While deep reinforcement learning has successfully solved many challenging control tasks, its real-world applicability has been limited by the inability to ensure the safety of learned policies. We propose an approach to verifiable reinforcement learning by training decision tree policies, which can represent complex p…
Paper proposes MCTSPO for better reinforcement learning policy optimization.
problem Local optima and saddle points in gradient-based methods and poor initialization in gradient-free methods.
method Monte-Carlo tree search combined with gradient-free optimization.
result Improved performance on reinforcement learning tasks with deceptive or sparse reward functions.
Monte Carlo Tree Search (MCTS) algorithms perform simulation-based search to improve policies online. During search, the simulation policy is adapted to explore the most promising lines of play. MCTS has been used by state-of-the-art programs for many problems, however a disadvantage to MCTS is that it estimates the va…
We propose a hybrid algorithmic strategy for complex stochastic optimization problems, which combines the use of scenario trees from multistage stochastic programming with machine learning techniques for learning a policy in the form of a statistical model, in the context of constrained vector-valued decisions. Such a …
New method learns better branching policies for MILP problems.
problem Improving branch and bound search for solving MILP problems.
method Imitates strong branching rule with parameterized state of B&B search tree.
result Generalized policies outperform current state-of-the-art.
Paper shows MCTS approximates policy optimization, proposing an improved variant.
problem Improving AI performance through better MCTS algorithms.
method Shows MCTS approximates policy optimization problem, proposes a new algorithm.
result Proposed algorithm reliably outperforms original AlphaZero in multiple domains.
This paper improves self-play learning in games by manipulating experience distributions.
problem Improving self-play learning in games through better experience sampling.
method Three approaches: weighted sampling, Prioritized Experience Replay, and diversifying trajectories.
result Major improvements in early training performance in some games, minor improvements overall.
This paper proposes an online tree-based Bayesian approach for reinforcement learning. For inference, we employ a generalised context tree model. This defines a distribution on multivariate Gaussian piecewise-linear models, which can be updated in closed form. The tree structure itself is constructed using the cover tr…
Method learns optimal treatment policies from observational data.
problem Learning interpretable treatment assignment policies from observational data.
method Mixed-integer optimization (MIO) technology.
result Asymptotically exact in converging to optimal treatment policies.
The paper studies how neural policies can be interpreted using decision trees.
problem Understanding how machine learning controllers make decisions in complex environments.
method The approach involves disentangled representation using decision trees to interpret neural policies.
result The paper shows that disentanglement of learned neural dynamics improves interpretability.
Decision trees are ubiquitous in machine learning for their ease of use and interpretability. Yet, these models are not typically employed in reinforcement learning as they cannot be updated online via stochastic gradient descent. We overcome this limitation by allowing for a gradient update over the entire tree that i…
Finite-horizon lookahead policies are abundantly used in Reinforcement Learning and demonstrate impressive empirical success. Usually, the lookahead policies are implemented with specific planning methods such as Monte Carlo Tree Search (e.g. in AlphaZero). Referring to the planning problem as tree search, a reasonable…
Transformer learns to search through reinforcement learning, mimicking DFS.
problem Understanding how transformers learn search capabilities in RL.
method Two-head transformer, depth-wise curriculum, discounted returns.
result Transformer policy generalizes depth and prioritizes high-probability branches.
AF improves classification models by adaptively weighting trees.
problem Improving classification model performance.
method AF combines OP2T for input-dependent weights and MIO for dynamic refinement.
result AF consistently outperforms RF, XGBoost, and other weighted RF.
PS framework selects best policy from library for CSO problems.
problem Policy selection in CSO with heterogeneous performance across covariate space.
method PS framework constructs library of candidate policies and learns a meta-policy to select the best one.
result PS consistently outperforms best single policy in heterogeneous CSO problems.
Deep imagination optimizes decision-making in large trees with limited resources.
problem Optimal planning in large decision trees with limited resources and time.
method Analytical solutions and numerical analysis of sampling capacity allocation.
result Optimal policy is to allocate few samples per level for deep exploration, favoring depth over breadth.
Boosting for off-policy learning reduces empirical risk.
problem Learning from logged bandit feedback without labeled data.
method A boosting algorithm optimizing policy's expected reward.
result Excess empirical risk decreases with each round of boosting.
In many settings, a decision-maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertisements, or emails to send to consumers, as well as the problem of determining which medication to prescribe to a patient. Whil…
Monte-Carlo Tree Search (MCTS) methods are drawing great interest after yielding breakthrough results in computer Go. This paper proposes a Bayesian approach to MCTS that is inspired by distributionfree approaches such as UCT [13], yet significantly differs in important respects. The Bayesian framework allows potential…
Reinforcement learning (RL) has recently been introduced to interactive recommender systems (IRS) because of its nature of learning from dynamic interactions and planning for long-run performance. As IRS is always with thousands of items to recommend (i.e., thousands of actions), most existing RL-based methods, however…
Estimates sample size for subgroup analysis in randomized experiments.
problem Determining sample size for accurate subgroup analysis.
method Turns inference problem into simultaneous inference, calculates sample size based on confidence level and margin of error.
result Allows inversion of sample size to feasible number of treatment arms or partition complexity.
Paper uses CMAB to improve NAS efficiency and accuracy.
problem Improving efficiency and accuracy of NAS for DNNs.
method Formulated NAS as CMAB, used Nested Monte-Carlo Search.
result Discovered cell structure achieves comparable accuracy to state-of-the-art, 20x faster.
Bayesian CART models improve insurance claims frequency prediction and interpretation.
problem Improving accuracy and interpretability in insurance pricing models.
method Introducing Bayesian CART models for claims frequency, implementing MCMC algorithm for posterior tree exploration, and using DIC for model selection.
result Bayesian CART models can better classify policy-holders into risk groups.
We explore the problem of learning to decompose spatial tasks into segments, as exemplified by the problem of a painting robot covering a large object. Inspired by the ability of classical decision tree algorithms to construct structured partitions of their input spaces, we formulate the problem of decomposing objects …
A RL approach finds Nash equilibrium for turn-based zero-sum games.
problem Finding Nash equilibrium in two-player turn-based zero-sum games.
method EIS method combining exploration, policy improvement, and supervised learning.
result EIS method finds an ε-approximate value function of Nash equilibrium in O(ε^(-(d+4))) steps.
Off-policy reinforcement learning with eligibility traces is challenging because of the discrepancy between target policy and behavior policy. One common approach is to measure the difference between two policies in a probabilistic way, such as importance sampling and tree-backup. However, existing off-policy learning …
The paper sets bounds on how much regret is unavoidable in adaptive LQR with unknown B-matrix.
problem Understanding the limits of adaptive LQR with unknown B-matrix.
method Local asymptotic minimax regret lower bounds using van Trees' inequality and Bellman error representation.
result Logarithmic regret is impossible if the parametrization induces an uninformative optimal policy.
We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance relative to the Bayes optimal policy, with a lower computational complexity. Th…
The paper analyzes off-policy TD-learning using generalized Bellman operators and provides finite-sample bounds.
problem High variance in off-policy TD-learning due to importance sampling.
method Derives finite-sample bounds for off-policy TD-like algorithms using generalized Bellman operators.
result First-known finite-sample guarantees for several off-policy TD algorithms.
BFTS uses Bayesian Additive Regression Trees for improved personalized mobile health interventions.
problem Adapting to complex, non-linear user behaviors in personalized mobile health interventions.
method Bayesian Forest Thompson Sampling (BFTS) integrates Bayesian Additive Regression Trees (BART) into the exploration loop of contextual bandits.
result BFTS achieves state-of-the-art regret on tabular benchmarks and improves engagement rates by over 30% in a behavioral intervention study.
CAPITAL algorithm identifies optimal patient subgroups for better treatment.
problem Identify maximum number of patients benefiting from better treatment.
method Constrained Policy Tree Search (CAPITAL) algorithm to find optimal subgroup selection rule (SSR).
result Maximizes the number of patients with enhanced treatment effects.
This paper uses NLDT to find interpretable control rules from complex DRL policies.
problem Complex, non-interpretable policies from black-box AI methods.
method Evolutionary optimization of NLDT for hierarchical control rules.
result Interpretable control rules with similar performance to black-box DRL.
InfoTree improves reinforcement learning by optimizing tool use with a greedy submodular approach.
problem Maximizing information from tool use in reinforcement learning with limited resources.
method Formalizes Rollout Informativeness, recasts state selection as submodular maximization, and uses UUCB and ABA.
result InfoTree outperforms existing methods across various benchmarks, improving performance by 18.2% on average.
Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy policies and their use in vanilla Policy Iteration algorithms were proposed and analy…
This paper explains CART random forests using stochastic control theory.
problem Understanding the inner workings of CART random forests.
method Developed a stochastic-control perspective on CART random forests, interpreting feature subsampling as a random feasible action set and the split rule as a policy.
result Established that the CART policy is locally stabilizing but globally suboptimal for the forest objective.
Improves RL planning by proposing sub-goals hierarchically.
problem Sequential planning assumption in RL.
method Divide-and-Conquer Monte Carlo Tree Search (DC-MCTS).
result Improves navigation and control tasks.
New split rules improve subpopulation targeting in policy-making.
problem Improving binary classification for subpopulation targeting in policy-making.
method MDFS, PFS, wEFS for maximizing distance and penalizing final splits.
result Proposed methods target more vulnerable subpopulations than classic CART/KD-CART.
Recently, a novel class of Approximate Policy Iteration (API) algorithms have demonstrated impressive practical performance (e.g., ExIt from [2], AlphaGo-Zero from [27]). This new family of algorithms maintains, and alternately optimizes, two policies: a fast, reactive policy (e.g., a deep neural network) deployed at t…
The paper introduces staged event trees for transparent treatment effect estimation.
problem Estimating treatment effects from observational data.
method Staged event trees framework for causal inference.
result Enhanced treatment effect estimation with improved interpretability.
Proposes a taxonomy for economic policies.
problem Lack of a standardized list of economic policies.
method Develops a tree taxonomy to categorize economic policies.
result Constructs an exhaustive list of economic policies.
New method optimizes experiments under constraints.
problem Adapting BED to dynamic constraints in real-world tasks.
method Offline pre-training of an amortized policy and posterior network with online multi-step lookahead planning.
result Significantly more informative design sequences than existing methods.
Monte Carlo Tree Search improves financial derivative hedging efficiency.
problem Optimizing pricing and hedging of derivative contracts in incomplete markets.
method Integrates tree search techniques with Reinforcement Learning for optimal control problems.
result Monte Carlo Tree Search outperforms Q-learning in sample efficiency and learning speed. Policy Prediction Network improves continuous control problems with model-free and model-based learning.
problem Improving sample complexity and performance in continuous control problems.
method Integrates model-free and model-based reinforcement learning, introduces implicit model-based learning for continuous action space.
result First to introduce implicit model-based learning to Policy Gradient algorithms for continuous action space.
The study optimizes free trial lengths to boost subscriptions and consumer loyalty.
problem Optimizing free trial lengths to maximize customer acquisition and retention.
method A large-scale field experiment with personalized policy design and evaluation.
result Personalized free trial policies outperform uniform trial lengths.
In recent years, state-of-the-art game-playing agents often involve policies that are trained in self-playing processes where Monte Carlo tree search (MCTS) algorithms and trained policies iteratively improve each other. The strongest results have been obtained when policies are trained to mimic the search behaviour of…
This paper provides a link between causal inference and machine learning techniques - specifically, Classification and Regression Trees (CART) - in observational studies where the receipt of the treatment is not randomized, but the assignment to the treatment can be assumed to be randomized (irregular assignment mechan…
Proposes a generalized causal tree for handling multiple treatments in uplift modeling.
problem Handling multiple treatments in uplift modeling.
method Generalizes causal tree algorithm to handle multiple discrete and continuous-valued treatments.
result Demonstrates improved performance over existing methods in experiments and real data examples.
The paper challenges the use of decision trees for pointwise inference due to slow convergence rates.
problem The slow convergence rates of decision trees in uniform norm, especially with non-vanishing probability.
method Demonstrates the limitations of adaptive recursive partitioning and shows how random forests can improve performance.
result Decision trees can fail to achieve polynomial rates of convergence in uniform norm, even with pruning.