In this paper, we study a transfer reinforcement learning problem where the state transitions and rewards are affected by the environmental context. Specifically, we consider a demonstrator agent that has access to a context-aware policy and can generate transition and reward data based on that policy. These data constitute the experience of the demonstrator. Then, the goal is to transfer this experience, excluding the underlying contextual information, to a learner agent that does not have access to the environmental context, so that they can learn a control policy using fewer samples. It is well known that, disregarding the causal effect of the contextual information, can introduce bias in the transition and reward models estimated by the learner, resulting in a learned suboptimal policy. To address this challenge, in this paper, we develop a method to obtain causal bounds on the transition and reward functions using the demonstrator's data, which we then use to obtain causal bounds on the value functions. Using these value function bounds, we propose new Q learning and UCB-Q learning algorithms that converge to the true value function without bias. We provide numerical experiments for robot motion planning problems that validate the proposed value function bounds and demonstrate that the proposed algorithms can effectively make use of the data from the demonstrator to accelerate the learning process of the learner.
Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by unobserved variables making OPE even more difficult. We study an OPE problem in an infinite-horizon, ergodic Markov decision process with unobserved confounders, where states and actions can act as proxies for the unobserved confounders. We show how, given only a latent variable model for states and actions, policy value can be identified from off-policy data. Our …
Existing imitation learning approaches often require that the complete demonstration data, including sequences of actions and states, are available. In this paper, we consider a more realistic and difficult scenario where a reinforcement learning agent only has access to the state sequences of an expert, while the expert actions are unobserved. We propose a novel tensor-based model to infer the unobserved actions of the expert state sequences. The policy of the agent is then optimized via a hybrid objective combining reinforcement learning and imitation learning. We evaluated our hybrid approa…
In this paper, we consider a transfer Reinforcement Learning (RL) problem in continuous state and action spaces, under unobserved contextual information. For example, the context can represent the mental view of the world that an expert agent has formed through past interactions with this world. We assume that this context is not accessible to a learner agent who can only observe the expert data. Then, our goal is to use the context-aware expert data to learn an optimal context-unaware policy for the learner using only a few new data samples. Such problems are typically solved using imitation …
University of Torontoland（多伦多兰大学）；University of Edenborrow（伊登伯勒大学）
Off-policy evaluation of sequential decision policies from observational data is necessary in applications of batch reinforcement learning such as education and healthcare. In such settings, however, unobserved variables confound observed actions, rendering exact evaluation of new policies impossible, i.e., unidentifiable. We develop a robust approach that estimates sharp bounds on the (unidentifiable) value of a given policy in an infinite-horizon problem given data from another policy with unobserved confounding, subject to a sensitivity model. We consider stationary or baseline unobserved c…
We consider the recently proposed reinforcement learning (RL) framework of Contextual Markov Decision Processes (CMDP), where the agent interacts with a (potentially adversarial) sequence of episodic tabular MDPs. In addition, a context vector determining the MDP parameters is available to the agent at the start of each episode, thereby allowing it to learn a context-dependent near-optimal policy. In this paper, we propose a no-regret online RL algorithm in the setting where the MDP parameters are obtained from the context using generalized linear mappings (GLMs). We propose and analyze optimi…
We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some variables that confound actions are not observed, and (ii) missing observations exist in the collected data. Unobserved confounders lead to a confounding bias and missing observations cause bias and inefficiency problems. To overcome these challenges and learn the optimal policy from the observed dataset, we present a new algorithm called Causal-Adjusted Pessimistic (CAP) policy learning, which forms the reward functi…
Generalization and adaptation of learned skills to novel situations is a core requirement for intelligent autonomous robots. Although contextual reinforcement learning provides a principled framework for learning and generalization of behaviors across related tasks, it generally relies on uninformed sampling of environments from an unknown, uncontrolled context distribution, thus missing the benefits of structured, sequential learning. We introduce a novel relative entropy reinforcement learning algorithm that gives the agent the freedom to control the intermediate task distribution, allowing …
Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of imperfectly observed contexts. For this setting, existing approaches are inapplicable and new conceptual and technical frameworks are required. We present an implementable posterior sampling algorithm for bandits with imperfect context observations and study its performance for learning optimal decisions. The provided numerical results relate the performance of the al…
We tackle tag-based query refinement as a mobile-friendly alternative to standard facet search. We approach the inference challenge with reinforcement learning, and propose a deep contextual bandit that can be efficiently scaled in a multi-tenant SaaS scenario.
Free University of Bozen-Bolzano（博尔扎诺自由大学）；University of Milano-Bicocca（米兰比可卡大学）
Post-harvest diseases of apple are one of the major issues in the economical sector of apple production, causing severe economical losses to producers. Thus, we developed DSSApple, a picture-based decision support system able to help users in the diagnosis of apple diseases. Specifically, this paper addresses the problem of sequentially optimizing for the best diagnosis, leveraging past interactions with the system and their contextual information (i.e. the evidence provided by the users). The problem of learning an online model while optimizing for its outcome is commonly addressed in the lit…
Artificial Intelligence Research Center DII（DII人工智能研究中心）
Reinforcement Learning (RL) techniques have drawn great attention in many challenging tasks, but their performance deteriorates dramatically when applied to real-world problems. Various methods, such as domain randomization, have been proposed to deal with such situations by training agents under different environmental setups, and therefore they can be generalized to different environments during deployment. However, they usually do not incorporate the underlying environmental factor information that the agents interact with properly and thus can be overly conservative when facing changes in …
According to a mainstream position in contemporary cognitive science and philosophy, the use of abstract compositional concepts is both a necessary and a sufficient condition for the presence of genuine thought. In this article, we show how the ability to develop and utilise abstract conceptual structures can be achieved by a particular kind of learning agents. More specifically, we provide and motivate a concrete operational definition of what it means for these agents to be in possession of abstract concepts, before presenting an explicit example of a minimal architecture that supports this …
University of Michigan（密歇根大学）；University of Massachusetts, Amherst（马萨诸塞大学阿默斯特分校）；Microsoft Research（微软研究院）
This paper studies systematic exploration for reinforcement learning with rich observations and function approximation. We introduce a new model called contextual decision processes, that unifies and generalizes most prior settings. Our first contribution is a complexity measure, the Bellman rank, that we show enables tractable learning of near-optimal behavior in these processes and is naturally small for many well-studied reinforcement learning settings. Our second contribution is a new reinforcement learning algorithm that engages in systematic exploration to learn contextual decision proce…
Low-Rank Contextual Reinforcement Learning from Heterogeneous Human Feedback
Department of Statistics and Operations Research, University of North Carolina, Chapel Hill（统计与运筹学系，北卡罗来纳大学 Chapel Hill 分校）；Daniels School of Business, Purdue University（商务学院，普渡大学）；Department of Statistics and Operations Research, Department of Genetics, Department of Biostatistics, The University of North Carolina at Chapel Hill（统计与运筹学系，遗传学系，生物统计学系，北卡罗来纳大学 Chapel Hill 分校）
Learning Personalized Ad Impact via Contextual Reinforcement Learning under Delayed Rewards
Department of Statistics University of Chicago（芝加哥大学统计学系）；Mendoza College of Business University of Notre Dame（诺特丹大学梅多扎商学院）；Department of Computer Science and Data Science University of Chicago（芝加哥大学计算机科学与数据科学系）
Technical University of Munich（慕尼黑工业大学）；University of Vienna（维也纳大学）
We propose to use reinforcement learning to inform transformer-based contextualized link prediction models by providing paths that are most useful for predicting the correct answer. This is in contrast to previous approaches, that either used reinforcement learning (RL) to directly search for the answer, or based their prediction on limited or randomly selected context. Our experiments on WN18RR and FB15k-237 show that contextualized link prediction models consistently outperform RL-based answer search, and that additional improvements (of up to 13.5% MRR) can be gained by combining RL with a …
Rapid advancements in the E-commerce sector over the last few decades have led to an imminent need for personalised, efficient and dynamic recommendation systems. To sufficiently cater to this need, we propose a novel method for generating top-k recommendations by creating an ensemble of clustering with reinforcement learning. We have incorporated DB Scan clustering to tackle vast item space, hence in-creasing the efficiency multi-fold. Moreover, by using deep contextual reinforcement learning, our proposed work leverages the user features to its full potential. With partial updates and batch …
In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While positive results are known for certain special cases, there is no general theory characterizing when and how instance-dependent regret bounds for contextual bandits can be achieved for rich, general classes of policies. We introduce a family of complexity measures that are both sufficient and necessary to obtain instance-dependent regret bounds. We then introduce n…
We consider the task of Inverse Reinforcement Learning in Contextual Markov Decision Processes (MDPs). In this setting, contexts, which define the reward and transition kernel, are sampled from a distribution. In addition, although the reward is a function of the context, it is not provided to the agent. Instead, the agent observes demonstrations from an optimal policy. The goal is to learn the reward mapping, such that the agent will act optimally even when encountering previously unseen contexts, also known as zero-shot transfer. We formulate this problem as a non-differential convex optimiz…
Customer support via chat requires agents to resolve customer queries with minimum wait time and maximum customer satisfaction. Given that the agents as well as the customers can have varying levels of literacy, the overall quality of responses provided by the agents tend to be poor if they are not predefined. But using only static responses can lead to customer detraction as the customers tend to feel that they are no longer interacting with a human. Hence, it is vital to have variations of the static responses to reduce monotonicity of the responses. However, maintaining a list of such varia…
University of Michigan, Ann Arbor（密歇根大学安娜堡分校）；Microsoft Research（微软研究院）
Assemblies of modular subsystems are being pressed into service to perform sensing, reasoning, and decision making in high-stakes, time-critical tasks in such areas as transportation, healthcare, and industrial automation. We address the opportunity to maximize the utility of an overall computing system by employing reinforcement learning to guide the configuration of the set of interacting modules that comprise the system. The challenge of doing system-wide optimization is a combinatorial problem. Local attempts to boost the performance of a specific module by modifying its configuration ofte…
In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist algorithms for the more general framework (MDP) which automatically provide the best performance bounds for the specific problem at hand without user intervention and without modifying the algorithm. In particular, it is found that a very minor variant of a recently proposed reinforcement learning algorithm for MDPs already matches the best possible regret boun…
Offline reinforcement learning learns an effective policy on offline datasets without online interaction, and it attracts persistent research attention due to its potential of practical application. However, extrapolation error generated by distribution shift will still lead to the overestimation for those actions that transit to out-of-distribution(OOD) states, which degrades the reliability and robustness of the offline policy. In this paper, we propose Contextual Conservative Q-Learning(C-CQL) to learn a robustly reliable policy through the contextual information captured via an inverse dyn…
University of Chinese Academy of Sciences（中国科学院大学）；Peking University（北京大学）；University College London（伦敦大学学院）；Chinese Academy of Sciences（中国科学院）；King’s College London（伦敦国王学院）
The pretrain-finetuning paradigm in large-scale sequence models has made significant progress in natural language processing and computer vision tasks. However, such a paradigm is still hindered by several challenges in Reinforcement Learning (RL), including the lack of self-supervised pretraining algorithms based on offline data and efficient fine-tuning/prompt-tuning over unseen downstream tasks. In this work, we explore how prompts can improve sequence modeling-based offline reinforcement learning (offline-RL) algorithms. Firstly, we propose prompt tuning for offline RL, where a context vec…
Facebook AI Research（Facebook人工智能研究院）；McGill University（麦吉尔大学）；UC Berkeley（加州大学伯克利分校）
In reinforcement learning (RL), when defining a Markov Decision Process (MDP), the environment dynamics is implicitly assumed to be stationary. This assumption of stationarity, while simplifying, can be unrealistic in many scenarios. In the continual reinforcement learning scenario, the sequence of tasks is another source of nonstationarity. In this work, we propose to examine this continual reinforcement learning setting through the block contextual MDP (BC-MDP) framework, which enables us to relax the assumption of stationarity. This framework challenges RL algorithms to handle both nonstati…
Columbia University（哥伦比亚大学）；Purdue University（普渡大学）
One of the common ways children learn is by mimicking adults. Imitation learning focuses on learning policies with suitable performance from demonstrations generated by an expert, with an unspecified performance measure, and unobserved reward signal. Popular methods for imitation learning start by either directly mimicking the behavior policy of an expert (behavior cloning) or by learning a reward function that prioritizes observed expert trajectories (inverse reinforcement learning). However, these methods rely on the assumption that covariates used by the expert to determine her/his actions …
In causal estimation problems, the parameter of interest is often only partially identified, implying that the parameter cannot be recovered exactly, even with infinite data. Here, we study Bayesian inference for partially identified treatment effects in multi-treatment causal inference problems with unobserved confounding. In principle, inferring the partially identified treatment effects is natural under the Bayesian paradigm, but the results can be highly sensitive to parameterization and prior specification, often in surprising ways. It is thus essential to understand which aspects of the …
In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates derived under the assumption of a perfect Markov decision process (MDP) model. Here we tackle this by considering off-policy evaluation in a partially observed MDP (POMDP). Specifically, we consider estimating the value of a given target policy in a POMDP given trajectories with only partial state observations generated by a different and unknown policy that may…
Contextual bandit and reinforcement learning algorithms have been successfully used in various interactive learning systems such as online advertising, recommender systems, and dynamic pricing. However, they have yet to be widely adopted in high-stakes application domains, such as healthcare. One reason may be that existing approaches assume that the underlying mechanisms are static in the sense that they do not change over different environments. In many real-world systems, however, the mechanisms are subject to shifts across environments which may invalidate the static environment assumption…
Contextual Rollout Bandits for Reinforcement Learning with Verifiable Rewards
School of Computer Science and Engineering, Beihang University（北京航空航天大学计算机科学与工程学院）；School of Artificial Intelligence, Beihang University（北京航空航天大学人工智能学院）；Huawei（华为）
IBM Research（IBM研究院）；IBM T.J. Watson Research Center（IBM T.J. 沃森研究中心）；Carnegie Mellon University（卡内基梅隆大学）；University of Padova（帕多瓦大学）
Autonomous cyber-physical agents and systems play an increasingly large role in our lives. To ensure that agents behave in ways aligned with the values of the societies in which they operate, we must develop techniques that allow these agents to not only maximize their reward in an environment, but also to learn and follow the implicit constraints of society. These constraints and norms can come from any number of sources including regulations, business process guidelines, laws, ethical principles, social norms, and moral values. We detail a novel approach that uses inverse reinforcement learn…
Leibniz University Hanover（莱布尼茨汉诺威大学）；University of Freiburg（弗赖堡大学）；Bosch Center for Artificial Intelligence（博世人工智能中心）
While Reinforcement Learning has made great strides towards solving ever more complicated tasks, many algorithms are still brittle to even slight changes in their environment. This is a limiting factor for real-world applications of RL. Although the research community continuously aims at improving both robustness and generalization of RL algorithms, unfortunately it still lacks an open-source set of well-defined benchmark problems based on a consistent theoretical framework, which allows comparing different approaches in a fair, reliable and reproducibleway. To fill this gap, we propose CARL,…
