相关论文: Optimizing Pessimism in Dynamic Treatment Regimes:…

We study offline reinforcement learning (RL), which aims to learn an optimal policy based on a dataset collected a priori. Due to the lack of further interactions with the environment, offline RL suffers from the insufficient coverage of…

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Task learning in neural networks typically requires finding a globally optimal minimizer to a loss function objective. Conventional designs of swarm based optimization methods apply a fixed update rule, with possibly an adaptive step-size…

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Dynamic mechanism design has garnered significant attention from both computer scientists and economists in recent years. By allowing agents to interact with the seller over multiple rounds, where agents' reward functions may change with…

Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…

A dynamic treatment regime is a sequence of medical decisions that adapts to the evolving clinical status of a patient over time. To facilitate personalized care, it is crucial to assess the probability of each available treatment option…

The Bayesian learning rule is a natural-gradient variational inference method, which not only contains many existing learning algorithms as special cases but also enables the design of new algorithms. Unfortunately, when variational…

We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance…

We consider what we call the offline-to-online learning setting, focusing on stochastic finite-armed bandit problems. In offline-to-online learning, a learner starts with offline data collected from interactions with an unknown environment…

A dynamic treatment regime effectively incorporates both accrued information and long-term effects of treatment from specially designed clinical trials. As these become more and more popular in conjunction with longitudinal data from…

The central goal of active learning is to gather data that maximises downstream predictive performance, but popular approaches have limited flexibility in customising this data acquisition to different downstream problems and losses. We…

We investigate methods for parameter learning from incomplete data that is not missing at random. Likelihood-based methods then require the optimization of a profile likelihood that takes all possible missingness mechanisms into account.…

Achieving both optimality and safety under unknown system dynamics is a central challenge in real-world deployment of agents. To address this, we introduce a notion of maximum safe dynamics learning, where sufficient exploration is…

This paper introduces a new probabilistic model for online learning which dynamically incorporates information from stochastic gradients of an arbitrary loss function. Similar to probabilistic filtering, the model maintains a Gaussian…

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

Deep Reinforcement Learning (DRL) has demonstrated great potentials in solving sequential decision making problems in many applications. Despite its promising performance, practical gaps exist when deploying DRL in real-world scenarios. One…

We consider a class of assortment optimization problems in an offline data-driven setting. A firm does not know the underlying customer choice model but has access to an offline dataset consisting of the historically offered assortment set,…

If we could define the set of all bad outcomes, we could hard-code an agent which avoids them; however, in sufficiently complex environments, this is infeasible. We do not know of any general-purpose approaches in the literature to avoiding…

Adversarial machine learning concerns situations in which learners face attacks from active adversaries. Such scenarios arise in applications such as spam email filtering, malware detection and fake image generation, where security methods…