Related papers: Who With Whom? Learning Optimal Matching Policies
Dynamic treatment regimes are treatment allocations tailored to heterogeneous individuals. The optimal dynamic treatment regime is a regime that maximizes counterfactual welfare. We introduce a framework in which we can partially learn the…
Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…
We present a proximal policy optimization (PPO) agent trained through curriculum learning (CL) principles and meticulous reward engineering to optimize a real-world high-throughput waste sorting facility. Our work addresses the challenge of…
We study the problem of model selection in batch policy optimization: given a fixed, partial-feedback dataset and $M$ model classes, learn a policy with performance that is competitive with the policy derived from the best model class. We…
Despite empirical success, the theory of reinforcement learning (RL) with value function approximation remains fundamentally incomplete. Prior work has identified a variety of pathological behaviours that arise in RL algorithms that combine…
Transfer learning of prediction models has been extensively studied, while the corresponding policy learning approaches are rarely discussed. In this paper, we propose principled approaches for learning the optimal policy in the target…
We study whether a social planner can improve the efficiency of learning, measured by the expected total welfare loss, in a sequential decision-making environment. Agents arrive in order and each makes a binary action based on their private…
We introduce and study a multi-class online resource allocation problem with group fairness guarantees. The problem involves allocating a fixed amount of resources to a sequence of agents, each belonging to a specific group. The primary…
This paper develops a risk-adjusted alternative to standard optimal policy learning (OPL) for observational data by importing Roy's (1952) safety-first principle into the treatment assignment problem. We formalize a welfare functional that…
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.…
In this work, we provide theoretical guarantees for reward decomposition in deterministic MDPs. Reward decomposition is a special case of Hierarchical Reinforcement Learning, that allows one to learn many policies in parallel and combine…
Many policy problems involve designing individualized treatment allocation rules to maximize the equilibrium social welfare of interacting agents. Focusing on large-scale simultaneous decision games with strategic complementarities, we…
Instability and slowness are two main problems in deep reinforcement learning. Even if proximal policy optimization (PPO) is the state of the art, it still suffers from these two problems. We introduce an improved algorithm based on…
Data-driven algorithmic matching systems promise to help human decision makers make better matching decisions in a wide variety of high-stakes application domains, such as healthcare and social service provision. However, existing systems…
This paper studies a penalized statistical decision rule for the treatment assignment problem. Consider the setting of a utilitarian policy maker who must use sample data to allocate a binary treatment to members of a population, based on…
Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…
In open multi-agent environments, the agents may encounter unexpected teammates. Classical multi-agent learning approaches train agents that can only coordinate with seen teammates. Recent studies attempted to generate diverse teammates to…
Reinforcement Learning (RL) in partially observable environments poses significant challenges due to the complexity of learning under uncertainty. While additional information, such as that available in simulations, can enhance training,…
Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…
Recently there has been a surge of interest in operations research (OR) and the machine learning (ML) community in combining prediction algorithms and optimization techniques to solve decision-making problems in the face of uncertainty.…