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We consider a simple approach to solving assortment optimization under the random utility maximization model. The approach uses Monte-Carlo simulation to construct a ranking-based choice model that serves as a proxy for the true choice…

Optimization and Control · Mathematics 2025-10-02 Hassaan Khalid , Bradley Sturt

In this paper, we propose a policy gradient method for confounded partially observable Markov decision processes (POMDPs) with continuous state and observation spaces in the offline setting. We first establish a novel identification result…

Machine Learning · Statistics 2023-12-04 Mao Hong , Zhengling Qi , Yanxun Xu

This paper provides a theoretical analysis of a new learning problem for recommender systems where users provide feedback by comparing pairs of items instead of rating them individually. We assume that comparisons stem from latent user and…

Machine Learning · Computer Science 2025-08-20 Suryanarayana Sankagiri , Jalal Etesami , Matthias Grossglauser

We study off-policy learning (OPL) of contextual bandit policies in large discrete action spaces where existing methods -- most of which rely crucially on reward-regression models or importance-weighted policy gradients -- fail due to…

Machine Learning · Statistics 2024-02-12 Yuta Saito , Jihan Yao , Thorsten Joachims

Reinforcement learning constantly deals with hard integrals, for example when computing expectations in policy evaluation and policy iteration. These integrals are rarely analytically solvable and typically estimated with the Monte Carlo…

Machine Learning · Computer Science 2022-02-23 Sebastien M. R. Arnold , Pierre L'Ecuyer , Liyu Chen , Yi-fan Chen , Fei Sha

It is known that reinforcement learning (RL) is data-hungry. To improve sample-efficiency of RL, it has been proposed that the learning algorithm utilize data from 'approximately similar' processes. However, since the process models are…

Machine Learning · Computer Science 2025-11-24 Vinay Kanakeri , Shivam Bajaj , Ashwin Verma , Vijay Gupta , Aritra Mitra

Supervised imitation-based approaches are often favored over off-policy reinforcement learning approaches for learning policies offline, since their straightforward optimization objective makes them computationally efficient and stable to…

Machine Learning · Computer Science 2025-12-30 Adam Jelley , Trevor McInroe , Sam Devlin , Amos Storkey

This paper is motivated by the vision of more efficient packet classification mechanisms that self-optimize in a demand-aware manner. At the heart of our approach lies a self-adjusting linear list data structure, where unlike in the classic…

Data Structures and Algorithms · Computer Science 2021-10-01 Maciej Pacut , Juan Vanerio , Vamsi Addanki , Arash Pourdamghani , Gabor Retvari , Stefan Schmid

We propose a reinforcement learning-based approach to optimize conversational strategies for product recommendation across diverse industries. As organizations increasingly adopt intelligent agents to support sales and service operations,…

Information Retrieval · Computer Science 2025-07-03 Kang Liu

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…

Optimization and Control · Mathematics 2023-07-04 Cheng Chen , Ruitao Chen , Tianyou Li , Ruichen Ao , Zaiwen Wen

Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

Machine Learning · Statistics 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

Building recommendation algorithms is one of the most challenging tasks in Machine Learning. Although most of the recommendation systems are built on explicit feedback available from the users in terms of rating or text, a majority of the…

Machine Learning · Computer Science 2016-08-23 Sayantan Dasgupta

Reinforcement learning (RL) is increasingly used to align large language models (LLMs). Off-policy methods offer greater implementation simplicity and data efficiency than on-policy techniques, but often result in suboptimal performance. In…

Machine Learning · Computer Science 2025-12-01 Charles Arnal , Gaëtan Narozniak , Vivien Cabannes , Yunhao Tang , Julia Kempe , Remi Munos

Off-policy learning algorithms have been known to be sensitive to the choice of hyper-parameters. However, unlike near on-policy algorithms for which hyper-parameters could be optimized via e.g. meta-gradients, similar techniques could not…

Machine Learning · Computer Science 2020-06-16 Yunhao Tang , Krzysztof Choromanski

The minimization of convex functions which are only available through partial and noisy information is a key methodological problem in many disciplines. In this paper we consider convex optimization with noisy zero-th order information,…

Machine Learning · Computer Science 2016-05-27 Francis Bach , Vianney Perchet

Offline reinforcement learning (RL) has emerged as a prevalent and effective methodology for real-world recommender systems, enabling learning policies from historical data and capturing user preferences. In offline RL, reward shaping…

Information Retrieval · Computer Science 2025-07-01 Wenzheng Shu , Yanxiang Zeng , Yongxiang Tang , Teng Sha , Ning Luo , Yanhua Cheng , Xialong Liu , Fan Zhou , Peng Jiang

Recent advancements in robot learning have used imitation learning with large models and extensive demonstrations to develop effective policies. However, these models are often limited by the quantity, quality, and diversity of…

Robotics · Computer Science 2024-12-19 Xiu Yuan , Tongzhou Mu , Stone Tao , Yunhao Fang , Mengke Zhang , Hao Su

Standard reinforcement learning methods aim to master one way of solving a task whereas there may exist multiple near-optimal policies. Being able to identify this collection of near-optimal policies can allow a domain expert to efficiently…

Machine Learning · Computer Science 2019-06-04 Muhammad A. Masood , Finale Doshi-Velez

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou