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We consider offline policy optimization (OPO) in contextual bandits, where one is given a fixed dataset of logged interactions. While pessimistic regularizers are typically used to mitigate distribution shift, prior implementations thereof…

Machine Learning · Computer Science 2023-10-27 Lequn Wang , Akshay Krishnamurthy , Aleksandrs Slivkins

Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…

Machine Learning · Statistics 2022-04-26 Dhruv Malik , Yuanzhi Li , Aarti Singh

We study an online contextual decision-making problem with resource constraints. At each time period, the decision-maker first predicts a reward vector and resource consumption matrix based on a given context vector and then solves a…

Machine Learning · Computer Science 2022-06-16 Heyuan Liu , Paul Grigas

Partial monitoring is a generic framework of online decision-making problems with limited feedback. To make decisions from such limited feedback, it is necessary to find an appropriate distribution for exploration. Recently, a powerful…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito , Junya Honda

We study online learning in constrained Markov decision processes (CMDPs) in which rewards and constraints may be either stochastic or adversarial. In such settings, Stradi et al.(2024) proposed the first best-of-both-worlds algorithm able…

Machine Learning · Computer Science 2025-02-10 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Solving tasks in Reinforcement Learning is no easy feat. As the goal of the agent is to maximize the accumulated reward, it often learns to exploit loopholes and misspecifications in the reward signal resulting in unwanted behavior. While…

Machine Learning · Computer Science 2018-12-27 Chen Tessler , Daniel J. Mankowitz , Shie Mannor

We study the problem of Online Convex Optimization (OCO) with memory, which allows loss functions to depend on past decisions and thus captures temporal effects of learning problems. In this paper, we introduce dynamic policy regret as the…

Machine Learning · Computer Science 2023-08-16 Peng Zhao , Yu-Hu Yan , Yu-Xiang Wang , Zhi-Hua Zhou

We study the problem of minimizing polarization and disagreement in the Friedkin-Johnsen opinion dynamics model under incomplete information. Unlike prior work that assumes a static setting with full knowledge of agents' innate opinions, we…

Machine Learning · Computer Science 2026-03-09 Federico Cinus , Yuko Kuroki , Atsushi Miyauchi , Francesco Bonchi

This paper studies online optimization from a high-level unified theoretical perspective. We not only generalize both Optimistic-DA and Optimistic-MD in normed vector space, but also unify their analysis methods for dynamic regret. Regret…

Machine Learning · Computer Science 2022-02-15 Qing-xin Meng , Jian-wei Liu

We study the problem of preferential Bayesian optimization (BO), where we aim to optimize a black-box function with only preference feedback over a pair of candidate solutions. Inspired by the likelihood ratio idea, we construct a…

Machine Learning · Computer Science 2024-05-30 Wenjie Xu , Wenbin Wang , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

We propose information-directed sampling -- a new approach to online optimization problems in which a decision-maker must balance between exploration and exploitation while learning from partial feedback. Each action is sampled in a manner…

Machine Learning · Computer Science 2017-07-10 Daniel Russo , Benjamin Van Roy

We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

Machine Learning · Computer Science 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In this work, we initiate the study of policy optimization for the…

Machine Learning · Computer Science 2022-02-08 Liyu Chen , Haipeng Luo , Aviv Rosenberg

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…

Machine Learning · Computer Science 2020-01-15 Yuhui Wang , Hao He , Chao Wen , Xiaoyang Tan

In this paper, we study a special bandit setting of online stochastic linear optimization, where only one-bit of information is revealed to the learner at each round. This problem has found many applications including online advertisement…

Machine Learning · Computer Science 2015-09-28 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , 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

Learning robot control policies from physics simulations is of great interest to the robotics community as it may render the learning process faster, cheaper, and safer by alleviating the need for expensive real-world experiments. However,…

Robotics · Computer Science 2021-06-22 Fabio Muratore , Michael Gienger , Jan Peters

Proximal policy optimization(PPO) has been proposed as a first-order optimization method for reinforcement learning. We should notice that an exterior penalty method is used in it. Often, the minimizers of the exterior penalty functions…

Machine Learning · Computer Science 2018-12-18 Cheng Zeng , Hongming Zhang