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The well-known influence maximization problem aims at maximizing the influence of one information cascade in a social network by selecting appropriate seed users prior to the diffusion process. In its adaptive version, additional seed users…
In an offline reinforcement learning setting, the safe policy improvement (SPI) problem aims to improve the performance of a behavior policy according to which sample data has been generated. State-of-the-art approaches to SPI require a…
The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…
Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…
Reinforcement learning is commonly concerned with problems of maximizing accumulated rewards in Markov decision processes. Oftentimes, a certain goal state or a subset of the state space attain maximal reward. In such a case, the…
Batch policy optimization considers leveraging existing data for policy construction before interacting with an environment. Although interest in this problem has grown significantly in recent years, its theoretical foundations remain…
Current methods for end-to-end constructive neural combinatorial optimization usually train a policy using behavior cloning from expert solutions or policy gradient methods from reinforcement learning. While behavior cloning is…
Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…
A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…
Previous work has shown the unreliability of existing algorithms in the batch Reinforcement Learning setting, and proposed the theoretically-grounded Safe Policy Improvement with Baseline Bootstrapping (SPIBB) fix: reproduce the baseline…
In sequential decision-making problems, Return-Conditioned Supervised Learning (RCSL) has gained increasing recognition for its simplicity and stability in modern decision-making tasks. Unlike traditional offline reinforcement learning (RL)…
Automating long-horizon tasks with a robotic arm has been a central research topic in robotics. Optimization-based action planning is an efficient approach for creating an action plan to complete a given task. Construction of a reliable…
The autonomous systems need to decide how to react to the changes at runtime efficiently. The ability to rigorously analyze the environment and the system together is theoretically possible by the model-driven approaches; however, the model…
As with any machine learning problem with limited data, effective offline RL algorithms require careful regularization to avoid overfitting. One-step methods perform regularization by doing just a single step of policy improvement, while…
A fundamental challenge in model-based offline reinforcement learning (RL) lies in the trade-off between generalization and robustness against exploitation errors in out-of-distribution (OOD) regions. While OOD samples may capture valid…
This paper presents an approach for data-driven policy refinement in reinforcement learning, specifically designed for safety-critical applications. Our methodology leverages the strengths of data-driven optimization and reinforcement…
We study the problem of learning a good set of policies, so that when combined together, they can solve a wide variety of unseen reinforcement learning tasks with no or very little new data. Specifically, we consider the framework of…
In recent years, trust region on-policy reinforcement learning has achieved impressive results in addressing complex control tasks and gaming scenarios. However, contemporary state-of-the-art algorithms within this category primarily…
Batch Reinforcement Learning (Batch RL) consists in training a policy using trajectories collected with another policy, called the behavioural policy. Safe policy improvement (SPI) provides guarantees with high probability that the trained…
Decision-changing imitation is a prevalent phenomenon in financial markets, where investors imitate others' decision-changing rates when making their own investment decisions. In this work, we study the optimal investment problem under the…