Related papers: Toward Optimal Adversarial Policies in the Multipl…
Many interventions, such as vaccines in clinical trials or coupons in online marketplaces, must be assigned sequentially without full knowledge of their effects. Multi-armed bandit algorithms have proven successful in such settings.…
This paper considers a distributed optimization problem in a multi-agent system where a fraction of the agents act in an adversarial manner. Specifically, the malicious agents steer the network of agents away from the optimal solution by…
In Causal Bayesian Optimization (CBO), an agent intervenes on an unknown structural causal model to maximize a downstream reward variable. In this paper, we consider the generalization where other agents or external events also intervene on…
A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…
Offline reinforcement learning requires reconciling two conflicting aims: learning a policy that improves over the behavior policy that collected the dataset, while at the same time minimizing the deviation from the behavior policy so as to…
In this paper, we aim to develop a simple and scalable reinforcement learning algorithm that uses standard supervised learning methods as subroutines. Our goal is an algorithm that utilizes only simple and convergent maximum likelihood loss…
We propose a new variant of online learning that we call "ambiguous online learning". In this setting, the learner is allowed to produce multiple predicted labels. Such an "ambiguous prediction" is considered correct when at least one of…
Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…
We consider the fundamental problem of prediction with expert advice where the experts are "optimizable": there is a black-box optimization oracle that can be used to compute, in constant time, the leading expert in retrospect at any point…
We study a new paradigm for sequential decision making, called offline policy learning from observations (PLfO). Offline PLfO aims to learn policies using datasets with substandard qualities: 1) only a subset of trajectories is labeled with…
In this paper, we study the problem of efficient online reinforcement learning in the infinite horizon setting when there is an offline dataset to start with. We assume that the offline dataset is generated by an expert but with unknown…
In standard RL, a learner attempts to learn an optimal policy for a Markov Decision Process whose structure (e.g. state space) is known. In online model selection, a learner attempts to learn an optimal policy for an MDP knowing only that…
We study the selective learning problem introduced by Qiao and Valiant (2019), in which the learner observes $n$ labeled data points one at a time. At a time of its choosing, the learner selects a window length $w$ and a model $\hat\ell$…
We propose a distributional framework for offline Inverse Reinforcement Learning (IRL) that jointly models uncertainty over reward functions and full distributions of returns. Unlike conventional IRL approaches that recover a deterministic…
Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…
Policies for partially observed Markov decision processes can be efficiently learned by imitating policies for the corresponding fully observed Markov decision processes. Unfortunately, existing approaches for this kind of imitation…
Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case…
Deep neural networks have been proven to be vulnerable to adversarial examples and various methods have been proposed to defend against adversarial attacks for natural language processing tasks. However, previous defense methods have…
In this paper, we demonstrate how to learn the objective function of a decision-maker while only observing the problem input data and the decision-maker's corresponding decisions over multiple rounds. We present exact algorithms for this…
We address the online linear optimization problem when the actions of the forecaster are represented by binary vectors. Our goal is to understand the magnitude of the minimax regret for the worst possible set of actions. We study the…