Related papers: Multiple-policy Evaluation via Density Estimation

Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

We study the design of risk-sensitive online algorithms, in which risk measures are used in the competitive analysis of randomized online algorithms. We introduce the CVaR$_\delta$-competitive ratio ($\delta$-CR) using the conditional…

Designing off-policy reinforcement learning algorithms is typically a very challenging task, because a desirable iteration update often involves an expectation over an on-policy distribution. Prior off-policy actor-critic (AC) algorithms…

A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…

The note studies the problem of selecting a good enough subset out of a finite number of alternatives under a fixed simulation budget. Our work aims to maximize the posterior probability of correctly selecting a good subset. We formulate…

In this paper, we study the problem of optimal data collection for policy evaluation in linear bandits. In policy evaluation, we are given a target policy and asked to estimate the expected reward it will obtain when executed in a…

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

Bayesian optimization methods allocate limited sampling budgets to maximize expensive-to-evaluate functions. One-step-lookahead policies are often used, but computing optimal multi-step-lookahead policies remains a challenge. We consider a…

Reinforcement learning has emerged as one of the prominent topics attracting attention in modern statistical learning, with policy evaluation being a key component. Unlike the traditional machine learning literature on this topic, our work…

Explicit exploration in the action space was assumed to be indispensable for online policy gradient methods to avoid a drastic degradation in sample complexity, for solving general reinforcement learning problems over finite state and…

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.…

This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…

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…

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Evaluating the performance of an ongoing policy plays a vital role in many areas such as medicine and economics, to provide crucial instructions on the early-stop of the online experiment and timely feedback from the environment. Policy…

For effective decision support in scenarios with conflicting objectives, sets of potentially optimal solutions can be presented to the decision maker. We explore both what policies these sets should contain and how such sets can be computed…

Most reinforcement learning algorithms seek a single optimal strategy that solves a given task. However, it can often be valuable to learn a diverse set of solutions, for instance, to make an agent's interaction with users more engaging, or…

We study a wholesale supply chain ordering problem. In this problem, the supplier has an initial stock, and faces an unpredictable stream of incoming orders, making real-time decisions on whether to accept or reject each order. What makes…

Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…

Reinforcement Learning has drawn huge interest as a tool for solving optimal control problems. Solving a given problem (task or environment) involves converging towards an optimal policy. However, there might exist multiple optimal policies…