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Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…

Econometrics · Economics 2023-04-25 Lihua Lei , Roshni Sahoo , Stefan Wager

Policy learning can be used to extract individualized treatment regimes from observational data in healthcare, civics, e-commerce, and beyond. One big hurdle to policy learning is a commonplace lack of overlap in the data for different…

Machine Learning · Statistics 2020-12-04 Nathan Kallus

Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…

Methodology · Statistics 2023-10-12 Pan Zhao , Antoine Chambaz , Julie Josse , Shu Yang

Automated decision-making algorithms drive applications such as recommendation systems and search engines. These algorithms often rely on off-policy contextual bandits or off-policy learning (OPL). Conventionally, OPL selects actions that…

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

This paper introduces a simple efficient learning algorithms for general sequential decision making. The algorithm combines Optimism for exploration with Maximum Likelihood Estimation for model estimation, which is thus named OMLE. We prove…

Machine Learning · Computer Science 2022-11-24 Qinghua Liu , Praneeth Netrapalli , Csaba Szepesvári , Chi Jin

To design rewards that align with human goals, Reinforcement Learning from Human Feedback (RLHF) has emerged as a prominent technique for learning reward functions from human preferences and optimizing policies via reinforcement learning…

Machine Learning · Computer Science 2025-05-14 Taehyun Cho , Seokhun Ju , Seungyub Han , Dohyeong Kim , Kyungjae Lee , Jungwoo Lee

Offline preference-based reinforcement learning (RL), which focuses on optimizing policies using human preferences between pairs of trajectory segments selected from an offline dataset, has emerged as a practical avenue for RL applications.…

Machine Learning · Computer Science 2024-07-08 Chen-Xiao Gao , Shengjun Fang , Chenjun Xiao , Yang Yu , Zongzhang Zhang

Unbiased recommender learning (URL) and off-policy evaluation/learning (OPE/L) techniques are effective in addressing the data bias caused by display position and logging policies, thereby consistently improving the performance of…

Machine Learning · Statistics 2025-02-14 Tatsuki Takahashi , Chihiro Maru , Hiroko Shoji

Applying reinforcement learning (RL) to real-world problems is often made challenging by the inability to interact with the environment and the difficulty of designing reward functions. Offline RL addresses the first challenge by…

Machine Learning · Computer Science 2025-03-03 Alizée Pace , Bernhard Schölkopf , Gunnar Rätsch , Giorgia Ramponi

In recent years, significant progress has been made in multi-objective reinforcement learning (RL) research, which aims to balance multiple objectives by incorporating preferences for each objective. In most existing studies, specific…

Machine Learning · Computer Science 2024-09-17 Qian Lin , Zongkai Liu , Danying Mo , Chao Yu

The integration of physiological computing into mixed-initiative human-robot interaction systems offers valuable advantages in autonomous task allocation by incorporating real-time features as human state observations into the…

This study focuses on the topic of offline preference-based reinforcement learning (PbRL), a variant of conventional reinforcement learning that dispenses with the need for online interaction or specification of reward functions. Instead,…

Machine Learning · Computer Science 2023-06-12 Yachen Kang , Diyuan Shi , Jinxin Liu , Li He , Donglin Wang

In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…

Statistics Theory · Mathematics 2020-09-08 Susan Athey , Stefan Wager

Transfer learning of prediction models has been extensively studied, while the corresponding policy learning approaches are rarely discussed. In this paper, we propose principled approaches for learning the optimal policy in the target…

Machine Learning · Computer Science 2025-05-20 Xueqing Liu , Qinwei Yang , Zhaoqing Tian , Ruocheng Guo , Peng Wu

The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…

Machine Learning · Computer Science 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

Off-policy learning methods seek to derive an optimal policy directly from a fixed dataset of prior interactions. This objective presents significant challenges, primarily due to the inherent distributional shift and value function…

Machine Learning · Computer Science 2026-02-03 Arip Asadulaev , Maksim Bobrin , Salem Lahlou , Dmitry Dylov , Fakhri Karray , Martin Takac

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

Offline reinforcement learning (RL) aims to learn optimal policies from previously collected datasets. Recently, due to their powerful representational capabilities, diffusion models have shown significant potential as policy models for…

Machine Learning · Computer Science 2024-05-30 Tianle Zhang , Jiayi Guan , Lin Zhao , Yihang Li , Dongjiang Li , Zecui Zeng , Lei Sun , Yue Chen , Xuelong Wei , Lusong Li , Xiaodong He

We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual…

Econometrics · Economics 2020-12-22 Thomas M. Russell