Related papers: Confident Off-Policy Evaluation and Selection thro…
Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can…
Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches…
Off-policy evaluation (OPE) is to evaluate a target policy with data generated by other policies. Most previous OPE methods focus on precisely estimating the true performance of a policy. We observe that in many applications, (1) the end…
Batch policy optimization considers leveraging existing data for policy construction before interacting with an environment. Although interest in this problem has grown significantly in recent years, its theoretical foundations remain…
Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…
Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…
Sequential decision making under uncertainty is studied in a mixed observability domain. The goal is to maximize the amount of information obtained on a partially observable stochastic process under constraints imposed by a fully observable…
We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well…
Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…
We study offline reinforcement learning in average-reward MDPs, which presents increased challenges from the perspectives of distribution shift and non-uniform coverage, and has been relatively underexamined from a theoretical perspective.…
Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…
In reinforcement learning, experience replay stores past samples for further reuse. Prioritized sampling is a promising technique to better utilize these samples. Previous criteria of prioritization include TD error, recentness and…
Contextual bandits, which leverage the baseline features of sequentially arriving individuals to optimize cumulative rewards while balancing exploration and exploitation, are critical for online decision-making. Existing approaches…
We study the Bayesian regret of the renowned Thompson Sampling algorithm in contextual bandits with binary losses and adversarially-selected contexts. We adapt the information-theoretic perspective of \cite{RvR16} to the contextual setting…
The ability to exploit prior experience to solve novel problems rapidly is a hallmark of biological learning systems and of great practical importance for artificial ones. In the meta reinforcement learning literature much recent work has…
Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with…
Policy gradient methods are widely used for control in reinforcement learning, particularly for the continuous action setting. There have been a host of theoretically sound algorithms proposed for the on-policy setting, due to the existence…
We study contextual bandits with low-rank structure where, in each round, if the (context, arm) pair $(i,j)\in [m]\times [n]$ is selected, the learner observes a noisy sample of the $(i,j)$-th entry of an unknown low-rank reward matrix.…
Recent Offline Reinforcement Learning methods have succeeded in learning high-performance policies from fixed datasets of experience. A particularly effective approach learns to first identify and then mimic optimal decision-making…
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…