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In this article, we propose a novel pessimism-based Bayesian learning method for optimal dynamic treatment regimes in the offline setting. When the coverage condition does not hold, which is common for offline data, the existing solutions…

Machine Learning · Statistics 2023-02-23 Yunzhe Zhou , Zhengling Qi , Chengchun Shi , Lexin Li

In dynamic programming and reinforcement learning, the policy for the sequential decision making of an agent in a stochastic environment is usually determined by expressing the goal as a scalar reward function and seeking a policy that…

Artificial Intelligence · Computer Science 2025-02-26 Simon Dima , Simon Fischer , Jobst Heitzig , Joss Oliver

An agent choosing between various actions tends to take the one with the lowest cost. But this choice is arguably too rigid (not adaptive) to be useful in complex situations, e.g., where exploration-exploitation trade-off is relevant in…

Data Analysis, Statistics and Probability · Physics 2018-12-04 Armen E. Allahverdyan , Aram Galstyan , Ali E. Abbas , Zbigniew R. Struzik

The human intrinsic desire to pursue knowledge, also known as curiosity, is considered essential in the process of skill acquisition. With the aid of artificial curiosity, we could equip current techniques for control, such as Reinforcement…

Machine Learning · Computer Science 2022-02-24 Pietro Mazzaglia , Ozan Catal , Tim Verbelen , Bart Dhoedt

We present a novel, input-output data-driven approach to uncertainty model identification. As the true bounds and distributions of system uncertainties ultimately remain unknown, we depart from the goal of identifying the uncertainty model…

Systems and Control · Electrical Eng. & Systems 2025-08-29 Jannes Hühnerbein , Jad Wehbeh , Eric C. Kerrigan

Real-world reinforcement learning applications are often hindered by delayed feedback from environments, which violates the Markov assumption and introduces significant challenges. Although numerous delay-compensating methods have been…

Machine Learning · Computer Science 2026-02-03 Jongsoo Lee , Jangwon Kim , Jiseok Jeong , Soohee Han

In high-stakes applications, predictive models must not only produce accurate predictions but also quantify and communicate their uncertainty. Reject-option prediction addresses this by allowing the model to abstain when prediction…

Artificial Intelligence · Computer Science 2026-05-05 Vojtech Franc , Jakub Paplham

This paper provides a behavioral analysis of conservatism in beliefs. I introduce a new axiom, Dynamic Conservatism, that relaxes Dynamic Consistency when information and prior beliefs "conflict." When the agent is a subjective expected…

Theoretical Economics · Economics 2021-02-02 Matthew Kovach

Classical reinforcement learning assumes the agent interacts with a fixed environment whose behavior does not depend on the agent's policy. This assumption breaks down in non-realizable settings where other actors might anticipate the…

Reward functions are easy to misspecify; although designers can make corrections after observing mistakes, an agent pursuing a misspecified reward function can irreversibly change the state of its environment. If that change precludes…

Artificial Intelligence · Computer Science 2020-06-11 Alexander Matt Turner , Dylan Hadfield-Menell , Prasad Tadepalli

Adversarial machine learning concerns situations in which learners face attacks from active adversaries. Such scenarios arise in applications such as spam email filtering, malware detection and fake image generation, where security methods…

Machine Learning · Computer Science 2025-10-07 David Benfield , Stefano Coniglio , Phan Tu Vuong , Alain Zemkoho

Transfer reinforcement learning aims to derive a near-optimal policy for a target environment with limited data by leveraging abundant data from related source domains. However, it faces two key challenges: the lack of performance…

Machine Learning · Computer Science 2025-05-30 Chi Zhang , Ziying Jia , George K. Atia , Sihong He , Yue Wang

The use of pessimism, when reasoning about datasets lacking exhaustive exploration has recently gained prominence in offline reinforcement learning. Despite the robustness it adds to the algorithm, overly pessimistic reasoning can be…

Machine Learning · Computer Science 2023-10-25 Tengyang Xie , Ching-An Cheng , Nan Jiang , Paul Mineiro , Alekh Agarwal

The model of a non-Bayesian agent who faces a repeated game with incomplete information against Nature is an appropriate tool for modeling general agent-environment interactions. In such a model the environment state (controlled by Nature)…

Artificial Intelligence · Computer Science 2014-11-17 D. Monderer , M. Tennenholtz

An agent must try new behaviors to explore and improve. In high-stakes environments, an agent that violates safety constraints may cause harm and must be taken offline, curtailing any future interaction. Imitating old behavior is safe, but…

Artificial Intelligence · Computer Science 2026-04-17 Drew Prinster , Clara Fannjiang , Ji Won Park , Kyunghyun Cho , Anqi Liu , Suchi Saria , Samuel Stanton

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

Machine Learning · Computer Science 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

According to the subjective Bayesian interpretation of quantum theory (QBism), quantum mechanics is a tool that an agent would be wise to use when making bets about natural phenomena. In particular, the Born rule is understood to be a…

In recent years prominent intellectuals have raised ethical concerns about the consequences of artificial intelligence. One concern is that an autonomous agent might modify itself to become "superintelligent" and, in supremely effective…

Artificial Intelligence · Computer Science 2017-03-07 Sebastian Benthall

We consider a social planner faced with a stream of myopic selfish agents. The goal of the social planner is to maximize the social welfare, however, it is limited to using only information asymmetry (regarding previous outcomes) and cannot…

Computer Science and Game Theory · Computer Science 2019-05-15 Lee Cohen , Yishay Mansour

Learning and adaptation play great role in emergent socio-economic phenomena. Complex dynamics has been previously found in the systems of multiple learning agents interacting via a simple game. Meanwhile, the single agent adaptation is…

Physics and Society · Physics 2020-05-18 Arkady Zgonnikov , Ihor Lubashevsky