Related papers: Variance-Optimal Augmentation Logging for Counterf…

Learning effective contextual-bandit policies from past actions of a deployed system is highly desirable in many settings (e.g. voice assistants, recommendation, search), since it enables the reuse of large amounts of log data.…

Bandit algorithms sequentially accumulate data using adaptive sampling policies, offering flexibility for real-world applications. However, excessive sampling can be costly, motivating the devolopment of early stopping methods and reliable…

We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…

As an extension of the classical multi-armed bandit problem, multi-fidelity multi-armed bandits (MF-MAB) enable individual arms to be evaluated using diverse feedback sources that vary in both cost and accuracy. Prior stochastic models…

Computationally efficient contextual bandits are often based on estimating a predictive model of rewards given contexts and arms using past data. However, when the reward model is not well-specified, the bandit algorithm may incur…

This work investigates the offline formulation of the contextual bandit problem, where the goal is to leverage past interactions collected under a behavior policy to evaluate, select, and learn new, potentially better-performing, policies.…

Excessively changing policies in many real world scenarios is difficult, unethical, or expensive. After all, doctor guidelines, tax codes, and price lists can only be reprinted so often. We may thus want to only change a policy when it is…

Existing risk-aware multi-armed bandit models typically focus on risk measures of individual options such as variance. As a result, they cannot be directly applied to important real-world online decision making problems with correlated…

It is well known that the historical logs are used for evaluating and learning policies in interactive systems, e.g. recommendation, search, and online advertising. Since direct online policy learning usually harms user experiences, it is…

Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-commerce, healthcare, and policymaking because they can both improve outcomes for study participants and increase the chance of identifying good or even…

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…

Clinical trials involving multiple treatments utilize randomization of the treatment assignments to enable the evaluation of treatment efficacies in an unbiased manner. Such evaluation is performed in post hoc studies that usually use…

We study how to use naturally available user feedback, such as clicks, to optimize large language model (LLM) pipelines for generating personalized sentences using prompts. Naive approaches, which estimate the policy gradient in the prompt…

The study of vision-and-language navigation (VLN) has typically relied on expert trajectories, which may not always be available in real-world situations due to the significant effort required to collect them. On the other hand, existing…

Exploration of the high-dimensional state action space is one of the biggest challenges in Reinforcement Learning (RL), especially in multi-agent domain. We present a novel technique called Experience Augmentation, which enables a…

We consider off-policy selection and learning in contextual bandits, where the learner aims to select or train a reward-maximizing policy using data collected by a fixed behavior policy. Our contribution is two-fold. First, we propose a…

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…

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…

The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

Off-policy learning methods are intended to learn a policy from logged data, which includes context, action, and feedback (cost or reward) for each sample point. In this work, we build on the counterfactual risk minimization framework,…