相关论文: Reinforcement Learning for Uplift Modeling

An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…

We study uplift estimation for combinatorial treatments. Uplift measures the pure incremental causal effect of an intervention (e.g., sending a coupon or a marketing message) on user behavior, modeled as a conditional individual treatment…

Uplift modeling is a technique used to predict the effect of a treatment (e.g., discounts) on an individual's response. Although several methods have been proposed for multi-valued treatment, they are extended from binary treatment methods.…

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

The importance of hierarchically structured representations for tractable planning has long been acknowledged. However, the questions of how people discover such abstractions and how to define a set of optimal abstractions remain open. This…

Personalization in machine learning (ML) tailors models' decisions to the individual characteristics of users. While this approach has seen success in areas like recommender systems, its expansion into high-stakes fields such as healthcare…

We consider a reinforcement learning setting introduced in (Maillard et al., NIPS 2011) where the learner does not have explicit access to the states of the underlying Markov decision process (MDP). Instead, she has access to several models…

We present a new geometric interpretation of Markov Decision Processes (MDPs) with a natural normalization procedure that allows us to adjust the value function at each state without altering the advantage of any action with respect to any…

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…

Manipulating data, such as weighting data examples or augmenting with new instances, has been increasingly used to improve model training. Previous work has studied various rule- or learning-based approaches designed for specific types of…

In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…

Modern recommender systems usually present items as a streaming, one-dimensional ranking list. Recently there is a trend in e-commerce that the recommended items are organized grid-based panels with two dimensions where users can view the…

Controllers trained with Reinforcement Learning tend to be very specialized and thus generalize poorly when their testing environment differs from their training one. We propose a Model-Based approach to increase generalization where both…

Estimating treatment effects is one of the most challenging and important tasks of data analysts. In many applications, like online marketing and personalized medicine, treatment needs to be allocated to the individuals where it yields a…

While significant advancements have been made in the field of fair machine learning, the majority of studies focus on scenarios where the decision model operates on a static population. In this paper, we study fairness in dynamic systems…

Understanding emerging behaviors of reinforcement learning (RL) agents may be difficult since such agents are often trained in complex environments using highly complex decision making procedures. This has given rise to a variety of…

A central question in many fields of scientific research is to determine how an outcome would be affected by an action, or to measure the effect of an action (a.k.a treatment effect). In recent years, a need for estimating the heterogeneous…

A key component of model-based reinforcement learning (RL) is a dynamics model that predicts the outcomes of actions. Errors in this predictive model can degrade the performance of model-based controllers, and complex Markov decision…

A novel reinforcement learning scheme to synthesize policies for continuous-space Markov decision processes (MDPs) is proposed. This scheme enables one to apply model-free, off-the-shelf reinforcement learning algorithms for finite MDPs to…