Related papers: Doubly Robust Interval Estimation for Optimal Poli…
We present and prove properties of a new offline policy evaluator for an exploration learning setting which is superior to previous evaluators. In particular, it simultaneously and correctly incorporates techniques from importance…
Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies. Therefore, OPE is a key step in applying reinforcement learning to real-world…
Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…
Online decision making aims to learn the optimal decision rule by making personalized decisions and updating the decision rule recursively. It has become easier than before with the help of big data, but new challenges also come along.…
With the increasing pace of automation, modern robotic systems need to act in stochastic, non-stationary, partially observable environments. A range of algorithms for finding parameterized policies that optimize for long-term average…
Estimating the effect of treatments from natural experiments, where treatments are pre-assigned, is an important and well-studied problem. We introduce a novel natural experiment dataset obtained from an early childhood literacy nonprofit.…
In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…
Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…
In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…
Exploration strategies in continuous action space are often heuristic due to the infinite actions, and these kinds of methods cannot derive a general conclusion. In prior work, it has been shown that policy-based exploration is beneficial…
While policy optimization algorithms have played an important role in recent empirical success of Reinforcement Learning (RL), the existing theoretical understanding of policy optimization remains rather limited -- they are either…
Off-policy evaluation (OPE) methods aim to estimate the value of a new reinforcement learning (RL) policy prior to deployment. Recent advances have shown that leveraging auxiliary datasets, such as those synthesized by generative models,…
Online learning has traditionally focused on the expected rewards. In this paper, a risk-averse online learning problem under the performance measure of the mean-variance of the rewards is studied. Both the bandit and full information…
This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…
Recent advancements in deep reinforcement learning (RL) have demonstrated notable progress in sample efficiency, spanning both model-based and model-free paradigms. Despite the identification and mitigation of specific bottlenecks in prior…
Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…
Scaling reinforcement learning to tens of thousands of parallel environments requires overcoming the limited exploration capacity of a single policy. Ensemble-based policy gradient methods, which employ multiple policies to collect diverse…
Despite achieving excellent performance on benchmarks, deep neural networks often underperform in real-world deployment due to sensitivity to minor, often imperceptible shifts in input data, known as distributional shifts. These shifts are…
In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…
Reinforcement Learning (RL) has achieved remarkable success in sequential decision tasks. However, recent studies have revealed the vulnerability of RL policies to different perturbations, raising concerns about their effectiveness and…