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Retrieval Augmented Generation (RAG) has proven to be highly effective in boosting the generative performance of language model in knowledge-intensive tasks. However, existing RAG framework either indiscriminately perform retrieval or rely…

Artificial Intelligence · Computer Science 2025-01-03 Xiaqiang Tang , Qiang Gao , Jian Li , Nan Du , Qi Li , Sihong Xie

Agent-based Models (ABMs) are valuable tools for policy analysis. ABMs help analysts explore the emergent consequences of policy interventions in multi-agent decision-making settings. But the validity of inferences drawn from ABM…

Machine Learning · Computer Science 2020-11-09 Osonde A. Osoba , Raffaele Vardavas , Justin Grana , Rushil Zutshi , Amber Jaycocks

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li

Delays frequently occur in real-world environments, yet standard reinforcement learning (RL) algorithms often assume instantaneous perception of the environment. We study random sensor delays in POMDPs, where observations may arrive…

Machine Learning · Computer Science 2026-04-17 Armin Karamzade , Kyungmin Kim , JB Lanier , Davide Corsi , Roy Fox

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

Machine Learning · Computer Science 2020-10-08 Dylan J. Foster , Alexander Rakhlin , David Simchi-Levi , Yunzong Xu

Multi-Armed Bandit (MAB) algorithms are widely used in recommender systems that require continuous, incremental learning. A core aspect of MABs is the exploration-exploitation trade-off: choosing between exploiting items likely to be…

Machine Learning · Computer Science 2026-04-20 Pedro R. Pires , Gregorio F. Azevedo , Pietro L. Campos , Rafael T. Sereicikas , Tiago A. Almeida

The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical…

Mathematical Finance · Quantitative Finance 2023-03-01 Ben Hambly , Renyuan Xu , Huining Yang

Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…

Machine Learning · Computer Science 2020-12-29 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet

Many real-world applications require an agent to make robust and deliberate decisions with multimodal information (e.g., robots with multi-sensory inputs). However, it is very challenging to train the agent via reinforcement learning (RL)…

Machine Learning · Computer Science 2023-02-21 Jinming Ma , Feng Wu , Yingfeng Chen , Xianpeng Ji , Yu Ding

Reinforcement learning (RL) has achieved remarkable success in real-world decision-making across diverse domains, including gaming, robotics, online advertising, public health, and natural language processing. Despite these advances, a…

Applications · Statistics 2026-01-23 Asim H. Gazi , Yongyi Guo , Daiqi Gao , Ziping Xu , Kelly W. Zhang , Susan A. Murphy

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

The inverse reinforcement learning approach to imitation learning is a double-edged sword. On the one hand, it can enable learning from a smaller number of expert demonstrations with more robustness to error compounding than behavioral…

Machine Learning · Computer Science 2024-06-06 Juntao Ren , Gokul Swamy , Zhiwei Steven Wu , J. Andrew Bagnell , Sanjiban Choudhury

Adoption of machine learning (ML)-enabled cyber-physical systems (CPS) are becoming prevalent in various sectors of modern society such as transportation, industrial, and power grids. Recent studies in deep reinforcement learning (DRL) have…

Machine Learning · Computer Science 2020-07-15 Kai Liang Tan , Yasaman Esfandiari , Xian Yeow Lee , Aakanksha , Soumik Sarkar

Deep reinforcement learning has shown remarkable success in the past few years. Highly complex sequential decision making problems have been solved in tasks such as game playing and robotics. Unfortunately, the sample complexity of most…

Machine Learning · Computer Science 2020-12-03 Aske Plaat , Walter Kosters , Mike Preuss

Model-free reinforcement learning (RL) is inherently a reactive method, operating under the assumption that it starts with no prior knowledge of the system and entirely depends on trial-and-error for learning. This approach faces several…

Reinforcement learning has achieved remarkable performance in a wide range of tasks these days. Nevertheless, some unsolved problems limit its applications in real-world control. One of them is model misspecification, a situation where an…

Machine Learning · Computer Science 2021-03-30 Lebin Yu , Jian Wang , Xudong Zhang

The (contextual) multi-armed bandit problem (MAB) provides a formalization of sequential decision-making which has many applications. However, validly evaluating MAB policies is challenging; we either resort to simulations which inherently…

Machine Learning · Computer Science 2019-08-22 Jules Kruijswijk , Petri Parvinen , Maurits Kaptein

Reinforcement learning (RL) has increasingly been applied to solve real-world planning problems, with progress in handling large state spaces and time horizons. However, a key bottleneck in many domains is that RL methods cannot accommodate…

Machine Learning · Computer Science 2025-03-19 Lily Xu , Bryan Wilder , Elias B. Khalil , Milind Tambe

Training sophisticated agents for optimal decision-making under uncertainty has been key to the rapid development of modern autonomous systems across fields. Notably, model-free reinforcement learning (RL) has enabled decision-making agents…

Machine Learning · Computer Science 2025-07-21 Thomas Banker , Ali Mesbah

Most recent successes in robot reinforcement learning involve learning a specialized single-task agent. However, robots capable of performing multiple tasks can be much more valuable in real-world applications. Multi-task reinforcement…

Robotics · Computer Science 2024-07-19 Elie Aljalbout , Nikolaos Sotirakis , Patrick van der Smagt , Maximilian Karl , Nutan Chen