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Driven by the need to capture users' evolving interests and optimize their long-term experiences, more and more recommender systems have started to model recommendation as a Markov decision process and employ reinforcement learning to…

Information Retrieval · Computer Science 2021-11-02 Dell Zhang , Jun Wang

Machine learning based decision making systems are increasingly affecting humans. An individual can suffer an undesirable outcome under such decision making systems (e.g. denied credit) irrespective of whether the decision is fair or…

Machine Learning · Computer Science 2019-07-24 Shalmali Joshi , Oluwasanmi Koyejo , Warut Vijitbenjaronk , Been Kim , Joydeep Ghosh

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this…

Machine Learning · Computer Science 2019-09-23 Shin-ichi Maeda , Hayato Watahiki , Shintarou Okada , Masanori Koyama

Machine learning actively impacts our everyday life in almost all endeavors and domains such as healthcare, finance, and energy. As our dependence on the machine learning increases, it is inevitable that these algorithms will be used to…

Machine Learning · Computer Science 2021-02-23 Ankit Kulshrestha , Ilya Safro

Recent conversations in the algorithmic fairness literature have raised several concerns with standard conceptions of fairness. First, constraining predictive algorithms to satisfy fairness benchmarks may lead to non-optimal outcomes for…

Computers and Society · Computer Science 2024-06-04 Aurora Zhang , Annette Hosoi

We consider large-scale Markov decision processes (MDPs) with a risk measure of variability in cost, under the risk-aware MDPs paradigm. Previous studies showed that risk-aware MDPs, based on a minimax approach to handling risk, can be…

Systems and Control · Computer Science 2017-05-17 Pengqian Yu , William B. Haskell , Huan Xu

Scoring systems, as a type of predictive model, have significant advantages in interpretability and transparency and facilitate quick decision-making. As such, scoring systems have been extensively used in a wide variety of industries such…

Machine Learning · Computer Science 2022-11-23 Yi Yang , Ying Wu , Mei Li , Xiangyu Chang , Yong Tan

Markov decision processes (MDPs) are a fundamental model for decision making under uncertainty. They exhibit non-deterministic choice as well as probabilistic uncertainty. Traditionally, verification algorithms assume exact knowledge of the…

Artificial Intelligence · Computer Science 2025-04-18 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

Our work addresses a fundamental problem in the context of counterfactual inference for Markov Decision Processes (MDPs). Given an MDP path $\tau$, this kind of inference allows us to derive counterfactual paths $\tau'$ describing what-if…

Artificial Intelligence · Computer Science 2025-03-28 Milad Kazemi , Jessica Lally , Ekaterina Tishchenko , Hana Chockler , Nicola Paoletti

As automated decision making and decision assistance systems become common in everyday life, research on the prevention or mitigation of potential harms that arise from decisions made by these systems has proliferated. However, various…

Computers and Society · Computer Science 2023-01-18 Samer B. Nashed , Justin Svegliato , Su Lin Blodgett

This paper addresses a key limitation in existing counterfactual inference methods for Markov Decision Processes (MDPs). Current approaches assume a specific causal model to make counterfactuals identifiable. However, there are usually many…

Artificial Intelligence · Computer Science 2026-05-25 Jessica Lally , Milad Kazemi , Nicola Paoletti

Nowadays fairness issues have raised great concerns in decision-making systems. Various fairness notions have been proposed to measure the degree to which an algorithm is unfair. In practice, there frequently exist a certain set of…

Machine Learning · Computer Science 2021-07-20 Renzhe Xu , Peng Cui , Kun Kuang , Bo Li , Linjun Zhou , Zheyan Shen , Wei Cui

Computers are increasingly used to make decisions that have significant impact in people's lives. Often, these predictions can affect different population subgroups disproportionately. As a result, the issue of fairness has received much…

We consider risk-sensitive Markov decision processes (MDPs), where the MDP model is influenced by a parameter which takes values in a compact metric space. We identify sufficient conditions under which small perturbations in the model…

Optimization and Control · Mathematics 2022-09-28 Shiping Shao , Abhishek Gupta , William B. Haskell

Factored Markov decision processes (MDPs) are a prominent paradigm within the artificial intelligence community for modeling and solving large-scale MDPs whose rewards and dynamics decompose into smaller, loosely interacting components.…

Optimization and Control · Mathematics 2024-04-03 Huikang Liu , Wolfram Wiesemann , Man-Chung Yue

Markov decision processes (MDP) and continuous-time MDP (CTMDP) are the fundamental models for non-deterministic systems with probabilistic uncertainty. Mean payoff (a.k.a. long-run average reward) is one of the most classic objectives…

Systems and Control · Electrical Eng. & Systems 2022-06-06 Chaitanya Agarwal , Shibashis Guha , Jan Křetínský , M. Pazhamalai

Machine Learning (ML) models trained on data from multiple demographic groups can inherit representation disparity (Hashimoto et al., 2018) that may exist in the data: the model may be less favorable to groups contributing less to the…

Machine Learning · Computer Science 2019-11-05 Xueru Zhang , Mohammad Mahdi Khalili , Cem Tekin , Mingyan Liu

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

We study the relation between different Markov Decision Process (MDP) frameworks in the machine learning and econometrics literatures, including the standard MDP, the entropy and general regularized MDP, and stochastic MDP, where the latter…

Optimization and Control · Mathematics 2020-08-19 Tien Mai , Patrick Jaillet
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