相关论文: Contextual Bandits in Payment Processing: Non-unif…

Reinforcement learning (RL) promises to expand the capabilities of language models, but it is unclear if current RL techniques promote the discovery of novel behaviors, or simply sharpen those already present in the base model. In this…

We consider the general (stochastic) contextual bandit problem under the realizability assumption, i.e., the expected reward, as a function of contexts and actions, belongs to a general function class $\mathcal{F}$. We design a fast and…

We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown…

The performance of reinforcement learning depends upon designing an appropriate action space, where the effect of each action is measurable, yet, granular enough to permit flexible behavior. So far, this process involved non-trivial user…

The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk. We motivate this problem of finding an allocation policy within a…

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…

Offline reinforcement learning agents seek optimal policies from fixed data sets. With environmental interaction prohibited, agents face significant challenges in preventing errors in value estimates from compounding and subsequently…

We study off-policy learning (OPL) in contextual bandits, which plays a key role in a wide range of real-world applications such as recommendation systems and online advertising. Typical OPL in contextual bandits assumes an unconstrained…

Off-policy learning is a framework for evaluating and optimizing policies without deploying them, from data collected by another policy. Real-world environments are typically non-stationary and the offline learned policies should adapt to…

Offline reinforcement learning (RL) provides a promising approach to avoid costly online interaction with the real environment. However, the performance of offline RL highly depends on the quality of the datasets, which may cause…

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…

We consider a team of reinforcement learning agents that concurrently learn to operate in a common environment. We identify three properties - adaptivity, commitment, and diversity - which are necessary for efficient coordinated exploration…

We consider a team of reinforcement learning agents that concurrently operate in a common environment, and we develop an approach to efficient coordinated exploration that is suitable for problems of practical scale. Our approach builds on…

Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied and applied, typically when at each time period feedback is…

Designing biological sequences with desired properties is challenging due to vast search spaces and limited evaluation budgets. Although reinforcement learning methods use proxy models for rapid reward evaluation, insufficient training data…

Machine learning is now ubiquitous in societal decision-making, for example in evaluating job candidates or loan applications, and it is increasingly important to take into account how classified agents will react to the learning…

In active learning, the user sequentially chooses values for feature $X$ and an oracle returns the corresponding label $Y$. In this paper, we consider the effect of feature noise in active learning, which could arise either because $X$…

We investigate reinforcement learning (RL) in the presence of distributional mismatch between training and deployment, where policies trained in simulators often underperform in practice due to mismatches between training and deployment…

Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…