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The policy represented by the deep neural network can overfit the spurious features in observations, which hamper a reinforcement learning agent from learning effective policy. This issue becomes severe in high-dimensional state, where the…
Win measures, including the win ratio (WR), win odds (WO), net benefit (NB), and desirability of outcome ranking (DOOR), are increasingly used in randomized clinical trials with multiple hierarchical ordinal endpoints. In practice, however,…
In the commercial sphere, such as operations and maintenance, advertising, and marketing recommendations, intelligent decision-making utilizing data mining and neural network technologies is crucial, especially in resource allocation to…
Complex planning and scheduling problems have long been solved using various optimization or heuristic approaches. In recent years, imitation learning that aims to learn from expert demonstrations has been proposed as a viable alternative…
Reinforcement learning can provide effective reasoning for sequential decision-making problems with variable dynamics. Such reasoning in practical implementation, however, poses a persistent challenge in interpreting the reward function and…
In modern online platforms, incentives are essential factors that enhance user engagement and increase platform revenue. Over recent years, uplift modeling has been introduced as a strategic approach to assign incentives to individual…
In consequential domains, it is often impossible to compel individuals to take treatment, so that optimal policy rules are merely suggestions in the presence of human non-adherence to treatment recommendations. We study personalized…
This paper presents a novel non-stationary dynamic pricing algorithm design, where pricing agents face incomplete demand information and market environment shifts. The agents run price experiments to learn about each product's demand curve…
Decision transformer based sequential policies have emerged as a powerful paradigm in offline reinforcement learning (RL), yet their efficacy remains constrained by the quality of static datasets and inherent architectural limitations.…
Offline inverse reinforcement learning (Offline IRL) aims to recover the structure of rewards and environment dynamics that underlie observed actions in a fixed, finite set of demonstrations from an expert agent. Accurate models of…
Adapting a pre-trained foundation model on downstream tasks should ensure robustness against distribution shifts without the need to retrain the whole model. Although existing weight interpolation methods are simple yet effective, we argue…
Transferability estimation identifies the best pre-trained models for downstream tasks without incurring the high computational cost of full fine-tuning. This capability facilitates deployment and advances the pre-training and fine-tuning…
We study the sample complexity of the plug-in approach for learning $\varepsilon$-optimal policies in average-reward Markov decision processes (MDPs) with a generative model. The plug-in approach constructs a model estimate then computes an…
Randomized experiments are the gold standard for estimating treatment effects, yet network interference challenges the validity of traditional estimators by violating the stable unit treatment value assumption and introducing bias. While…
Adaptive experimentation under unknown network interference requires solving two coupled problems: (i) learning the underlying dynamics of interference among units and (ii) using these dynamics to inform treatment allocation in order to…
Many decision-making problems feature multiple objectives where it is not always possible to know the preferences of a human or agent decision-maker for different objectives. However, demonstrated behaviors from the decision-maker are often…
Offline reinforcement learning refers to the process of learning policies from fixed datasets, without requiring additional environment interaction. However, it often relies on well-defined reward functions, which are difficult and…
In online advertising, marketing interventions such as coupons introduce significant confounding bias into Click-Through Rate (CTR) prediction. Observed clicks reflect a mixture of users' intrinsic preferences and the uplift induced by…
Using offline observational data for policy evaluation and learning allows decision-makers to evaluate and learn a policy that connects characteristics and interventions. Most existing literature has focused on either discrete treatment…
This paper presents a novel approach to optimizing profit margins in non-life insurance markets through a gradient descent-based method, targeting three key objectives: 1) maximizing profit margins, 2) ensuring conversion rates, and 3)…