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相关论文: Bayesian Off-Policy Evaluation and Learning for La…

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We study the problem of off-policy policy evaluation (OPPE) in RL. In contrast to prior work, we consider how to estimate both the individual policy value and average policy value accurately. We draw inspiration from recent work in causal…

Policy-based methods have achieved remarkable success in solving challenging reinforcement learning problems. Among these methods, off-policy policy gradient methods are particularly important due to that they can benefit from off-policy…

机器学习 · 计算机科学 2024-05-07 Wenjia Meng , Qian Zheng , Long Yang , Yilong Yin , Gang Pan

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

机器学习 · 计算机科学 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

We propose a robust regression approach to off-policy evaluation (OPE) for contextual bandits. We frame OPE as a covariate-shift problem and leverage modern robust regression tools. Ours is a general approach that can be used to augment any…

机器学习 · 计算机科学 2019-11-19 Anqi Liu , Hao Liu , Anima Anandkumar , Yisong Yue

In many fields of application, dynamic processes that evolve through time are well described by systems of ordinary differential equations (ODEs). The analytical solution of the ODEs is often not available and different methods have been…

统计方法学 · 统计学 2017-07-19 Saverio Ranciati , Cinzia Viroli , Ernst Wit

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

机器学习 · 统计学 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

Offline preference-based reinforcement learning (PbRL) provides an effective way to overcome the challenges of designing reward and the high costs of online interaction. However, since labeling preference needs real-time human feedback,…

机器学习 · 计算机科学 2026-02-10 Xiao-Yin Liu , Guotao Li , Xiao-Hu Zhou , Zeng-Guang Hou

Off-policy Evaluation (OPE) methods are crucial tools for evaluating policies in high-stakes domains such as healthcare, where direct deployment is often infeasible, unethical, or expensive. When deployment environments are expected to…

机器学习 · 计算机科学 2022-09-20 Harvineet Singh , Shalmali Joshi , Finale Doshi-Velez , Himabindu Lakkaraju

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

机器学习 · 计算机科学 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Traditional language model alignment methods, such as Direct Preference Optimization (DPO), are limited by their dependence on static, pre-collected paired preference data, which hampers their adaptability and practical applicability. To…

计算与语言 · 计算机科学 2024-06-03 Yueqin Yin , Zhendong Wang , Yujia Xie , Weizhu Chen , Mingyuan Zhou

We propose the first boosting algorithm for off-policy learning from logged bandit feedback. Unlike existing boosting methods for supervised learning, our algorithm directly optimizes an estimate of the policy's expected reward. We analyze…

机器学习 · 计算机科学 2023-05-03 Ben London , Levi Lu , Ted Sandler , Thorsten Joachims

Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Currently, most results hinge on unrealistic assumptions about the data…

机器学习 · 计算机科学 2024-05-02 Sunil Madhow , Dan Qiao , Ming Yin , Yu-Xiang Wang

Off-policy learning methods seek to derive an optimal policy directly from a fixed dataset of prior interactions. This objective presents significant challenges, primarily due to the inherent distributional shift and value function…

机器学习 · 计算机科学 2026-02-03 Arip Asadulaev , Maksim Bobrin , Salem Lahlou , Dmitry Dylov , Fakhri Karray , Martin Takac

Most prior approaches to offline reinforcement learning (RL) have taken an iterative actor-critic approach involving off-policy evaluation. In this paper we show that simply doing one step of constrained/regularized policy improvement using…

机器学习 · 计算机科学 2021-12-06 David Brandfonbrener , William F. Whitney , Rajesh Ranganath , Joan Bruna

Off-policy evaluation (OPE) is the method that attempts to estimate the performance of decision making policies using historical data generated by different policies without conducting costly online A/B tests. Accurate OPE is essential in…

人工智能 · 计算机科学 2021-09-20 Yuta Saito , Takuma Udagawa , Kei Tateno

In Offline Model Learning for Planning and in Offline Reinforcement Learning, the limited data set hinders the estimate of the Value function of the relative Markov Decision Process (MDP). Consequently, the performance of the obtained…

机器学习 · 计算机科学 2026-05-26 Giorgio Angelotti , Nicolas Drougard , Caroline Ponzoni Carvalho Chanel

A system for Operational Risk management based on the computational paradigm of Bayesian Networks is presented. The algorithm allows the construction of a Bayesian Network targeted for each bank using only internal loss data, and takes into…

风险管理 · 定量金融 2012-02-14 V. Aquaro , M. Bardoscia , R. Bellotti , A. Consiglio , F. De Carlo , G. Ferri

Online, sample-based planning algorithms for POMDPs have shown great promise in scaling to problems with large state spaces, but they become intractable for large action and observation spaces. This is particularly problematic in multiagent…

人工智能 · 计算机科学 2014-12-23 Christopher Amato , Frans A. Oliehoek

This paper presents a sandbox example of how the integration of models borrowed from Behavioral Economic (specifically Protection-Motivation Theory) into ML algorithms (specifically Bayesian Networks) can improve the performance and…

Bayesian deep learning (BDL) is a promising approach to achieve well-calibrated predictions on distribution-shifted data. Nevertheless, there exists no large-scale survey that evaluates recent SOTA methods on diverse, realistic, and…

机器学习 · 计算机科学 2023-10-26 Florian Seligmann , Philipp Becker , Michael Volpp , Gerhard Neumann