Related papers: Online Learning with Off-Policy Feedback
We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…
This paper investigates the challenges of optimal online policy learning under missing data. State-of-the-art algorithms implicitly assume that rewards are always observable. I show that when rewards are missing at random, the Upper…
We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…
We consider systems that require timely monitoring of sources over a communication network, where the cost of delayed information is unknown, time-varying and possibly adversarial. For the single source monitoring problem, we design…
We study the adversarial bandit problem with composite anonymous delayed feedback. In this setting, losses of an action are split into $d$ components, spreading over consecutive rounds after the action is chosen. And in each round, the…
We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…
We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…
We study the off-policy evaluation problem---estimating the value of a target policy using data collected by another policy---under the contextual bandit model. We consider the general (agnostic) setting without access to a consistent model…
We consider sequential decision making in a setting where regret is measured with respect to a set of stateful reference policies, and feedback is limited to observing the rewards of the actions performed (the so called "bandit" setting).…
Off-policy learning and evaluation leverage logged bandit feedback datasets, which contain context, action, propensity score, and feedback for each data point. These scenarios face significant challenges due to high variance and poor…
Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…
We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…
We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret,…
We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…
Policy Optimization (PO) is a widely used approach to address continuous control tasks. In this paper, we introduce the notion of mediator feedback that frames PO as an online learning problem over the policy space. The additional available…
We consider the problem of online boosting for regression tasks, when only limited information is available to the learner. We give an efficient regret minimization method that has two implications: an online boosting algorithm with noisy…
We study a new class of online learning problems where each of the online algorithm's actions is assigned an adversarial value, and the loss of the algorithm at each step is a known and deterministic function of the values assigned to its…
We revisit the question of reducing online learning to approximate optimization of the offline problem. In this setting, we give two algorithms with near-optimal performance in the full information setting: they guarantee optimal regret and…
We consider the problem of online learning in the linear contextual bandits setting, but in which there are also strong individual fairness constraints governed by an unknown similarity metric. These constraints demand that we select…
Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…