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Randomized experiments can be susceptible to selection bias due to potential non-compliance by the participants. While much of the existing work has studied compliance as a static behavior, we propose a game-theoretic model to study…

Machine Learning · Computer Science 2021-07-29 Daniel Ngo , Logan Stapleton , Vasilis Syrgkanis , Zhiwei Steven Wu

Inverse reinforcement learning (IRL) seeks to learn the reward function from expert trajectories, to understand the task for imitation or collaboration thereby removing the need for manual reward engineering. However, IRL in the context of…

Machine Learning · Computer Science 2023-11-13 Yikang Gui , Prashant Doshi

Offline Reinforcement Learning (RL) addresses the problem of sequential decision-making by learning optimal policy through pre-collected data, without interacting with the environment. As yet, it has remained somewhat impractical, because…

Machine Learning · Computer Science 2024-10-07 Maksim Bobrin , Nazar Buzun , Dmitrii Krylov , Dmitry V. Dylov

The technique of data augmentation (DA) is often used in machine learning for regularization purposes to better generalize under i.i.d. settings. In this work, we present a unifying framework with topics in causal inference to make a case…

Machine Learning · Computer Science 2026-02-02 Uzair Akbar , Niki Kilbertus , Hao Shen , Krikamol Muandet , Bo Dai

The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research…

Machine Learning · Computer Science 2021-02-12 Mengjiao Yang , Ofir Nachum

Unlike traditional model-based reinforcement learning approaches that estimate system parameters from data, non-model-based data-driven control learns the optimal policy directly from input-state data without any intermediate model…

Optimization and Control · Mathematics 2026-05-05 Leilei Cui , Zhong-Ping Jiang , Petter N. Kolm , Grégoire G. Macqueron

Instrumental variable (IV) regression relies on instruments to infer causal effects from observational data with unobserved confounding. We consider IV regression in time series models, such as vector auto-regressive (VAR) processes. Direct…

Methodology · Statistics 2024-07-23 Nikolaj Thams , Rikke Søndergaard , Sebastian Weichwald , Jonas Peters

We are in the middle of a remarkable rise in the use and capability of artificial intelligence. Much of this growth has been fueled by the success of deep learning architectures: models that map from observables to outputs via multiple…

Applications · Statistics 2017-01-02 Jason Hartford , Greg Lewis , Kevin Leyton-Brown , Matt Taddy

Sample efficiency is critical when applying learning-based methods to robotic manipulation due to the high cost of collecting expert demonstrations and the challenges of on-robot policy learning through online Reinforcement Learning (RL).…

Machine Learning · Computer Science 2024-06-21 Arsh Tangri , Ondrej Biza , Dian Wang , David Klee , Owen Howell , Robert Platt

We study the offline reinforcement learning (offline RL) problem, where the goal is to learn a reward-maximizing policy in an unknown Markov Decision Process (MDP) using the data coming from a policy $\mu$. In particular, we consider the…

Machine Learning · Computer Science 2021-10-19 Ming Yin , Yu-Xiang Wang

Imitation Learning (IL) has proven highly effective for robotic and control tasks where manually designing reward functions or explicit controllers is infeasible. However, standard IL methods implicitly assume that the environment dynamics…

Machine Learning · Computer Science 2025-11-12 Rishabh Agrawal , Yusuf Alvi , Rahul Jain , Ashutosh Nayyar

We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in…

Methodology · Statistics 2023-12-06 Yiqi Lin , Frank Windmeijer , Xinyuan Song , Qingliang Fan

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical approaches rely on strong assumptions such as the $\textit{exclusion criterion}$, which…

Learning from visual observation (LfVO), aiming at recovering policies from only visual observation data, is promising yet a challenging problem. Existing LfVO approaches either only adopt inefficient online learning schemes or require…

Machine Learning · Computer Science 2023-06-23 Bohan Zhou , Ke Li , Jiechuan Jiang , Zongqing Lu

The endogeneity issue is fundamentally important as many empirical applications may suffer from the omission of explanatory variables, measurement error, or simultaneous causality. Recently, \cite{hllt17} propose a "Deep Instrumental…

Statistics Theory · Mathematics 2020-05-01 Ruiqi Liu , Zuofeng Shang , Guang Cheng

Inverse Reinforcement Learning (IRL) is the problem of finding a reward function which describes observed/known expert behavior. The IRL setting is remarkably useful for automated control, in situations where the reward function is…

Machine Learning · Computer Science 2022-09-12 Gregory Dexter , Kevin Bello , Jean Honorio

Transformer models have achieved remarkable empirical successes, largely due to their in-context learning capabilities. Inspired by this, we explore training an autoregressive transformer for in-context reinforcement learning (ICRL). In…

Machine Learning · Computer Science 2026-01-29 Juncheng Dong , Moyang Guo , Ethan X. Fang , Zhuoran Yang , Vahid Tarokh

We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require…

Machine Learning · Statistics 2024-05-31 Xuxing Chen , Abhishek Roy , Yifan Hu , Krishnakumar Balasubramanian

Modern decision-making systems, from robots to web recommendation engines, are expected to adapt: to user preferences, changing circumstances or even new tasks. Yet, it is still uncommon to deploy a dynamically learning agent (rather than a…

Machine Learning · Computer Science 2022-11-15 Shengpu Tang , Felipe Vieira Frujeri , Dipendra Misra , Alex Lamb , John Langford , Paul Mineiro , Sebastian Kochman

Standard imitation learning can fail when the expert demonstrators have different sensory inputs than the imitating agent. This is because partial observability gives rise to hidden confounders in the causal graph. In previous work, to work…

Machine Learning · Computer Science 2024-08-27 Risto Vuorio , Pim de Haan , Johann Brehmer , Hanno Ackermann , Daniel Dijkman , Taco Cohen
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