Markov Models
Modeling Dynamic Missingness of Implicit Feedback for Recommendation
Menghan Wang, Mingming Gong, Xiaolin Zheng, Kun Zhang
Collaborative filtering methods based on implicit feedback (e.g., purchase records and browsing history) are widely used in recommender systems. Compared to explicit feedback (e.g., 1-5 star ratings), implicit feedback is more abundant and accessible in real-world applications. However, the missing data of implicit feedback also brings two challenges.
Provable Offline Reinforcement Learning for Structured Cyclic MDPs
Lee, Kyungbok, Sarteau, Angelica Cristello, Kosorok, Michael R.
We introduce a novel cyclic Markov decision process (MDP) framework for multi-step decision problems with heterogeneous stage-specific dynamics, transitions, and discount factors across the cycle. In this setting, offline learning is challenging: optimizing a policy at any stage shifts the state distributions of subsequent stages, propagating mismatch across the cycle. To address this, we propose a modular structural framework that decomposes the cyclic process into stage-wise sub-problems. While generally applicable, we instantiate this principle as CycleFQI, an extension of fitted Q-iteration enabling theoretical analysis and interpretation. It uses a vector of stage-specific Q-functions, tailored to each stage, to capture within-stage sequences and transitions between stages. This modular design enables partial control, allowing some stages to be optimized while others follow predefined policies. We establish finite-sample suboptimality error bounds and derive global convergence rates under Besov regularity, demonstrating that CycleFQI mitigates the curse of dimensionality compared to monolithic baselines. Additionally, we propose a sieve-based method for asymptotic inference of optimal policy values under a margin condition. Experiments on simulated and real-world Type 1 Diabetes data sets demonstrate CycleFQI's effectiveness.