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We explore the question of how to learn an optimal search strategy within the example of a parking problem where parking opportunities arrive according to an unknown inhomogeneous Poisson process. The optimal policy is a threshold-type…

Machine Learning · Computer Science 2026-03-04 Stefan Ankirchner , Maximilian Philipp Thiel

Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…

Econometrics · Economics 2023-04-25 Lihua Lei , Roshni Sahoo , Stefan Wager

Policy learning can be used to extract individualized treatment regimes from observational data in healthcare, civics, e-commerce, and beyond. One big hurdle to policy learning is a commonplace lack of overlap in the data for different…

Machine Learning · Statistics 2020-12-04 Nathan Kallus

A framework is introduced for actively and adaptively solving a sequence of machine learning problems, which are changing in bounded manner from one time step to the next. An algorithm is developed that actively queries the labels of the…

Machine Learning · Computer Science 2018-05-31 Yuheng Bu , Jiaxun Lu , Venugopal V. Veeravalli

Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of…

Machine Learning · Statistics 2018-06-04 Jack Umenberger , Thomas B. Schön

Partial-label learning is a kind of weakly-supervised learning with inexact labels, where for each training example, we are given a set of candidate labels instead of only one true label. Recently, various approaches on partial-label…

Machine Learning · Computer Science 2022-08-30 Zhenguo Wu , Jiaqi Lv , Masashi Sugiyama

Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…

Methodology · Statistics 2023-10-12 Pan Zhao , Antoine Chambaz , Julie Josse , Shu Yang

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

Econometrics · Economics 2025-05-29 Anders Bredahl Kock , David Preinerstorfer

Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure…

Machine Learning · Computer Science 2013-05-14 Stephane Ross , Jiaji Zhou , Yisong Yue , Debadeepta Dey , J. Andrew Bagnell

In real-world applications, one often encounters ambiguously labeled data, where different annotators assign conflicting class labels. Partial-label learning allows training classifiers in this weakly supervised setting, where…

Machine Learning · Computer Science 2025-10-27 Tobias Fuchs , Florian Kalinke , Klemens Böhm

Strategic learning studies how decision rules interact with agents who may strategically change their inputs/features to achieve better outcomes. In standard settings, models assume that the decision-maker's sole scope is to learn a…

Computer Science and Game Theory · Computer Science 2025-10-23 Valia Efthymiou , Ekaterina Fedorova , Chara Podimata

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

We study the design of optimal incentives in sequential processes. To do so, we consider a basic and fundamental model in which an agent initiates a value-creating sequential process through costly investment with random success. If…

Theoretical Economics · Economics 2023-11-22 Jens Gudmundsson , Jens Leth Hougaard , Juan D. Moreno-Ternero , Lars Peter Østerdal

The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…

Machine Learning · Computer Science 2019-07-29 Tiancheng Yu , Xiyu Zhai , Suvrit Sra

We present a new perspective on the popular multi-class algorithmic techniques of one-vs-all and error correcting output codes. Rather than studying the behavior of these techniques for supervised learning, we establish a connection between…

Machine Learning · Computer Science 2016-11-28 Maria Florina Balcan , Travis Dick , Yishay Mansour

We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

Machine Learning · Computer Science 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Active learning is usually applied to acquire labels of informative data points in supervised learning, to maximize accuracy in a sample-efficient way. However, maximizing the accuracy is not the end goal when the results are used for…

Machine Learning · Statistics 2021-10-22 Louis Filstroff , Iiris Sundin , Petrus Mikkola , Aleksei Tiulpin , Juuso Kylmäoja , Samuel Kaski

Partial label learning deals with the problem where each training instance is assigned a set of candidate labels, only one of which is correct. This paper provides the first attempt to leverage the idea of self-training for dealing with…

Machine Learning · Computer Science 2019-02-11 Lei Feng , Bo An

Although multi-label learning can deal with many problems with label ambiguity, it does not fit some real applications well where the overall distribution of the importance of the labels matters. This paper proposes a novel learning…

Machine Learning · Computer Science 2016-04-06 Xin Geng

We study the problem of classification with selectively labeled data, whose distribution may differ from the full population due to historical decision-making. We exploit the fact that in many applications historical decisions were made by…

Machine Learning · Statistics 2025-05-28 Jian Chen , Zhehao Li , Xiaojie Mao