Related papers: Prescribe-then-Select: Adaptive Policy Selection f…
Recently, preference optimization methods such as DPO have significantly enhanced large language models (LLMs) in wide tasks including dialogue and question-answering. However, current methods fail to account for the varying difficulty…
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…
Sequence optimization, where the items in a list are ordered to maximize some reward has many applications such as web advertisement placement, search, and control libraries in robotics. Previous work in sequence optimization produces a…
Many natural language processing tasks, e.g., coreference resolution and semantic role labeling, require selecting text spans and making decisions about them. A typical approach to such tasks is to score all possible spans and greedily…
In many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…
Solving tasks in Reinforcement Learning is no easy feat. As the goal of the agent is to maximize the accumulated reward, it often learns to exploit loopholes and misspecifications in the reward signal resulting in unwanted behavior. While…
Pseudo-Labeling is a simple and effective approach to semi-supervised learning. It requires criteria that guide the selection of pseudo-labeled data. The latter have been shown to crucially affect pseudo-labeling's generalization…
Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…
Contextual Bayesian Optimization (CBO) efficiently optimizes black-box functions with respect to design variables, while simultaneously integrating contextual information regarding the environment, such as experimental conditions. However,…
The selection of the most appropriate algorithm to solve a given problem instance, known as algorithm selection, is driven by the potential to capitalize on the complementary performance of different algorithms across sets of problem…
This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…
Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this paper, we study how to synthesize preference satisfying plans in stochastic systems, modeled as…
Sequential decision-making under uncertainty is present in many important problems. Two popular approaches for tackling such problems are reinforcement learning and online search (e.g., Monte Carlo tree search). While the former learns a…
This paper focuses on developing Pareto-optimal estimation and policy learning to identify the most effective treatment that maximizes the total reward from both short-term and long-term effects, which might conflict with each other. For…
Signal temporal logic (STL) provides a user-friendly interface for defining complex tasks for robotic systems. Recent efforts aim at designing control laws or using reinforcement learning methods to find policies which guarantee…
We investigate the connections between compression learning and scenario based optimization. We first show how to strengthen, or relax the consistency assumption at the basis of compression learning and study the learning and generalization…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
Among the most popular variable selection procedures in high-dimensional regression, Lasso provides a solution path to rank the variables and determines a cut-off position on the path to select variables and estimate coefficients. In this…
Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…
We address the challenges posed by heteroscedastic noise in contextual decision-making. We propose a consistent Shrinking Neighborhood Estimation (SNE) technique that successfully estimates contextual performance under unpredictable…