Related papers: Learning Optimal Search Strategies
We study optimal policy learning under combined budget and minimum coverage constraints. We show that the problem admits a knapsack-type structure and that the optimal policy can be characterized by an affine threshold rule involving both…
In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…
The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance, frequently without considering safety. In contrast, safe reinforcement learning seeks to reduce or avoid unsafe behavior.…
Our premise is that autonomous vehicles must optimize communications and motion planning jointly. Specifically, a vehicle must adapt its motion plan staying cognizant of communications rate related constraints and adapt the use of…
We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…
In this paper, we propose an information-theoretic exploration strategy for stochastic, discrete multi-armed bandits that achieves optimal regret. Our strategy is based on the value of information criterion. This criterion measures the…
We present an Imitation Learning approach for the control of dynamical systems with a known model. Our policy search method is guided by solutions from MPC. Typical policy search methods of this kind minimize a distance metric between the…
This paper presents two complementary frameworks to optimize Formula 1 race strategies, jointly accounting for energy allocation, tire wear and pit stop timing. First, the race scenario is modeled using lap time maps and a dynamic tire wear…
We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…
Reinforcement Learning, a machine learning framework for training an autonomous agent based on rewards, has shown outstanding results in various domains. However, it is known that learning a good policy is difficult in a domain where…
In this note we consider the problem of synthesizing optimal control policies for a system from noisy datasets. We present a novel algorithm that takes as input the available dataset and, based on these inputs, computes an optimal policy…
To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…
The dueling bandit is a learning framework wherein the feedback information in the learning process is restricted to a noisy comparison between a pair of actions. In this research, we address a dueling bandit problem based on a cost…
The absence of an algorithm that effectively monitors deep learning models used in side-channel attacks increases the difficulty of evaluation. If the attack is unsuccessful, the question is if we are dealing with a resistant implementation…
The problem of online learning and optimization of unknown Markov jump affine models is considered. An online learning policy, referred to as Markovian simultaneous perturbations stochastic approximation (MSPSA), is proposed for two…
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…
We consider a retailer selling a single product with limited on-hand inventory over a finite selling season. Customer demand arrives according to a Poisson process, the rate of which is influenced by a single action taken by the retailer…
We study the sample complexity of learning an $\epsilon$-optimal policy in the Stochastic Shortest Path (SSP) problem. We first derive sample complexity bounds when the learner has access to a generative model. We show that there exists a…
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…
In this thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…