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We study online learning of finite Markov decision process (MDP) problems when a side information vector is available. The problem is motivated by applications such as clinical trials, recommendation systems, etc. Such applications have an…
Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…
Dynamic treatment regimes (DTR) are sequential decision rules corresponding to several stages of intervention. Each rule maps patients' covariates to optional treatments. The optimal dynamic treatment regime is the one that maximizes the…
Interfractional geometric uncertainties can lead to deviations of the actual delivered dose from the prescribed dose distribution. To better handle these uncertainties during treatment, the authors propose a dynamic framework for robust…
We present a deep learning-based approach to studying dynamic clinical behavioral regimes in diverse non-randomized healthcare settings. Our proposed methodology - deep causal behavioral policy learning (DC-BPL) - uses deep learning…
Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…
We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…
We present a nonlinear data-driven Model Predictive Control (MPC) algorithm for deep brain stimulation (DBS) for the treatment of Parkinson's disease (PD). Although DBS is typically implemented in open-loop, closed-loop DBS (CLDBS) uses the…
Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…
Learning the optimal ordering of content is an important challenge in website design. The learning to rank (LTR) framework models this problem as a sequential problem of selecting lists of content and observing where users decide to click.…
In this paper, we address tracking of a time-varying parameter with unknown dynamics. We formalize the problem as an instance of online optimization in a dynamic setting. Using online gradient descent, we propose a method that sequentially…
Dynamic treatment regimes are sequential decision rules that adapt treatment according to individual time-varying characteristics and outcomes to achieve optimal effects, with applications in precision medicine, personalized…
A dynamic treatment regime is a sequence of treatment decision rules tailored to an individual's evolving status over time. In precision medicine, much focus has been placed on finding an optimal dynamic treatment regime which, if followed…
Optimizing user engagement is a key goal for modern recommendation systems, but blindly pushing users towards increased consumption risks burn-out, churn, or even addictive habits. To promote digital well-being, most platforms now offer a…
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…
Personalized adaptive interventions offer the opportunity to increase patient benefits, however, there are challenges in their planning and implementation. Once implemented, it is an important question whether personalized adaptive…
We study the framework of universal dynamic regret minimization with strongly convex losses. We answer an open problem in Baby and Wang 2021 by showing that in a proper learning setup, Strongly Adaptive algorithms can achieve the near…
Recent clinical trials have shown that the adaptive drug therapy can be more efficient than a standard MTD-based policy in treatment of cancer patients. The adaptive therapy paradigm is not based on a preset schedule; instead, the doses are…
The goal of this work is to propose an extension of the popular leader-follower framework for multi-agent collective tracking and formation maintenance in presence of a time- varying leader. In particular, the leader is persistently…
Deep brain stimulation (DBS) has the potential to improve the quality of life of people with a variety of neurological diseases. A key challenge in DBS is in the placement of a stimulation electrode in the anatomical location that maximizes…