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Conservatism has led to significant progress in offline reinforcement learning (RL) where an agent learns from pre-collected datasets. However, as many real-world scenarios involve interaction among multiple agents, it is important to…
Warfarin, an anticoagulant medication, is formulated to prevent and address conditions associated with abnormal blood clotting, making it one of the most prescribed drugs globally. However, determining the suitable dosage remains…
Multinomial Logistic Bandits have recently attracted much attention due to their ability to model problems with multiple outcomes. In this setting, each decision is associated with many possible outcomes, modeled using a multinomial logit…
High-quality data plays a central role in ensuring the accuracy of policy evaluation. This paper initiates the study of efficient and safe data collection for bandit policy evaluation. We formulate the problem and investigate its several…
Off-policy evaluation (OPE) aims to accurately evaluate the performance of counterfactual policies using only offline logged data. Although many estimators have been developed, there is no single estimator that dominates the others, because…
We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…
Effective budget allocation is crucial for optimizing the performance of digital advertising campaigns. However, the development of practical budget allocation algorithms remain limited, primarily due to the lack of public datasets and…
This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…
Active learning aims to alleviate the amount of labor involved in data labeling by automating the selection of unlabeled samples via an acquisition function. For example, variational adversarial active learning (VAAL) leverages an…
This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns. Due…
Empirical risk minimization (ERM) is the workhorse of machine learning, whether for classification and regression or for off-policy policy learning, but its model-agnostic guarantees can fail when we use adaptively collected data, such as…
Motivated by practical needs such as large-scale learning, we study the impact of adaptivity constraints to linear contextual bandits, a central problem in online active learning. We consider two popular limited adaptivity models in…
We propose the first boosting algorithm for off-policy learning from logged bandit feedback. Unlike existing boosting methods for supervised learning, our algorithm directly optimizes an estimate of the policy's expected reward. We analyze…
Off-policy evaluation (OPE) is the problem of estimating the value of a target policy from samples obtained via different policies. Recently, applying OPE methods for bandit problems has garnered attention. For the theoretical guarantees of…
Evaluating novel contextual bandit policies using logged data is crucial in applications where exploration is costly, such as medicine. But it usually relies on the assumption of no unobserved confounders, which is bound to fail in…
In many computational science and engineering applications, the output of a system of interest corresponding to a given input can be queried at different levels of fidelity with different costs. Typically, low-fidelity data is cheap and…
We address the problem of conformal selection, where an agent must select a minimal subset of options to ensure that at least one ``success'' is identified with a pre-specified target probability $\phi$. While traditional online conformal…
Motivated by online recommendation systems, we propose the problem of finding the optimal policy in multitask contextual bandits when a small fraction $\alpha < 1/2$ of tasks (users) are arbitrary and adversarial. The remaining fraction of…
Adaptive experiments, including efficient average treatment effect estimation and multi-armed bandit algorithms, have garnered attention in various applications, such as social experiments, clinical trials, and online advertisement…
We consider an online decision making setting known as contextual bandit problem, and propose an approach for improving contextual bandit performance by using an adaptive feature extraction (representation learning) based on online…