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This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…

Machine Learning · Computer Science 2019-11-26 Guy Tennenholtz , Shie Mannor , Uri Shalit

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

Personalized treatment decisions have become an integral part of modern medicine. Thereby, the aim is to make treatment decisions based on individual patient characteristics. Numerous methods have been developed for learning such policies…

Machine Learning · Statistics 2023-06-27 Daniel Tschernutter , Tobias Hatt , Stefan Feuerriegel

Hyperparameter optimization (HPO) is a central pillar in the automation of machine learning solutions and is mainly performed via Bayesian optimization, where a parametric surrogate is learned to approximate the black box response function…

Machine Learning · Computer Science 2021-01-20 Martin Wistuba , Josif Grabocka

The performance of any Machine Learning (ML) algorithm is impacted by the choice of its hyperparameters. As training and evaluating a ML algorithm is usually expensive, the hyperparameter optimization (HPO) method needs to be…

Machine Learning · Computer Science 2022-09-12 Alejandro Morales-Hernández , Inneke Van Nieuwenhuyse , Gonzalo Nápoles

Algorithmic Bias can be due to bias in the training data or issues with the algorithm itself. These algorithmic issues typically relate to problems with model capacity and regularisation. This underestimation bias may arise because the…

Machine Learning · Computer Science 2021-06-01 William Blanzeisky , Pádraig Cunningham

Model-based Reinforcement Learning (MBRL) is a promising framework for learning control in a data-efficient manner. MBRL algorithms can be fairly complex due to the separate dynamics modeling and the subsequent planning algorithm, and as a…

Machine Learning · Computer Science 2021-03-01 Baohe Zhang , Raghu Rajan , Luis Pineda , Nathan Lambert , André Biedenkapp , Kurtland Chua , Frank Hutter , Roberto Calandra

Machine learning algorithms have made remarkable achievements in the field of artificial intelligence. However, most machine learning algorithms are sensitive to the hyper-parameters. Manually optimizing the hyper-parameters is a common…

Machine Learning · Computer Science 2020-03-05 Bozhou Chen , Kaixin Zhang , Longshen Ou , Chenmin Ba , Hongzhi Wang , Chunnan Wang

To accumulate knowledge and improve its policy of behaviour, a reinforcement learning agent can learn `off-policy' about policies that differ from the policy used to generate its experience. This is important to learn counterfactuals, or…

Machine Learning · Computer Science 2022-02-03 Simon Schmitt , John Shawe-Taylor , Hado van Hasselt

Temporal credit assignment in reinforcement learning has long been a central challenge. Inspired by the multi-timescale encoding of the dopamine system in neurobiology, recent research has sought to introduce multiple discount factors into…

Machine Learning · Computer Science 2026-05-25 Jing Sun

Learning from human feedback has been central to recent advances in artificial intelligence and machine learning. Since the collection of human feedback is costly, a natural question to ask is if the new feedback always needs to collected.…

Machine Learning · Computer Science 2024-06-17 Aniruddha Bhargava , Lalit Jain , Branislav Kveton , Ge Liu , Subhojyoti Mukherjee

Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many…

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

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

Designing effective model-based reinforcement learning algorithms is difficult because the ease of data generation must be weighed against the bias of model-generated data. In this paper, we study the role of model usage in policy…

Machine Learning · Computer Science 2021-11-30 Michael Janner , Justin Fu , Marvin Zhang , Sergey Levine

We provide a comparative study of several widely used off-policy estimators (Empirical Average, Basic Importance Sampling and Normalized Importance Sampling), detailing the different regimes where they are individually suboptimal. We then…

Machine Learning · Statistics 2019-01-30 Thomas Nedelec , Nicolas Le Roux , Vianney Perchet

We introduce Hindsight Off-policy Options (HO2), a data-efficient option learning algorithm. Given any trajectory, HO2 infers likely option choices and backpropagates through the dynamic programming inference procedure to robustly train all…

Aligning generative models with human preference via RLHF typically suffers from overoptimization, where an imperfectly learned reward model can misguide the generative model to output undesired responses. We investigate this problem in a…

Machine Learning · Computer Science 2024-12-05 Zhihan Liu , Miao Lu , Shenao Zhang , Boyi Liu , Hongyi Guo , Yingxiang Yang , Jose Blanchet , Zhaoran Wang

Most real-world optimization problems have multiple objectives. A system designer needs to find a policy that trades off these objectives to reach a desired operating point. This problem has been studied extensively in the setting of known…

Machine Learning · Computer Science 2022-01-26 Nan Wang , Hongning Wang , Maryam Karimzadehgan , Branislav Kveton , Craig Boutilier

The increasing demand for democratizing machine learning algorithms calls for hyperparameter optimization (HPO) solutions at low cost. Many machine learning algorithms have hyperparameters which can cause a large variation in the training…

Machine Learning · Computer Science 2020-12-24 Qingyun Wu , Chi Wang , Silu Huang
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