相关论文: Reinforcement Learning Algorithm Selection

With the rising number of machine learning competitions, the world has witnessed an exciting race for the best algorithms. However, the involved data selection process may fundamentally suffer from evidence ambiguity and concept drift…

We introduce a latency-aware contextual bandit framework that generalizes the standard contextual bandit problem, where the learner adaptively selects arms and switches decision sets under action delays. In this setting, the learner…

The contextual bandit has been identified as a powerful framework to formulate the recommendation process as a sequential decision-making process, where each item is regarded as an arm and the objective is to minimize the regret of $T$…

Reinforcement Learning (RL) has made significant strides in enabling artificial agents to learn diverse behaviors. However, learning an effective policy often requires a large number of environment interactions. To mitigate sample…

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

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…

A key challenge for a reinforcement learning (RL) agent is to incorporate external/expert1 advice in its learning. The desired goals of an algorithm that can shape the learning of an RL agent with external advice include (a) maintaining…

With the increase of machine learning usage by industries and scientific communities in a variety of tasks such as text mining, image recognition and self-driving cars, automatic setting of hyper-parameter in learning algorithms is a key…

This dissertation investigates how reinforcement learning (RL) methods can be designed to be safe, sample-efficient, and robust. Framed through the unifying perspective of contextual-bandit RL, the work addresses two major application…

Existing episodic reinforcement algorithms assume that the length of an episode is fixed across time and known a priori. In this paper, we consider a general framework of episodic reinforcement learning when the length of each episode is…

This paper studies the fixed budget formulation of the Ranking and Selection (R&S) problem with independent normal samples, where the goal is to investigate different algorithms' convergence rate in terms of their resulting probability of…

A model among many may only be best under certain states of the world. Switching from a model to another can also be costly. Finding a procedure to dynamically choose a model in these circumstances requires to solve a complex estimation…

We propose a metalearning approach for learning gradient-based reinforcement learning (RL) algorithms. The idea is to evolve a differentiable loss function, such that an agent, which optimizes its policy to minimize this loss, will achieve…

This paper addresses the poor finite-horizon performance of existing online \emph{restless bandit} (RB) algorithms, which stems from the prohibitive sample complexity of learning a full \emph{Markov decision process} (MDP) for each agent.…

In this paper, we introduce the notion of replicable policies in the context of stochastic bandits, one of the canonical problems in interactive learning. A policy in the bandit environment is called replicable if it pulls, with high…

Large language models (LLMs) have recently been employed as agents to solve sequential decision-making tasks such as Bayesian optimization and multi-armed bandits (MAB). These works usually adopt an LLM for sequential action selection by…

Autoregressive processes naturally arise in a large variety of real-world scenarios, including stock markets, sales forecasting, weather prediction, advertising, and pricing. When facing a sequential decision-making problem in such a…

Reinforcement learning (RL)-based driver assistance systems seek to improve fuel consumption via continual improvement of powertrain control actions considering experiential data from the field. However, the need to explore diverse…

Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…

To address the contextual bandit problem, we propose an online random forest algorithm. The analysis of the proposed algorithm is based on the sample complexity needed to find the optimal decision stump. Then, the decision stumps are…