Related papers: Learning an Optimal Assortment Policy under Observ…

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

Motivated by applications in retail, online advertising, and cultural markets, this paper studies how to find the optimal assortment and positioning of products subject to a capacity constraint. We prove that the optimal assortment and…

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

This work studies the challenge of aligning large language models (LLMs) with offline preference data. We focus on alignment by Reinforcement Learning from Human Feedback (RLHF) in particular. While popular preference optimization methods…

Offline reinforcement learning (RL) defines the task of learning from a fixed batch of data. Due to errors in value estimation from out-of-distribution actions, most offline RL algorithms take the approach of constraining or regularizing…

In offline reinforcement learning (RL), we seek to utilize offline data to evaluate (or learn) policies in scenarios where the data are collected from a distribution that substantially differs from that of the target policy to be evaluated.…

We study the problem of representation transfer in offline Reinforcement Learning (RL), where a learner has access to episodic data from a number of source tasks collected a priori, and aims to learn a shared representation to be used in…

This paper studies an online learning problem that seeks optimal testing policies for a stream of subjects, each of whom can be evaluated through a sequence of candidate tests drawn from a common pool. We refer to this problem as the Online…

Motivated by robust dynamic resource allocation in operations research, we study the \textit{Online Learning to Transport} (OLT) problem where the decision variable is a probability measure, an infinite-dimensional object. We draw…

This work investigates the offline formulation of the contextual bandit problem, where the goal is to leverage past interactions collected under a behavior policy to evaluate, select, and learn new, potentially better-performing, policies.…

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…

The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk. We motivate this problem of finding an allocation policy within a…

Multinomial Logit (MNL) is one of the most popular discrete choice models and has been widely used to model ranking data. However, there is a long-standing technical challenge of learning MNL from many real-world ranking data: exact…

Learning a reward function from human preferences is challenging as it typically requires having a high-fidelity simulator or using expensive and potentially unsafe actual physical rollouts in the environment. However, in many tasks the…

We consider an online assortment problem with $[n]:=\{1,2,\ldots,n\}$ sellers, each holding exactly one item $i\in[n]$ with initial inventory $c_i\in \mathbb{Z}_+$, and a sequence of homogeneous buyers arriving over a finite time horizon…

We consider the problem of offline reinforcement learning (RL) -- a well-motivated setting of RL that aims at policy optimization using only historical data. Despite its wide applicability, theoretical understandings of offline RL, such as…

We introduce the refined assortment optimization problem where a firm may decide to make some of its products harder to get instead of making them unavailable as in the traditional assortment optimization problem. Airlines, for example,…

We present a novel observation about the behavior of offline reinforcement learning (RL) algorithms: on many benchmark datasets, offline RL can produce well-performing and safe policies even when trained with "wrong" reward labels, such as…

We study reinforcement learning for episodic Markov Decision Processes (MDPs) whose transitions are modelled by a multinomial logistic (MNL) model. Existing algorithms for MNL mixture MDPs yield a regret of $\smash{\tilde{O}(dH^2\sqrt{T})}$…