相关论文: Variance-Optimal Augmentation Logging for Counterf…

In many platforms, user arrivals exhibit a self-reinforcing behavior: future user arrivals are likely to have preferences similar to users who were satisfied in the past. In other words, arrivals exhibit positive externalities. We study…

A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical…

We investigate the recently introduced model of learning with improvements, where agents are allowed to make small changes to their feature values to be warranted a more desirable label. We extensively extend previously published results by…

Learning-based approaches, such as reinforcement and imitation learning are gaining popularity in decision-making for autonomous driving. However, learned policies often fail to generalize and cannot handle novel situations well. Asking and…

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

While humans naturally learn and adapt from past experiences, large language models (LLMs) and their agentic counterparts struggle to retain reasoning from previous tasks and apply them in future contexts. To address this limitation, we…

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users…

We address a practical problem ubiquitous in modern marketing campaigns, in which a central agent tries to learn a policy for allocating strategic financial incentives to customers and observes only bandit feedback. In contrast to…

Reinforcement learning for multi-step reasoning with large language models (LLMs) typically relies on sparse terminal rewards, which creates a poorly conditioned credit-assignment problem: the final feedback is propagated uniformly across…

Offline reinforcement learning (RL) optimizes the policy on a previously collected dataset without any interactions with the environment, yet usually suffers from the distributional shift problem. To mitigate this issue, a typical solution…

We consider the problem of offline reinforcement learning (RL) -- a well-motivated setting of RL that aims at policy optimization using only historical data. Despite its wide applicability, theoretical understandings of offline RL, such as…

To unbiasedly evaluate multiple target policies, the dominant approach among RL practitioners is to run and evaluate each target policy separately. However, this evaluation method is far from efficient because samples are not shared across…

Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…

The multi-armed bandit (MAB) problem is a classical learning task that exemplifies the exploration-exploitation tradeoff. However, standard formulations do not take into account {\em risk}. In online decision making systems, risk is a…

We study nonparametric contextual bandits under batch constraints, where the expected reward for each action is modeled as a smooth function of covariates, and the policy updates are made at the end of each batch of observations. We…

Learning policies from fixed offline datasets is a key challenge to scale up reinforcement learning (RL) algorithms towards practical applications. This is often because off-policy RL algorithms suffer from distributional shift, due to…

We consider off-policy evaluation (OPE) in contextual bandits with finite action space. Inverse Propensity Score (IPS) weighting is a widely used method for OPE due to its unbiased, but it suffers from significant variance when the action…

Contextual bandit algorithms have become popular for online recommendation systems such as Digg, Yahoo! Buzz, and news recommendation in general. \emph{Offline} evaluation of the effectiveness of new algorithms in these applications is…

We address the online linear optimization problem when the actions of the forecaster are represented by binary vectors. Our goal is to understand the magnitude of the minimax regret for the worst possible set of actions. We study the…

Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…