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We devise and analyze algorithms for the empirical policy evaluation problem in reinforcement learning. Our algorithms explore backward from high-cost states to find high-value ones, in contrast to forward approaches that work forward from…

Machine Learning · Computer Science 2022-03-02 Daniel Vial , Vijay Subramanian

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…

Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance…

Machine Learning · Computer Science 2019-06-11 Nathan Kallus , Masatoshi Uehara

We study policy evaluation of offline contextual bandits subject to unobserved confounders. Sensitivity analysis methods are commonly used to estimate the policy value under the worst-case confounding over a given uncertainty set. However,…

Machine Learning · Statistics 2026-01-13 Kei Ishikawa , Niao He , Takafumi Kanamori

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

Machine Learning · Statistics 2020-02-21 Nathan Kallus , Masatoshi Uehara

As large language models (LLMs) become increasingly versatile, numerous large scale benchmarks have been developed to thoroughly assess their capabilities. These benchmarks typically consist of diverse datasets and prompts to evaluate…

Machine Learning · Computer Science 2024-10-10 Yang Li , Jie Ma , Miguel Ballesteros , Yassine Benajiba , Graham Horwood

Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…

Machine Learning · Computer Science 2023-09-11 Olivier Jeunen , Ben London

This paper is concerned with constructing a confidence interval for a target policy's value offline based on a pre-collected observational data in infinite horizon settings. Most of the existing works assume no unmeasured variables exist…

Machine Learning · Statistics 2022-11-07 Chengchun Shi , Jin Zhu , Ye Shen , Shikai Luo , Hongtu Zhu , Rui Song

We study decision making in environments where the reward is only partially observed, but can be modeled as a function of an action and an observed context. This setting, known as contextual bandits, encompasses a wide variety of…

Machine Learning · Computer Science 2011-05-09 Miroslav Dudik , John Langford , Lihong Li

In bandit settings, optimizing long-term regret metrics requires exploration, which corresponds to sometimes taking myopically sub-optimal actions. When a long-lived principal merely recommends actions to be executed by a sequence of…

Computer Science and Game Theory · Computer Science 2026-02-25 Ramya Ramalingam , Osbert Bastani , Aaron Roth

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

Machine Learning · Computer Science 2018-12-04 Jun Geng , Lifeng Lai

Learning-based approaches, such as reinforcement and imitation learning are gaining popularity in decision-making for autonomous driving. However, learned policies often fail to generalize and cannot handle novel situations well. Asking and…

Machine Learning · Computer Science 2020-11-13 Patrick Hart , Alois Knoll

Interactive recommendation is able to learn from the interactive processes between users and systems to confront the dynamic interests of users. Recent advances have convinced that the ability of reinforcement learning to handle the dynamic…

Information Retrieval · Computer Science 2022-04-04 Siyu Wang , Xiaocong Chen , Lina Yao

This paper addresses the problem of online inverse reinforcement learning for systems with limited data and uncertain dynamics. In the developed approach, the state and control trajectories are recorded online by observing an agent perform…

Systems and Control · Electrical Eng. & Systems 2020-08-21 Ryan Self , S M Nahid Mahmud , Katrine Hareland , Rushikesh Kamalapurkar

One of the questions that arises when designing models that learn to solve multiple tasks simultaneously is how much of the available training budget should be devoted to each individual task. We refer to any formalized approach to…

Machine Learning · Computer Science 2019-07-16 John Glover , Chris Hokamp

Off-policy learning methods are intended to learn a policy from logged data, which includes context, action, and feedback (cost or reward) for each sample point. In this work, we build on the counterfactual risk minimization framework,…

Learning control policies offline from pre-recorded datasets is a promising avenue for solving challenging real-world problems. However, available datasets are typically of mixed quality, with a limited number of the trajectories that we…

We consider the task of evaluating policies of algorithmic resource allocation through randomized controlled trials (RCTs). Such policies are tasked with optimizing the utilization of limited intervention resources, with the goal of…

Artificial Intelligence · Computer Science 2023-02-07 Aditya Mate , Bryan Wilder , Aparna Taneja , Milind Tambe

Learning linear predictors with the logistic loss---both in stochastic and online settings---is a fundamental task in machine learning and statistics, with direct connections to classification and boosting. Existing "fast rates" for this…

Machine Learning · Computer Science 2018-12-17 Dylan J. Foster , Satyen Kale , Haipeng Luo , Mehryar Mohri , Karthik Sridharan