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Instance-Dependent Regret Bounds for Nonstochastic Linear Partial Monitoring

Neural Information Processing Systems

In contrast to the classic formulation of partial monitoring, linear partial monitoring can model infinite outcome spaces, while imposing a linear structure on both the losses and the observations. This setting can be viewed as a generalization of linear bandits where loss and feedback are decoupled in a flexible manner. In this work, we address a nonstochastic (adversarial), finite-actions version of the problem through a simple instance of the exploration-by-optimization method that is amenable to efficient implementation. We derive regret bounds that depend on the game structure in a more transparent manner than previous theoretical guarantees for this paradigm. Our bounds feature instance-specific quantities that reflect the degree of alignment between observations and losses, and resemble known guarantees in the stochastic setting. Notably, they achieve the standard T rate in easy (locally observable) games and T2/3 in hard (globally observable) games, where T is the time horizon. We instantiate these bounds in a selection of old and new partial information settings subsumed by this model, and illustrate that the achieved dependence on the game structure can be tight in interesting cases.









The Powers of Precision: Structure-Informed Detection in Complex Systems -- From Customer Churn to Seizure Onset

arXiv.org Machine Learning

Emergent phenomena -- onset of epileptic seizures, sudden customer churn, or pandemic outbreaks -- often arise from hidden causal interactions in complex systems. We propose a machine learning method for their early detection that addresses a core challenge: unveiling and harnessing a system's latent causal structure despite the data-generating process being unknown and partially observed. The method learns an optimal feature representation from a one-parameter family of estimators -- powers of the empirical covariance or precision matrix -- offering a principled way to tune in to the underlying structure driving the emergence of critical events. A supervised learning module then classifies the learned representation. We prove structural consistency of the family and demonstrate the empirical soundness of our approach on seizure detection and churn prediction, attaining competitive results in both. Beyond prediction, and toward explainability, we ascertain that the optimal covariance power exhibits evidence of good identifiability while capturing structural signatures, thus reconciling predictive performance with interpretable statistical structure.


Offline RL with Discrete Proxy Representations for Generalizability in POMDPs

Neural Information Processing Systems

Offline Reinforcement Learning (RL) has demonstrated promising results in various applications by learning policies from previously collected datasets, reducing the need for online exploration and interactions. However, real-world scenarios usually involve partial observability, which brings crucial challenges of the deployment of offline RL methods: i) the policy trained on data with full observability is not robust against the masked observations during execution, and ii) the information of which parts of observations are masked is usually unknown during training. In order to address these challenges, we present Offline RL with DiscrEte pRoxy representations (ORDER), a probabilistic framework which leverages novel state representations to improve the robustness against diverse masked observabilities. Specifically, we propose a discrete representation of the states and use a proxy representation to recover the states from masked partial observable trajectories. The training of ORDER can be compactly described as the following three steps.