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Most reinforcement learning algorithms seek a single optimal strategy that solves a given task. However, it can often be valuable to learn a diverse set of solutions, for instance, to make an agent's interaction with users more engaging, or…

Machine Learning · Computer Science 2024-01-09 Wentse Chen , Shiyu Huang , Yuan Chiang , Tim Pearce , Wei-Wei Tu , Ting Chen , Jun Zhu

Computational design problems arise in a number of settings, from synthetic biology to computer architectures. In this paper, we aim to solve data-driven model-based optimization (MBO) problems, where the goal is to find a design input that…

Machine Learning · Computer Science 2021-07-15 Brandon Trabucco , Aviral Kumar , Xinyang Geng , Sergey Levine

Training large language model (LLM) agents for adversarial games is often driven by episodic objectives such as win rate. In long-horizon settings, however, payoffs are shaped by latent strategic externalities that evolve over time, so…

Machine Learning · Computer Science 2026-02-10 Boyang Xia , Weiyou Tian , Qingnan Ren , Jiaqi Huang , Jie Xiao , Shuo Lu , Kai Wang , Lynn Ai , Eric Yang , Bill Shi

On-policy reinforcement learning (RL) algorithms have high sample complexity while off-policy algorithms are difficult to tune. Merging the two holds the promise to develop efficient algorithms that generalize across diverse environments.…

Machine Learning · Computer Science 2019-07-17 Rasool Fakoor , Pratik Chaudhari , Alexander J. Smola

The difficulty of solving a multi-objective optimization problem is impacted by the number of objectives to be optimized. The presence of many objectives typically introduces a number of challenges that affect the choice/design of…

Artificial Intelligence · Computer Science 2021-06-08 Richard Allmendinger , Andrzej Jaszkiewicz , Arnaud Liefooghe , Christiane Tammer

Multi-objective optimization is a widely studied problem in diverse fields, such as engineering and finance, that seeks to identify a set of non-dominated solutions that provide optimal trade-offs among competing objectives. However, the…

Neural and Evolutionary Computing · Computer Science 2024-01-15 Arash Heidari , Sebastian Rojas Gonzalez , Tom Dhaene , Ivo Couckuyt

Off-policy evaluation (OPE) is the method that attempts to estimate the performance of decision making policies using historical data generated by different policies without conducting costly online A/B tests. Accurate OPE is essential in…

Artificial Intelligence · Computer Science 2021-09-20 Yuta Saito , Takuma Udagawa , Kei Tateno

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

We present a new algorithm for model predictive control of non-linear systems with respect to multiple, conflicting objectives. The idea is to provide a possibility to change the objective in real-time, e.g.~as a reaction to changes in the…

Optimization and Control · Mathematics 2018-08-02 Sebastian Peitz , Kai Schäfer , Sina Ober-Blöbaum , Julian Eckstein , Ulrich Köhler , Michael Dellnitz

In this work, we present a methodology that enables an agent to make efficient use of its exploratory actions by autonomously identifying possible objectives in its environment and learning them in parallel. The identification of objectives…

Artificial Intelligence · Computer Science 2019-01-11 Thommen George Karimpanal , Erik Wilhelm

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

Machine Learning · Computer Science 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

The popular Proximal Policy Optimization (PPO) algorithm approximates the solution in a clipped policy space. Does there exist better policies outside of this space? By using a novel surrogate objective that employs the sigmoid function…

Machine Learning · Computer Science 2022-12-06 Xing Chen , Dongcui Diao , Hechang Chen , Hengshuai Yao , Haiyin Piao , Zhixiao Sun , Zhiwei Yang , Randy Goebel , Bei Jiang , Yi Chang

Hyperparameter optimization (HPO) is important to leverage the full potential of machine learning (ML). In practice, users are often interested in multi-objective (MO) problems, i.e., optimizing potentially conflicting objectives, like…

Machine Learning · Computer Science 2024-01-12 Joseph Giovanelli , Alexander Tornede , Tanja Tornede , Marius Lindauer

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…

Machine Learning · Statistics 2025-09-04 Imad Aouali , Otmane Sakhi

Real-world scenarios frequently involve multi-objective data-driven optimization problems, characterized by unknown problem coefficients and multiple conflicting objectives. Traditional two-stage methods independently apply a machine…

Machine Learning · Computer Science 2024-06-04 Peng Li , Lixia Wu , Chaoqun Feng , Haoyuan Hu , Lei Fu , Jieping Ye

Experienced users often have useful knowledge and intuition in solving real-world optimization problems. User knowledge can be formulated as inter-variable relationships to assist an optimization algorithm in finding good solutions faster.…

Neural and Evolutionary Computing · Computer Science 2022-09-20 Abhiroop Ghosh , Kalyanmoy Deb , Erik Goodman , Ronald Averill

Offline reinforcement learning provides a viable approach to obtain advanced control strategies for dynamical systems, in particular when direct interaction with the environment is not available. In this paper, we introduce a conceptual…

Machine Learning · Computer Science 2024-01-04 Marc Weber , Phillip Swazinna , Daniel Hein , Steffen Udluft , Volkmar Sterzing

Model-based algorithms, which learn a dynamics model from logged experience and perform some sort of pessimistic planning under the learned model, have emerged as a promising paradigm for offline reinforcement learning (offline RL).…

Machine Learning · Computer Science 2022-01-28 Tianhe Yu , Aviral Kumar , Rafael Rafailov , Aravind Rajeswaran , Sergey Levine , Chelsea Finn

In this work, we decouple the iterative bi-level offline RL (value estimation and policy extraction) from the offline training phase, forming a non-iterative bi-level paradigm and avoiding the iterative error propagation over two levels.…

Machine Learning · Computer Science 2023-10-31 Jinxin Liu , Hongyin Zhang , Zifeng Zhuang , Yachen Kang , Donglin Wang , Bin Wang