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The reinforcement learning paradigm allows, in principle, for complex behaviours to be learned directly from simple reward signals. In practice, however, it is common to carefully hand-design the reward function to encourage a particular…
Offline reinforcement-learning (RL) algorithms learn to make decisions using a given, fixed training dataset without online data collection. This problem setting is captivating because it holds the promise of utilizing previously collected…
Numerous online services are data-driven: the behavior of users affects the system's parameters, and the system's parameters affect the users' experience of the service, which in turn affects the way users may interact with the system. For…
Animals often demonstrate a remarkable ability to adapt to their environments during their lifetime. They do so partly due to the evolution of morphological and neural structures. These structures capture features of environments shared…
Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure…
Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…
Although reinforcement learning (RL) can provide reliable solutions in many settings, practitioners are often wary of the discrepancies between the RL solution and their status quo procedures. Therefore, they may be reluctant to adapt to…
We seek to align agent behavior with a user's objectives in a reinforcement learning setting with unknown dynamics, an unknown reward function, and unknown unsafe states. The user knows the rewards and unsafe states, but querying the user…
This paper describes a new parameter-free online learning algorithm for changing environments. In comparing against algorithms with the same time complexity as ours, we obtain a strongly adaptive regret bound that is a factor of at least…
We study a decision-maker's problem of finding optimal monetary incentive schemes for retention when faced with agents whose participation decisions (stochastically) depend on the incentive they receive. Our focus is on policies constrained…
This article provides a rigorous analysis of convergence and stability of Episodic Upside-Down Reinforcement Learning, Goal-Conditioned Supervised Learning and Online Decision Transformers. These algorithms performed competitively across…
This paper considers social learning amongst rational agents (for example, sensors in a network). We consider three models of social learning in increasing order of sophistication. In the first model, based on its private observation of a…
We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…
Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…
We generalize the problem of online submodular welfare maximization to incorporate various stochastic elements that have gained significant attention in recent years. We show that a non-adaptive Greedy algorithm, which is oblivious to the…
This paper studies optimal consumption and saving decisions under uncertainty about the transition dynamics of the economic environment. We consider a general optimal savings problem in which the exogenous state governing discounting,…
Deep reinforcement learning has proven to be a great success in allowing agents to learn complex tasks. However, its application to actual robots can be prohibitively expensive. Furthermore, the unpredictability of human behavior in…
A robotic swarm that is required to operate for long periods in a potentially unknown environment can use both evolution and individual learning methods in order to adapt. However, the role played by the environment in influencing the…
The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…
Recommendation systems (RSs) are increasingly used to guide job seekers on online platforms, yet the algorithms currently deployed are typically optimized for predictive objectives such as clicks, applications, or hires, rather than job…