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Related papers: Reward Selection with Noisy Observations

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We study tournaments where winning a rank-dependent prize requires passing a minimum performance standard. We show that, for any prize allocation, the optimal standard is always at a mode of performance that is weakly higher than the global…

Theoretical Economics · Economics 2024-12-03 Mikhail Drugov , Dmitry Ryvkin , Jun Zhang

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

Exploration is widely regarded as one of the most challenging aspects of reinforcement learning (RL), with many naive approaches succumbing to exponential sample complexity. To isolate the challenges of exploration, we propose a new…

Machine Learning · Computer Science 2020-02-10 Chi Jin , Akshay Krishnamurthy , Max Simchowitz , Tiancheng Yu

Reinforcement Learning (RL) agents often struggle with inefficient exploration, particularly in environments with sparse rewards. Traditional exploration strategies can lead to slow learning and suboptimal performance because agents fail to…

Machine Learning · Computer Science 2026-03-31 Gaurav Chaudhary , Laxmidhar Behera , Washim Uddin Mondal

We consider a class of production-inventory problems with box uncertainty sets from the seminal work of Ben-Tal et al. (2004) on linear decision rules in robust optimization. We prove that there always exists an optimal linear decision rule…

Optimization and Control · Mathematics 2025-03-20 Haihao Lu , Brad Sturt

Best-of-N (BoN) sampling is a widely used inference-time alignment method for language models, whereby N candidate responses are sampled from a reference model and the one with the highest predicted reward according to a learned reward…

Machine Learning · Computer Science 2026-03-09 Ved Sriraman , Adam Block

The model of a non-Bayesian agent who faces a repeated game with incomplete information against Nature is an appropriate tool for modeling general agent-environment interactions. In such a model the environment state (controlled by Nature)…

Artificial Intelligence · Computer Science 2014-11-17 D. Monderer , M. Tennenholtz

In the adaptive ProbeMax problem, given a collection of mutually-independent random variables $X_1, \ldots, X_n$, our goal is to design an adaptive probing policy for sequentially sampling at most $k$ of these variables, with the objective…

Data Structures and Algorithms · Computer Science 2022-10-17 Guillermo Gallego , Danny Segev

The classical Prophet Inequality arises from a fundamental problem in optimal-stopping theory. In this problem, a gambler sees a finite sequence of independent, non-negative random variables. If he stops the sequence at any time, he…

Optimization and Control · Mathematics 2019-01-10 Van-Anh Truong , Xinshang Wang

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin

Empirical researchers and decision-makers spanning various domains frequently seek profound insights into the long-term impacts of interventions. While the significance of long-term outcomes is undeniable, an overemphasis on them may…

Machine Learning · Computer Science 2024-09-17 Peng Wu , Ziyu Shen , Feng Xie , Zhongyao Wang , Chunchen Liu , Yan Zeng

Reward models are fundamental to Reinforcement Learning from Human Feedback (RLHF), yet real-world datasets are inevitably corrupted by noisy preference. Conventional training objectives tend to overfit these errors, while existing…

Machine Learning · Computer Science 2026-05-08 Licheng Pan , Haochen Yang , Haoxuan Li , Yunsheng Lu , Yongqi Tong , Yinuo Wang , Shijian Wang , Zhixuan Chu , Lei Shen , Yuan Lu , Hao Wang

Reward-free exploration is a reinforcement learning setting studied by Jin et al. (2020), who address it by running several algorithms with regret guarantees in parallel. In our work, we instead give a more natural adaptive approach for…

Machine Learning · Computer Science 2020-10-08 Emilie Kaufmann , Pierre Ménard , Omar Darwiche Domingues , Anders Jonsson , Edouard Leurent , Michal Valko

We consider a decision maker allocating one unit of renewable and divisible resource in each period on a number of arms. The arms have unknown and random rewards whose means are proportional to the allocated resource and whose variances are…

Machine Learning · Computer Science 2023-11-06 Ningyuan Chen , Wenhao Li

We consider a statistical model for matrix factorization in a regime where the rank of the two hidden matrix factors grows linearly with their dimension and their product is corrupted by additive noise. Despite various approaches,…

Information Theory · Computer Science 2023-06-08 Farzad Pourkamali , Nicolas Macris

The value maximization version of the secretary problem is the problem of hiring a candidate with the largest value from a randomly ordered sequence of candidates. In this work, we consider a setting where predictions of candidate values…

Data Structures and Algorithms · Computer Science 2023-08-21 Kaito Fujii , Yuichi Yoshida

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

Selective classification enhances the reliability of predictive models by allowing them to abstain from making uncertain predictions. In this work, we revisit the design of optimal selection functions through the lens of the Neyman--Pearson…

Machine Learning · Computer Science 2026-03-04 Alvin Heng , Harold Soh

While direct policy optimization methods exist, pioneering LLMs are fine-tuned with reinforcement learning from human feedback (RLHF) to generate better responses under the supervision of a reward model learned from preference data. One…

Machine Learning · Computer Science 2025-06-10 Chuheng Zhang , Wei Shen , Li Zhao , Xuyun Zhang , Xiaolong Xu , Wanchun Dou , Jiang Bian

In many bandit problems, the maximal reward achievable by a policy is often unknown in advance. We consider the problem of estimating the optimal policy value in the sublinear data regime before the optimal policy is even learnable. We…

Machine Learning · Computer Science 2023-02-21 Jonathan N. Lee , Weihao Kong , Aldo Pacchiano , Vidya Muthukumar , Emma Brunskill