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Related papers: Offline Neural Contextual Bandits: Pessimism, Opti…

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Off-policy evaluation (OPE) in contextual bandits has seen rapid adoption in real-world systems, since it enables offline evaluation of new policies using only historic log data. Unfortunately, when the number of actions is large, existing…

Machine Learning · Computer Science 2022-06-17 Yuta Saito , Thorsten Joachims

Prompting has emerged as the dominant paradigm for adapting large, pre-trained transformer-based models to downstream tasks. The Prompting Decision Transformer (PDT) enables large-scale, multi-task offline Reinforcement Learning (RL)…

Machine Learning · Computer Science 2025-07-21 Finn Rietz , Oleg Smirnov , Sara Karimi , Lele Cao

We give an oracle-based algorithm for the adversarial contextual bandit problem, where either contexts are drawn i.i.d. or the sequence of contexts is known a priori, but where the losses are picked adversarially. Our algorithm is…

Machine Learning · Computer Science 2016-06-02 Vasilis Syrgkanis , Haipeng Luo , Akshay Krishnamurthy , Robert E. Schapire

Algorithms for bandit convex optimization and online learning often rely on constructing noisy gradient estimates, which are then used in appropriately adjusted first-order algorithms, replacing actual gradients. Depending on the properties…

Machine Learning · Computer Science 2020-07-07 Xiaowei Hu , Prashanth L. A. , András György , Csaba Szepesvári

Offline reinforcement learning (RL) optimizes the policy on a previously collected dataset without any interactions with the environment, yet usually suffers from the distributional shift problem. To mitigate this issue, a typical solution…

Machine Learning · Computer Science 2023-09-06 Qisen Yang , Shenzhi Wang , Qihang Zhang , Gao Huang , Shiji Song

The principle of optimism in the face of uncertainty is one of the most widely used and successful ideas in multi-armed bandits and reinforcement learning. However, existing optimistic algorithms (primarily UCB and its variants) often…

Machine Learning · Computer Science 2024-03-12 Yunbei Xu , Assaf Zeevi

Reward-biased maximum likelihood estimation (RBMLE) is a classic principle in the adaptive control literature for tackling explore-exploit trade-offs. This paper studies the stochastic contextual bandit problem with general bounded reward…

Machine Learning · Computer Science 2022-05-31 Yu-Heng Hung , Ping-Chun Hsieh

Sample-efficient offline reinforcement learning (RL) with linear function approximation has recently been studied extensively. Much of prior work has yielded the minimax-optimal bound of $\tilde{\mathcal{O}}(\frac{1}{\sqrt{K}})$, with $K$…

Machine Learning · Computer Science 2023-01-30 Thanh Nguyen-Tang , Ming Yin , Sunil Gupta , Svetha Venkatesh , Raman Arora

Large scale reinforcement learning has become a central tool for improving reasoning in large language models. At this scale, generation is often lagged or asynchronous, so updates are performed on data collected by older policies. This…

Machine Learning · Computer Science 2026-05-28 Otmane Sakhi , Aleksei Arzhantsev , Imad Aouali , Flavian Vasile

We study locally differentially private (LDP) bandits learning in this paper. First, we propose simple black-box reduction frameworks that can solve a large family of context-free bandits learning problems with LDP guarantee. Based on our…

Machine Learning · Computer Science 2021-01-18 Kai Zheng , Tianle Cai , Weiran Huang , Zhenguo Li , Liwei Wang

Pessimism is of great importance in offline reinforcement learning (RL). One broad category of offline RL algorithms fulfills pessimism by explicit or implicit behavior regularization. However, most of them only consider policy divergence…

Machine Learning · Computer Science 2022-11-29 Chen Chen , Hongyao Tang , Yi Ma , Chao Wang , Qianli Shen , Dong Li , Jianye Hao

Offline Meta Reinforcement Learning (OMRL) aims to learn transferable knowledge from offline datasets to enhance the learning process for new target tasks. Context-based Reinforcement Learning (RL) adopts a context encoder to expediently…

Machine Learning · Computer Science 2023-05-24 Chenyang Zhao , Zihao Zhou , Bin Liu

We study the problem of Offline Safe Reinforcement Learning (OSRL), where the goal is to learn a reward-maximizing policy from fixed data under a cumulative cost constraint. We propose a novel OSRL approach that frames the problem as a…

Machine Learning · Computer Science 2025-10-28 Yassine Chemingui , Aryan Deshwal , Alan Fern , Thanh Nguyen-Tang , Janardhan Rao Doppa

We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…

Machine Learning · Computer Science 2023-07-04 Omar Besbes , Yuri Fonseca , Ilan Lobel

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…

Machine Learning · Computer Science 2023-01-30 Xiaoteng Ma , Zhipeng Liang , Jose Blanchet , Mingwen Liu , Li Xia , Jiheng Zhang , Qianchuan Zhao , Zhengyuan Zhou

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

Machine Learning · Computer Science 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…

Machine Learning · Computer Science 2021-06-25 Ming Yin , Yu-Xiang Wang

Model-based offline reinforcement learning (RL) has made remarkable progress, offering a promising avenue for improving generalization with synthetic model rollouts. Existing works primarily focus on incorporating pessimism for policy…

Machine Learning · Computer Science 2024-01-12 Yuanzhao Zhai , Yiying Li , Zijian Gao , Xudong Gong , Kele Xu , Dawei Feng , Ding Bo , Huaimin Wang

Model-based offline reinforcement learning (RL), which builds a supervised transition model with logging dataset to avoid costly interactions with the online environment, has been a promising approach for offline policy optimization. As the…

Machine Learning · Computer Science 2023-09-06 Junming Yang , Xingguo Chen , Shengyuan Wang , Bolei Zhang

Offline reinforcement learning (RL) allows for the training of competent agents from offline datasets without any interaction with the environment. Online finetuning of such offline models can further improve performance. But how should we…

Machine Learning · Computer Science 2023-03-31 Yicheng Luo , Jackie Kay , Edward Grefenstette , Marc Peter Deisenroth