Related papers: Monte Carlo Rollout Policy for Recommendation Syst…

Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…

We consider a non stationary multi-armed bandit in which the population preferences are positively and negatively reinforced by the observed rewards. The objective of the algorithm is to shape the population preferences to maximize the…

In order to equip NLP systems with selective prediction capability, several task-specific approaches have been proposed. However, which approaches work best across tasks or even if they consistently outperform the simplest baseline…

Markov chain Monte Carlo (MCMC) is widely used for Bayesian inference in models of complex systems. Performance, however, is often unsatisfactory in models with many latent variables due to so-called poor mixing, necessitating development…

We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows…

Any search or sampling algorithm for solution of inverse problems needs guidance to be efficient. Many algorithms collect and apply information about the problem on the fly, and much improvement has been made in this way. However, as a…

This paper studies restless multi-armed bandit (RMAB) problems with unknown arm transition dynamics but with known correlated arm features. The goal is to learn a model to predict transition dynamics given features, where the Whittle index…

In solving the non-myopic radar scheduling for multiple smart target tracking within an active and passive radar network, we need to consider both short-term enhanced tracking performance and a higher probability of target maneuvering in…

The problem of offline reinforcement learning focuses on learning a good policy from a log of environment interactions. Past efforts for developing algorithms in this area have revolved around introducing constraints to online reinforcement…

A Tree Markov Decision Problem (T-MDP) is a finite-horizon MDP with a starting state $s_{1}$, in which every state is reachable from $s_{1}$ through exactly one state-action trajectory. T-MDPs arise naturally as abstractions of decision…

We propose Multi Agent Reflective Policy Optimization (MARPO) to alleviate the issue of sample inefficiency in multi agent reinforcement learning. MARPO consists of two key components: a reflection mechanism that leverages subsequent…

UCT, a state-of-the art algorithm for Monte Carlo tree search (MCTS) in games and Markov decision processes, is based on UCB1, a sampling policy for the Multi-armed Bandit problem (MAB) that minimizes the cumulative regret. However, search…

Purpose: In recent years Monte-Carlo sampling methods, such as Monte Carlo tree search, have achieved tremendous success in model free reinforcement learning. A combination of the so called upper confidence bounds policy to preserve the…

The Whittle index for restless bandits (two-action semi-Markov decision processes) provides an intuitively appealing optimal policy for controlling a single generic project that can be active (engaged) or passive (rested) at each decision…

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…

This paper considers what we propose to call multi-gear bandits, which are Markov decision processes modeling a generic dynamic and stochastic project fueled by a single resource and which admit multiple actions representing gears of…

Restless multi-armed bandits (RMAB) has been widely used to model constrained sequential decision making problems, where the state of each restless arm evolves according to a Markov chain and each state transition generates a scalar reward.…

This paper introduces a novel multi-armed bandits framework, termed Contextual Restless Bandits (CRB), for complex online decision-making. This CRB framework incorporates the core features of contextual bandits and restless bandits, so that…

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…