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We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each…

Machine Learning · Computer Science 2026-03-06 Alexandre Jacquillat , Michael Lingzhi Li

A default assumption in the design of reinforcement-learning algorithms is that a decision-making agent always explores to learn optimal behavior. In sufficiently complex environments that approach the vastness and scale of the real world,…

Machine Learning · Computer Science 2024-07-23 Dilip Arumugam , Saurabh Kumar , Ramki Gummadi , Benjamin Van Roy

We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…

Machine Learning · Statistics 2022-02-23 Wenshuo Guo , Kumar Krishna Agrawal , Aditya Grover , Vidya Muthukumar , Ashwin Pananjady

Reinforcement learning with verifiable rewards (RLVR), which typically adopts Pass@1 as the reward, has faced the issues in balancing exploration and exploitation, causing policies to prefer conservative actions, converging to a local…

Machine Learning · Computer Science 2025-08-15 Zhipeng Chen , Xiaobo Qin , Youbin Wu , Yue Ling , Qinghao Ye , Wayne Xin Zhao , Guang Shi

Reliability assessment of engineering systems often requires repeated evaluations of limit-state functions that may rely on computationally expensive high-fidelity models, rendering direct sampling-based reliability analysis impractical. An…

Computational Engineering, Finance, and Science · Computer Science 2026-05-13 Jonathan A. Moran , Pablo G. Morato

We study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a…

Machine Learning · Computer Science 2020-05-06 Djallel Bouneffouf , Emmanuelle Claeys

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

We study dynamic pricing where a seller repeatedly interacts with a strategic, non-myopic buyer who has a fixed private valuation and discounts future utility. Prior work focused exclusively on posted-price mechanisms, which only extract…

Computer Science and Game Theory · Computer Science 2026-04-28 Shiliang Zuo

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

We study the problem of designing optimal learning and decision-making formulations when only historical data is available. Prior work typically commits to a particular class of data-driven formulation and subsequently tries to establish…

Machine Learning · Statistics 2024-03-13 Amine Bennouna , Bart P. G. Van Parys

Conventional reinforcement learning (RL) needs an environment to collect fresh data, which is impractical when online interactions are costly. Offline RL provides an alternative solution by directly learning from the previously collected…

Machine Learning · Computer Science 2023-03-15 Han Zheng , Xufang Luo , Pengfei Wei , Xuan Song , Dongsheng Li , Jing Jiang

Model-based reinforcement learning is a powerful tool, but collecting data to fit an accurate model of the system can be costly. Exploring an unknown environment in a sample-efficient manner is hence of great importance. However, the…

Machine Learning · Computer Science 2023-04-27 Matthieu Blanke , Marc Lelarge

We consider the problem of learning optimal solutions of a partially known linear optimization problem and recovering its underlying cost function where a set of past decisions and the feasible set are known. We develop a new framework,…

Optimization and Control · Mathematics 2023-01-10 Farzin Ahmadi , Fardin Ganjkhanloo , Kimia Ghobadi

Language model alignment (or, reinforcement learning) techniques that leverage active exploration -- deliberately encouraging the model to produce diverse, informative responses -- offer the promise of super-human capabilities. However,…

Machine Learning · Computer Science 2025-03-17 Dylan J. Foster , Zakaria Mhammedi , Dhruv Rohatgi

Biological agents have meaningful interactions with their environment despite the absence of immediate reward signals. In such instances, the agent can learn preferred modes of behaviour that lead to predictable states -- necessary for…

Artificial Intelligence · Computer Science 2021-07-20 Noor Sajid , Panagiotis Tigas , Alexey Zakharov , Zafeirios Fountas , Karl Friston

This paper studies tabular reinforcement learning (RL) in the hybrid setting, which assumes access to both an offline dataset and online interactions with the unknown environment. A central question boils down to how to efficiently utilize…

Machine Learning · Computer Science 2023-05-18 Gen Li , Wenhao Zhan , Jason D. Lee , Yuejie Chi , Yuxin Chen

We propose Deterministic Sequencing of Exploration and Exploitation (DSEE) algorithm with interleaving exploration and exploitation epochs for model-based RL problems that aim to simultaneously learn the system model, i.e., a Markov…

Machine Learning · Computer Science 2022-12-21 Piyush Gupta , Vaibhav Srivastava

Imitation learning seeks to learn an expert policy from sampled demonstrations. However, in the real world, it is often difficult to find a perfect expert and avoiding dangerous behaviors becomes relevant for safety reasons. We present the…

Machine Learning · Computer Science 2019-09-26 David Venuto , Leonard Boussioux , Junhao Wang , Rola Dali , Jhelum Chakravorty , Yoshua Bengio , Doina Precup

Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in…

Machine Learning · Computer Science 2022-10-13 Zhiyu Zhang , Ashok Cutkosky , Ioannis Ch. Paschalidis

Exploration remains a central challenge for reinforcement learning (RL). Virtually all existing methods share the feature of a monolithic behaviour policy that changes only gradually (at best). In contrast, the exploratory behaviours of…

Machine Learning · Computer Science 2022-03-07 Miruna Pîslar , David Szepesvari , Georg Ostrovski , Diana Borsa , Tom Schaul
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