相关论文: $\epsilon$-Policy Gradient for Online Pricing

In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…

A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…

Online learning algorithms, widely used to power search and content optimization on the web, must balance exploration and exploitation, potentially sacrificing the experience of current users for information that will lead to better…

We propose a randomized greedy search algorithm to find a point estimate for a random partition based on a loss function and posterior Monte Carlo samples. Given the large size and awkward discrete nature of the search space, the…

We address policy learning with logged data in contextual bandits. Current offline-policy learning algorithms are mostly based on inverse propensity score (IPS) weighting requiring the logging policy to have \emph{full support} i.e. a…

We propose a new online learning model for learning with preference feedback. The model is especially suited for applications like web search and recommender systems, where preference data is readily available from implicit user feedback…

This paper addresses Online Convex Optimization (OCO) problems where the constraints have additive perturbations that (i) vary over time and (ii) are not known at the time to make a decision. Perturbations may not be i.i.d. generated and…

This paper introduces a novel contextual bandit algorithm for personalized pricing under utility fairness constraints in scenarios with uncertain demand, achieving an optimal regret upper bound. Our approach, which incorporates dynamic…

This paper considers the problem of online trajectory design under time-varying environments. We formulate the general trajectory optimization problem within the framework of time-varying constrained convex optimization and proposed a novel…

Pairwise learning is essential in machine learning, especially for problems involving loss functions defined on pairs of training examples. Online gradient descent (OGD) algorithms have been proposed to handle online pairwise learning,…

The performance of acquisition functions for Bayesian optimisation to locate the global optimum of continuous functions is investigated in terms of the Pareto front between exploration and exploitation. We show that Expected Improvement…

We formalize sequential decision-making with information acquisition as the probing-augmented user-centric selection (PUCS) framework, where a learner first probes a subset of arms to obtain side information on resources and rewards, and…

We present a generalization of the adversarial linear bandits framework, where the underlying losses are kernel functions (with an associated reproducing kernel Hilbert space) rather than linear functions. We study a version of the…

Online machine learning systems need to adapt to domain shifts. Meanwhile, acquiring label at every timestep is expensive. We propose a surprisingly simple algorithm that adaptively balances its regret and its number of label queries in…

We study algorithms for average-cost reinforcement learning problems with value function approximation. Our starting point is the recently proposed POLITEX algorithm, a version of policy iteration where the policy produced in each iteration…

We present a new online learning algorithm for cumulative discounted gain. This learning algorithm does not use exponential weights on the experts. Instead, it uses a weighting scheme that depends on the regret of the master algorithm…

We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…

Recently, foundation models such as OpenAI's O1 and O3, along with DeepSeek's R1, have demonstrated strong reasoning capacities and problem-solving skills acquired through large-scale reinforcement learning (RL), with wide applications in…

We study offline reinforcement learning (RL) with linear MDPs under the infinite-horizon discounted setting which aims to learn a policy that maximizes the expected discounted cumulative reward using a pre-collected dataset. Existing…

Offline reinforcement learning (RL) aims to optimize a policy using collected data without online interactions. Model-based approaches are particularly appealing for addressing offline RL challenges because of their capability to mitigate…