Reinforcement Learning
medDreamer: Model-Based Reinforcement Learning with Latent Imagination on Complex EHRs for Clinical Decision Support
Xu, Qianyi, Habib, Gousia, Wu, Feng, Perera, Dilruk, Feng, Mengling
Timely and personalized treatment decisions are essential across a wide range of healthcare settings where patient responses can vary significantly and evolve over time. Clinical data used to support these treatment decisions are often irregularly sampled, where missing data frequencies may implicitly convey information about the patient's condition. Existing Reinforcement Learning (RL) based clinical decision support systems often ignore the missing patterns and distort them with coarse discretization and simple imputation. They are also predominantly model-free and largely depend on retrospective data, which could lead to insufficient exploration and bias by historical behaviors. To address these limitations, we propose medDreamer, a novel model-based reinforcement learning framework for personalized treatment recommendation. medDreamer contains a world model with an Adaptive Feature Integration module that simulates latent patient states from irregular data and a two-phase policy trained on a hybrid of real and imagined trajectories. This enables learning optimal policies that go beyond the sub-optimality of historical clinical decisions, while remaining close to real clinical data. We evaluate medDreamer on both sepsis and mechanical ventilation treatment tasks using two large-scale Electronic Health Records (EHRs) datasets. Comprehensive evaluations show that medDreamer significantly outperforms model-free and model-based baselines in both clinical outcomes and off-policy metrics.
Efficient Policy Optimization in Robust Constrained MDPs with Iteration Complexity Guarantees
Ganguly, Sourav, Ghosh, Arnob, Panaganti, Kishan, Wierman, Adam
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the cumulative reward while satisfying a constraint, even when there is a mismatch between the real model and an accessible simulator/nominal model. In particular, we consider the robust constrained Markov decision problem (RCMDP) where an agent needs to maximize the reward and satisfy the constraint against the worst possible stochastic model under the uncertainty set centered around an unknown nominal model. Primal-dual methods, effective for standard constrained MDP (CMDP), are not applicable here because of the lack of the strong duality property. Further, one cannot apply the standard robust value-iteration based approach on the composite value function either as the worst case models may be different for the reward value function and the constraint value function. We propose a novel technique that effectively minimizes the constraint value function--to satisfy the constraints; on the other hand, when all the constraints are satisfied, it can simply maximize the robust reward value function. We prove that such an algorithm finds a policy with at most $ฮต$ sub-optimality and feasible policy after $O(ฮต^{-2})$ iterations. In contrast to the state-of-the-art method, we do not need to employ a binary search, thus, we reduce the computation time by at least 4x for smaller value of discount factor ($ฮณ$) and by at least 6x for larger value of $ฮณ$.
Cohort-Based Active Modality Acquisition
Rheude, Tillmann, Eils, Roland, Wild, Benjamin
Real-world machine learning applications often involve data from multiple modalities that must be integrated effectively to make robust predictions. However, in many practical settings, not all modalities are available for every sample, and acquiring additional modalities can be costly. This raises the question: which samples should be prioritized for additional modality acquisition when resources are limited? While prior work has explored individual-level acquisition strategies and training-time active learning paradigms, test-time and cohort-based acquisition remain underexplored. We introduce Cohort-based Active Modality Acquisition (CAMA), a novel test-time setting to formalize the challenge of selecting which samples should receive additional modalities. We derive acquisition strategies that leverage a combination of generative imputation and discriminative modeling to estimate the expected benefit of acquiring missing modalities based on common evaluation metrics. We also introduce upper-bound heuristics that provide performance ceilings to benchmark acquisition strategies. Experiments on multimodal datasets with up to 15 modalities demonstrate that our proposed imputation-based strategies can more effectively guide the acquisition of additional modalities for selected samples compared with methods relying solely on unimodal information, entropy-based guidance, or random selection. We showcase the real-world relevance and scalability of our method by demonstrating its ability to effectively guide the costly acquisition of proteomics data for disease prediction in a large prospective cohort, the UK Biobank (UKBB). Our work provides an effective approach for optimizing modality acquisition at the cohort level, enabling more effective use of resources in constrained settings.
Outcome-Aware Spectral Feature Learning for Instrumental Variable Regression
Meunier, Dimitri, Wornbard, Jakub, Kostic, Vladimir R., Moulin, Antoine, Frรถhlich, Alek, Lounici, Karim, Pontil, Massimiliano, Gretton, Arthur
We address the problem of causal effect estimation in the presence of hidden confounders using nonparametric instrumental variable (IV) regression. An established approach is to use estimators based on learned spectral features, that is, features spanning the top singular subspaces of the operator linking treatments to instruments. While powerful, such features are agnostic to the outcome variable. Consequently, the method can fail when the true causal function is poorly represented by these dominant singular functions. To mitigate, we introduce Augmented Spectral Feature Learning, a framework that makes the feature learning process outcome-aware. Our method learns features by minimizing a novel contrastive loss derived from an augmented operator that incorporates information from the outcome. By learning these task-specific features, our approach remains effective even under spectral misalignment. We provide a theoretical analysis of this framework and validate our approach on challenging benchmarks.
List Replicable Reinforcement Learning
Zhang, Bohan, Chen, Michael, Pavan, A., Vinodchandran, N. V., Yang, Lin F., Wang, Ruosong
Replicability is a fundamental challenge in reinforcement learning (RL), as RL algorithms are empirically observed to be unstable and sensitive to variations in training conditions. To formally address this issue, we study \emph{list replicability} in the Probably Approximately Correct (PAC) RL framework, where an algorithm must return a near-optimal policy that lies in a \emph{small list} of policies across different runs, with high probability. The size of this list defines the \emph{list complexity}. We introduce both weak and strong forms of list replicability: the weak form ensures that the final learned policy belongs to a small list, while the strong form further requires that the entire sequence of executed policies remains constrained. These objectives are challenging, as existing RL algorithms exhibit exponential list complexity due to their instability. Our main theoretical contribution is a provably efficient tabular RL algorithm that guarantees list replicability by ensuring the list complexity remains polynomial in the number of states, actions, and the horizon length. We further extend our techniques to achieve strong list replicability, bounding the number of possible policy execution traces polynomially with high probability. Our theoretical result is made possible by key innovations including (i) a novel planning strategy that selects actions based on lexicographic order among near-optimal choices within a randomly chosen tolerance threshold, and (ii) a mechanism for testing state reachability in stochastic environments while preserving replicability. Finally, we demonstrate that our theoretical investigation sheds light on resolving the \emph{instability} issue of RL algorithms used in practice. In particular, we show that empirically, our new planning strategy can be incorporated into practical RL frameworks to enhance their stability.
DQ4FairIM: Fairness-aware Influence Maximization using Deep Reinforcement Learning
Saxena, Akrati, Yadav, Harshith Kumar, Rutten, Bart, Jha, Shashi Shekhar
The Influence Maximization (IM) problem aims to select a set of seed nodes within a given budget to maximize the spread of influence in a social network. However, real-world social networks have several structural inequalities, such as dominant majority groups and underrepresented minority groups. If these inequalities are not considered while designing IM algorithms, the outcomes might be biased, disproportionately benefiting majority groups while marginalizing minorities. In this work, we address this gap by designing a fairness-aware IM method using Reinforcement Learning (RL) that ensures equitable influence outreach across all communities, regardless of protected attributes. Fairness is incorporated using a maximin fairness objective, which prioritizes improving the outreach of the least-influenced group, pushing the solution toward an equitable influence distribution. We propose a novel fairness-aware deep RL method, called DQ4FairIM, that maximizes the expected number of influenced nodes by learning an RL policy. The learnt policy ensures that minority groups formulate the IM problem as a Markov Decision Process (MDP) and use deep Q-learning, combined with the Structure2Vec network embedding, earning together with Structure2Vec network embedding to solve the MDP. We perform extensive experiments on synthetic benchmarks and real-world networks to compare our method with fairness-agnostic and fairness-aware baselines. The results show that our method achieves a higher level of fairness while maintaining a better fairness-performance trade-off than baselines. Additionally, our approach learns effective seeding policies that generalize across problem instances without retraining, such as varying the network size or the number of seed nodes.
Algorithmic Guarantees for Distilling Supervised and Offline RL Datasets
Gupta, Aaryan, Saket, Rishi, Raghuveer, Aravindan
Given a training dataset, the goal of dataset distillation is to derive a synthetic dataset such that models trained on the latter perform as well as those trained on the training dataset. In this work, we develop and analyze an efficient dataset distillation algorithm for supervised learning, specifically regression in $\mathbb{R}^d$, based on matching the losses on the training and synthetic datasets with respect to a fixed set of randomly sampled regressors without any model training. Our first key contribution is a novel performance guarantee proving that our algorithm needs only $\tilde{O}(d^2)$ sampled regressors to derive a synthetic dataset on which the MSE loss of any bounded linear model is nearly the same as its MSE loss on the given training data. In particular, the model optimized on the synthetic data has close to minimum loss on the training data, thus performing nearly as well as the model optimized on the latter. Complementing this, we also prove a matching lower bound of $ฮฉ(d^2)$ for the number of sampled regressors showing the tightness of our analysis. Our second contribution is to extend our algorithm to offline RL dataset distillation by matching the Bellman loss, unlike previous works which used a behavioral cloning objective. This is the first such method which leverages both, the rewards and the next state information, available in offline RL datasets, without any policy model optimization. Our algorithm generates a synthetic dataset whose Bellman loss with respect to any linear action-value predictor is close to the latter's Bellman loss on the offline RL training dataset. Therefore, a policy associated with an action-value predictor optimized on the synthetic dataset performs nearly as well as that derived from the one optimized on the training data. We conduct experiments to validate our theoretical guarantees and observe performance gains.
An Empirical Study on the Effectiveness of Incorporating Offline RL As Online RL Subroutines
Su, Jianhai, Luo, Jinzhu, Zhang, Qi
We take the novel perspective of incorporating offline RL algorithms as subroutines of tabula rasa online RL. This is feasible because an online learning agent can repurpose its historical interactions as offline dataset. We formalize this idea into a framework that accommodates several variants of offline RL incorporation such as final policy recommendation and online fine-tuning. We further introduce convenient techniques to improve its effectiveness in enhancing online learning efficiency. Our extensive and systematic empirical analyses show that 1) the effectiveness of the proposed framework depends strongly on the nature of the task, 2) our proposed techniques greatly enhance its effectiveness, and 3) existing online fine-tuning methods are overall ineffective, calling for more research therein.
Sample-Efficient Tabular Self-Play for Offline Robust Reinforcement Learning
Li, Na, Zheng, Zewu, Ni, Wei, Shan, Hangguan, Zhang, Wenjie, Li, Xinyu
Multi-agent reinforcement learning (MARL), as a thriving field, explores how multiple agents independently make decisions in a shared dynamic environment. Due to environmental uncertainties, policies in MARL must remain robust to tackle the sim-to-real gap. We focus on robust two-player zero-sum Markov games (TZMGs) in offline settings, specifically on tabular robust TZMGs (RTZMGs). We propose a model-based algorithm (\textit{RTZ-VI-LCB}) for offline RTZMGs, which is optimistic robust value iteration combined with a data-driven Bernstein-style penalty term for robust value estimation. By accounting for distribution shifts in the historical dataset, the proposed algorithm establishes near-optimal sample complexity guarantees under partial coverage and environmental uncertainty. An information-theoretic lower bound is developed to confirm the tightness of our algorithm's sample complexity, which is optimal regarding both state and action spaces. To the best of our knowledge, RTZ-VI-LCB is the first to attain this optimality, sets a new benchmark for offline RTZMGs, and is validated experimentally.
Provable Memory Efficient Self-Play Algorithm for Model-free Reinforcement Learning
Li, Na, Jiao, Yuchen, Shan, Hangguan, Yan, Shefeng
The thriving field of multi-agent reinforcement learning (MARL) studies how a group of interacting agents make decisions autonomously in a shared dynamic environment. Existing theoretical studies in this area suffer from at least two of the following obstacles: memory inefficiency, the heavy dependence of sample complexity on the long horizon and the large state space, the high computational complexity, non-Markov policy, non-Nash policy, and high burn-in cost. In this work, we take a step towards settling this problem by designing a model-free self-play algorithm \emph{Memory-Efficient Nash Q-Learning (ME-Nash-QL)} for two-player zero-sum Markov games, which is a specific setting of MARL. ME-Nash-QL is proven to enjoy the following merits. First, it can output an $\varepsilon$-approximate Nash policy with space complexity $O(SABH)$ and sample complexity $\widetilde{O}(H^4SAB/\varepsilon^2)$, where $S$ is the number of states, $\{A, B\}$ is the number of actions for two players, and $H$ is the horizon length. It outperforms existing algorithms in terms of space complexity for tabular cases, and in terms of sample complexity for long horizons, i.e., when $\min\{A, B\}\ll H^2$. Second, ME-Nash-QL achieves the lowest computational complexity $O(T\mathrm{poly}(AB))$ while preserving Markov policies, where $T$ is the number of samples. Third, ME-Nash-QL also achieves the best burn-in cost $O(SAB\,\mathrm{poly}(H))$, whereas previous algorithms have a burn-in cost of at least $O(S^3 AB\,\mathrm{poly}(H))$ to attain the same level of sample complexity with ours.