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We consider adaptive designs for a trial involving N individuals that we follow along T time steps. We allow for the variables of one individual to depend on its past and on the past of other individuals. Our goal is to learn a mean…

Statistics Theory · Mathematics 2021-01-20 Aurelien Bibaut , Maya Petersen , Nikos Vlassis , Maria Dimakopoulou , Mark van der Laan

Work in Counterfactual Explanations tends to focus on the principle of "the closest possible world" that identifies small changes leading to the desired outcome. In this paper we argue that while this approach might initially seem…

Machine Learning · Computer Science 2020-02-25 Rafael Poyiadzi , Kacper Sokol , Raul Santos-Rodriguez , Tijl De Bie , Peter Flach

Learning-based approaches, such as reinforcement and imitation learning are gaining popularity in decision-making for autonomous driving. However, learned policies often fail to generalize and cannot handle novel situations well. Asking and…

Machine Learning · Computer Science 2020-11-13 Patrick Hart , Alois Knoll

Continuous action policy search is currently the focus of intensive research, driven both by the recent success of deep reinforcement learning algorithms and the emergence of competitors based on evolutionary algorithms. In this paper, we…

Machine Learning · Computer Science 2019-06-14 Olivier Sigaud , Freek Stulp

Counterfactual estimation from observations represents a critical endeavor in numerous application fields, such as healthcare and finance, with the primary challenge being the mitigation of treatment bias. The balancing strategy aimed at…

Machine Learning · Computer Science 2024-08-19 Qiang Huang , Chuizheng Meng , Defu Cao , Biwei Huang , Yi Chang , Yan Liu

The application of existing methods for constructing optimal dynamic treatment regimes is limited to cases where investigators are interested in optimizing a utility function over a fixed period of time (finite horizon). In this manuscript,…

Methodology · Statistics 2015-10-22 Ashkan Ertefaie

This thesis aims to study some of the mathematical challenges that arise in the analysis of statistical sequential decision-making algorithms for postoperative patients follow-up. Stochastic bandits (multiarmed, contextual) model the…

Machine Learning · Statistics 2024-05-06 Patrick Saux

A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each…

Statistics Theory · Mathematics 2020-11-17 A. Ochman-Gozdek , W. Sarnowski , K. J. Szajowski

We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP…

Machine Learning · Statistics 2019-10-24 Aditya Modi , Nan Jiang , Satinder Singh , Ambuj Tewari

We describe a method for time-critical decision making involving sequential tasks and stochastic processes. The method employs several iterative refinement routines for solving different aspects of the decision making problem. This paper…

Artificial Intelligence · Computer Science 2013-03-08 Thomas L. Dean , Leslie Pack Kaelbling , Jak Kirman , Ann Nicholson

Perimeter identification involves ascertaining the boundaries of a designated area or zone, requiring traffic flow monitoring, control, or optimization. Various methodologies and technologies exist for accurately defining these perimeters;…

Artificial Intelligence · Computer Science 2024-09-06 Ayal Taitler

This work investigates the formal policy synthesis of continuous-state stochastic dynamic systems given high-level specifications in linear temporal logic. To learn an optimal policy that maximizes the satisfaction probability, we take a…

Artificial Intelligence · Computer Science 2023-04-21 Lening Li , Zhentian Qian

Counterfactual thinking is a crucial yet challenging topic for artificial intelligence to learn knowledge from data and ultimately improve performance for new scenarios. Many research works, including the Potential Outcome Model (POM) and…

Artificial Intelligence · Computer Science 2026-02-24 Mingyu Kang , Duxin Chen , Ziyuan Pu , Jianxi Gao , Wenwu Yu

This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes…

Methodology · Statistics 2022-08-16 Licheng Liu , Ye Wang , Yiqing Xu

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…

Optimization and Control · Mathematics 2017-09-28 Alice Cleynen , Benoîte de Saporta

Most reinforcement learning algorithms are based on a key assumption that Markov decision processes (MDPs) are stationary. However, non-stationary MDPs with dynamic action space are omnipresent in real-world scenarios. Yet problems of…

Machine Learning · Computer Science 2023-04-04 Jiaqi Ye , Xiaodong Li , Pangjing Wu , Feng Wang

Reinforcement learning algorithms are generally designed to maximize the expected return across a population. However, a policy that is optimal on average may be suboptimal for certain individuals, leading to potential safety concerns. To…

Machine Learning · Statistics 2026-05-26 Jingyi Li , Peng Wu , Chengchun Shi

Model-Based Diagnosis deals with the identification of the real cause of a system's malfunction based on a formal system model and observations of the system behavior. When a malfunction is detected, there is usually not enough information…

Artificial Intelligence · Computer Science 2017-11-16 Patrick Rodler , Wolfgang Schmid , Konstantin Schekotihin

Solving partially observable Markov decision processes (POMDPs) is highly intractable in general, at least in part because the optimal policy may be infinitely large. In this paper, we explore the problem of finding the optimal policy from…

Artificial Intelligence · Computer Science 2013-01-30 Nicolas Meuleau , Kee-Eung Kim , Leslie Pack Kaelbling , Anthony R. Cassandra