相关论文: Offline-to-online hyperparameter transfer for stoc…

Online recommender systems often face long delays in receiving feedback, especially when optimizing for some long-term metrics. While mitigating the effects of delays in learning is well-understood in stationary environments, the problem…

We study the well-motivated problem of online distribution shift in which the data arrive in batches and the distribution of each batch can change arbitrarily over time. Since the shifts can be large or small, abrupt or gradual, the length…

Combinatorial online learning is a fundamental task for selecting the optimal action (or super arm) as a combination of base arms in sequential interactions with systems providing stochastic rewards. It is applicable to diverse domains such…

We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…

The performance of reinforcement learning (RL) agents is sensitive to the choice of hyperparameters. In real-world settings like robotics or industrial control systems, however, testing different hyperparameter configurations directly on…

We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…

The paper considers the problem of global optimization in the setup of stochastic process bandits. We introduce an UCB algorithm which builds a cascade of discretization trees based on generic chaining in order to render possible his…

It has been shown (Amuru et al. 2015) that online learning algorithms can be effectively used to select optimal physical layer parameters for jamming against digital modulation schemes without a priori knowledge of the victim's transmission…

We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…

Data streams in real-world industrial scenarios often contain transitional operating conditions that are uncovered during offline training, leading to significant distribution shifts. To bridge the gap between static offline models and…

Intelligent agents equipped with causal knowledge can optimize their action spaces to avoid unnecessary exploration. The structural causal bandit framework provides a graphical characterization for identifying actions that are unable to…

Bandit algorithms have recently emerged as a powerful tool for evaluating machine learning models, including generative image models and large language models, by efficiently identifying top-performing candidates without exhaustive…

Online advertising and product recommendation are important domains of applications for multi-armed bandit methods. In these fields, the reward that is immediately available is most often only a proxy for the actual outcome of interest,…

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

Multifidelity approximation is an important technique in scientific computation and simulation. In this paper, we introduce a bandit-learning approach for leveraging data of varying fidelities to achieve precise estimates of the parameters…

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

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…

In many fields such as digital marketing, healthcare, finance, and robotics, it is common to have a well-tested and reliable baseline policy running in production (e.g., a recommender system). Nonetheless, the baseline policy is often…