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A/B testing is critical for modern technological companies to evaluate the effectiveness of newly developed products against standard baselines. This paper studies optimal designs that aim to maximize the amount of information obtained from…

统计方法学 · 统计学 2023-11-07 Ting Li , Chengchun Shi , Jianing Wang , Fan Zhou , Hongtu Zhu

Off-policy evaluation (OPE) is one of the most fundamental problems in reinforcement learning (RL) to estimate the expected long-term payoff of a given target policy with only experiences from another behavior policy that is potentially…

机器学习 · 计算机科学 2024-10-24 Yang Hu , Tianyi Chen , Na Li , Kai Wang , Bo Dai

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

机器学习 · 计算机科学 2023-12-01 Jared Markowitz , Jesse Silverberg , Gary Collins

We consider estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation (\textsf{OPE}) in contextual bandits, and estimation of the…

机器学习 · 统计学 2024-11-21 Jeonghwan Lee , Cong Ma

We propose a deep learning algorithm for high dimensional optimal stopping problems. Our method is inspired by the penalty method for solving free boundary PDEs. Within our approach, the penalized PDE is approximated using the Deep BSDE…

数理金融 · 定量金融 2026-04-07 Yunfei Peng , Pengyu Wei , Wei Wei

The performance of Offline reinforcement learning is significantly impacted by the issue of state distributional shift, and out-of-distribution (OOD) state correction is a popular approach to address this problem. In this paper, we propose…

机器学习 · 计算机科学 2025-07-09 Ke Jiang , Wen Jiang , Xiaoyang Tan

Autotuning techniques are a promising approach to minimize the otherwise tedious manual effort of optimizing scientific applications for a specific target platform. Ideally, an autotuning approach is capable of reliably identifying the most…

性能 · 计算机科学 2020-04-09 Johannes Seiferth , Matthias Korch , Thomas Rauber

Out-of-distribution (OOD) detection is critical to ensuring the reliability of deep learning applications and has attracted significant attention in recent years. A rich body of literature has emerged to develop efficient score functions…

机器学习 · 计算机科学 2025-07-22 Yuhang Liu , Yuefei Wu , Bin Shi , Bo Dong

This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…

机器学习 · 计算机科学 2021-06-25 Ming Yin , Yu-Xiang Wang

Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…

机器学习 · 计算机科学 2023-10-25 Noveen Sachdeva , Lequn Wang , Dawen Liang , Nathan Kallus , Julian McAuley

Discrete diffusion models have recently gained significant attention due to their ability to process complex discrete structures for language modeling. However, fine-tuning these models with policy gradient methods, as is commonly done in…

机器学习 · 统计学 2025-12-19 Oussama Zekri , Nicolas Boullé

Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To…

机器学习 · 计算机科学 2021-10-06 Gaon An , Seungyong Moon , Jang-Hyun Kim , Hyun Oh Song

We consider off-policy policy evaluation with function approximation (FA) in average-reward MDPs, where the goal is to estimate both the reward rate and the differential value function. For this problem, bootstrapping is necessary and,…

机器学习 · 计算机科学 2022-10-19 Shangtong Zhang , Yi Wan , Richard S. Sutton , Shimon Whiteson

Offline Reinforcement Learning has attracted much interest in solving the application challenge for traditional reinforcement learning. Offline reinforcement learning uses previously-collected datasets to train agents without any…

机器学习 · 计算机科学 2022-09-28 Chen Zhao , Kai Xing Huang , Chun yuan

Estimating treatment effects is of great importance for many biomedical applications with observational data. Particularly, interpretability of the treatment effects is preferable for many biomedical researchers. In this paper, we first…

机器学习 · 统计学 2022-06-28 Kan Chen , Qishuo Yin , Qi Long

We consider off-policy evaluation of dynamic treatment rules under sequential ignorability, given an assumption that the underlying system can be modeled as a partially observed Markov decision process (POMDP). We propose an estimator,…

机器学习 · 计算机科学 2023-05-10 Yuchen Hu , Stefan Wager

On-policy distillation (OPD) has emerged as an efficient post-training paradigm for large language models. However, existing studies largely attribute this advantage to denser and more stable supervision, while the parameter-level…

Training practical agents usually involve offline and online reinforcement learning (RL) to balance the policy's performance and interaction costs. In particular, online fine-tuning has become a commonly used method to correct the erroneous…

机器学习 · 计算机科学 2023-06-07 Qisen Yang , Shenzhi Wang , Matthieu Gaetan Lin , Shiji Song , Gao Huang

Estimating what would be an individual's potential response to varying levels of exposure to a treatment is of high practical relevance for several important fields, such as healthcare, economics and public policy. However, existing methods…

机器学习 · 计算机科学 2020-12-11 Patrick Schwab , Lorenz Linhardt , Stefan Bauer , Joachim M. Buhmann , Walter Karlen

We consider the problem of detecting out-of-distribution (OOD) samples in deep reinforcement learning. In a value based reinforcement learning setting, we propose to use uncertainty estimation techniques directly on the agent's value…

机器学习 · 计算机科学 2019-01-09 Andreas Sedlmeier , Thomas Gabor , Thomy Phan , Lenz Belzner , Claudia Linnhoff-Popien