glen Berseth , Michiel van de Panne

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

Complex robot navigation and control problems can be framed as policy search problems. However, interactive learning in uncertain environments can be expensive, requiring the use of data-efficient methods. Bayesian optimization is an…

Machine Learning · Computer Science 2025-01-29 Javier Garcia-Barcos , Ruben Martinez-Cantin

Reducing reinforcement learning to supervised learning is a well-studied and effective approach that leverages the benefits of compact function approximation to deal with large-scale Markov decision processes. Independently, the boosting…

Machine Learning · Computer Science 2023-01-26 Nataly Brukhim , Elad Hazan , Karan Singh

Boltzmann exploration is a classic strategy for sequential decision-making under uncertainty, and is one of the most standard tools in Reinforcement Learning (RL). Despite its widespread use, there is virtually no theoretical understanding…

Machine Learning · Computer Science 2017-11-08 Nicolò Cesa-Bianchi , Claudio Gentile , Gábor Lugosi , Gergely Neu

A recent body of work addresses safety constraints in explore-and-exploit systems. Such constraints arise where, for example, exploration is carried out by individuals whose welfare should be balanced with overall welfare. In this paper, we…

Computer Science and Game Theory · Computer Science 2020-06-09 Gal Bahar , Omer Ben-Porat , Kevin Leyton-Brown , Moshe Tennenholtz

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

Bayesian optimization (BO) has become a powerful tool for solving simulation-based engineering optimization problems thanks to its ability to integrate physical and mathematical understandings, consider uncertainty, and address the…

Machine Learning · Computer Science 2024-11-01 Bach Do , Taiwo Adebiyi , Ruda Zhang

Recent successes in reinforcement learning have lead to the development of complex controllers for real-world robots. As these robots are deployed in safety-critical applications and interact with humans, it becomes critical to ensure…

Systems and Control · Computer Science 2018-12-12 Shromona Ghosh , Felix Berkenkamp , Gireeja Ranade , Shaz Qadeer , Ashish Kapoor

We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…

Machine Learning · Statistics 2022-02-23 Wenshuo Guo , Kumar Krishna Agrawal , Aditya Grover , Vidya Muthukumar , Ashwin Pananjady

We here adopt Bayesian nonparametric mixture models to extend multi-armed bandits in general, and Thompson sampling in particular, to scenarios where there is reward model uncertainty. In the stochastic multi-armed bandit, the reward for…

Machine Learning · Statistics 2022-08-26 Iñigo Urteaga , Chris H. Wiggins

In reinforcement learning (RL), an autonomous agent learns to perform complex tasks by maximizing an exogenous reward signal while interacting with its environment. In real-world applications, test conditions may differ substantially from…

Robotics · Computer Science 2019-10-30 Matteo Turchetta , Andreas Krause , Sebastian Trimpe

We introduce a Bayesian (deep) model-based reinforcement learning method (RoMBRL) that can capture model uncertainty to achieve sample-efficient policy optimisation. We propose to formulate the model-based policy optimisation problem as a…

Robotics · Computer Science 2021-01-06 Tai Hoang , Ngo Anh Vien

We derive a family of loss functions to train models in the presence of sampling bias. Examples are when the prevalence of a pathology differs from its sampling rate in the training dataset, or when a machine learning practioner rebalances…

Bayesian Active Learning has had significant impact to various NLP problems, but nevertheless it's application to text summarization has been explored very little. We introduce Bayesian Active Summarization (BAS), as a method of combining…

Computation and Language · Computer Science 2021-10-12 Alexios Gidiotis , Grigorios Tsoumakas

Balancing exploration and exploitation remains a key challenge in reinforcement learning (RL). State-of-the-art RL algorithms suffer from high sample complexity, particularly in the sparse reward case, where they can do no better than to…

Machine Learning · Computer Science 2020-01-22 Philippe Morere , Gilad Francis , Tom Blau , Fabio Ramos

Offline model-based reinforcement learning (MBRL) serves as a competitive framework that can learn well-performing policies solely from pre-collected data with the help of learned dynamics models. To fully unleash the power of offline MBRL,…

Machine Learning · Computer Science 2025-02-18 Yu-Wei Yang , Yun-Ming Chan , Wei Hung , Xi Liu , Ping-Chun Hsieh

We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller