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Given a sequence of random variables ${\bf X}=X_1,X_2,\ldots$ suppose the aim is to maximize one's return by picking a `favorable' $X_i$. Obviously, the expected payoff crucially depends on the information at hand. An optimally informed…

Statistics Theory · Mathematics 2017-10-02 Uwe Saint-Mont

Two key assumptions shape the usual view of ranked retrieval: (1) that the searcher can choose words for their query that might appear in the documents that they wish to see, and (2) that ranking retrieved documents will suffice because the…

Information Retrieval · Computer Science 2022-06-09 Petra Galuščáková , Douglas W. Oard , Suraj Nair

We consider an online stochastic game with risk-averse agents whose goal is to learn optimal decisions that minimize the risk of incurring significantly high costs. Specifically, we use the Conditional Value at Risk (CVaR) as a risk measure…

Machine Learning · Computer Science 2022-06-17 Zifan Wang , Yi Shen , Michael M. Zavlanos

Contextual linear optimization (CLO) uses predictive contextual features to reduce uncertainty in random cost coefficients in the objective and thereby improve decision-making performance. A canonical example is the stochastic shortest path…

Machine Learning · Statistics 2025-11-11 Yichun Hu , Nathan Kallus , Xiaojie Mao , Yanchen Wu

Reinforcement learning algorithms typically necessitate extensive exploration of the state space to find optimal policies. However, in safety-critical applications, the risks associated with such exploration can lead to catastrophic…

Machine Learning · Computer Science 2025-02-28 Kaustubh Mani , Vincent Mai , Charlie Gauthier , Annie Chen , Samer Nashed , Liam Paull

Bandit algorithms for online learning to rank (OLTR) problems often aim to maximize long-term revenue by utilizing user feedback. From a practical point of view, however, such algorithms have a high risk of hurting user experience due to…

Information Retrieval · Computer Science 2023-05-03 Hiroaki Shiino , Kaito Ariu , Kenshi Abe , Togashi Riku

Bayesian strategies for contextual bandits have proved promising in single-state reinforcement learning tasks by modeling uncertainty using context information from the environment. In this paper, we propose Greedy Bandits with Sampled…

Machine Learning · Computer Science 2020-08-03 Dom Huh

The inputs and preferences of human users are important considerations in situations where these users interact with autonomous cyber or cyber-physical systems. In these scenarios, one is often interested in aligning behaviors of the system…

Machine Learning · Computer Science 2021-04-02 Bhaskar Ramasubramanian , Luyao Niu , Andrew Clark , Radha Poovendran

Autonomous exploration in mobile robotics often involves a trade-off between two objectives: maximizing environmental coverage and minimizing the total path length. In the widely used information gain paradigm, exploration is guided by the…

Robotics · Computer Science 2025-04-22 Ludvig Ericson , José Pedro , Patric Jensfelt

Reward-biased maximum likelihood estimation (RBMLE) is a classic principle in the adaptive control literature for tackling explore-exploit trade-offs. This paper studies the stochastic contextual bandit problem with general bounded reward…

Machine Learning · Computer Science 2022-05-31 Yu-Heng Hung , Ping-Chun Hsieh

An inverse reinforcement learning (IRL) agent learns to act intelligently by observing expert demonstrations and learning the expert's underlying reward function. Although learning the reward functions from demonstrations has achieved great…

Artificial Intelligence · Computer Science 2022-02-28 Wei Gao , David Hsu , Wee Sun Lee

We propose ContextRL, a novel framework that leverages context augmentation to overcome these bottlenecks. Specifically, to enhance Identifiability, we provide the reward model with full reference solutions as context, enabling fine-grained…

Contextual policy search allows adapting robotic movement primitives to different situations. For instance, a locomotion primitive might be adapted to different terrain inclinations or desired walking speeds. Such an adaptation is often…

Machine Learning · Statistics 2015-11-17 Jan Hendrik Metzen

Exploration in reinforcement learning (RL) remains an open challenge. RL algorithms rely on observing rewards to train the agent, and if informative rewards are sparse the agent learns slowly or may not learn at all. To improve exploration…

Machine Learning · Computer Science 2024-11-12 Simone Parisi , Alireza Kazemipour , Michael Bowling

Online learning algorithms, widely used to power search and content optimization on the web, must balance exploration and exploitation, potentially sacrificing the experience of current users for information that will lead to better…

Machine Learning · Computer Science 2018-07-04 Manish Raghavan , Aleksandrs Slivkins , Jennifer Wortman Vaughan , Zhiwei Steven Wu

A key challenge in reinforcement learning (RL) is environment generalization: a policy trained to solve a task in one environment often fails to solve the same task in a slightly different test environment. A common approach to improve…

Robotics · Computer Science 2019-07-30 Wenxuan Zhou , Lerrel Pinto , Abhinav Gupta

Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a…

Machine Learning · Computer Science 2012-07-03 Yisong Yue , Sue Ann Hong , Carlos Guestrin

Contextual bandits algorithms aim to choose the optimal arm with the highest reward out of a set of candidates based on the contextual information. Various bandit algorithms have been applied to real-world applications due to their ability…

Machine Learning · Computer Science 2023-08-22 Yunzhe Qi , Yikun Ban , Jingrui He

Autonomous 3D environment exploration is a fundamental task for various applications such as navigation. The goal of exploration is to investigate a new environment and build its occupancy map efficiently. In this paper, we propose a new…

Artificial Intelligence · Computer Science 2021-11-03 Liu Juncheng , McCane Brendan , Mills Steven

Contextual multi-armed bandit problems arise frequently in important industrial applications. Existing solutions model the context either linearly, which enables uncertainty driven (principled) exploration, or non-linearly, by using…

Machine Learning · Computer Science 2018-07-27 Mark Collier , Hector Urdiales Llorens