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 sequential decision problem


Adaptive Concentration Inequalities for Sequential Decision Problems

Neural Information Processing Systems

A key challenge in sequential decision problems is to determine how many samples are needed for an agent to make reliable decisions with good probabilistic guarantees. We introduce Hoeffding-like concentration inequalities that hold for a random, adaptively chosen number of samples. Our inequalities are tight under natural assumptions and can greatly simplify the analysis of common sequential decision problems. In particular, we apply them to sequential hypothesis testing, best arm identification, and sorting. The resulting algorithms rival or exceed the state of the art both theoretically and empirically.




Uni[MASK]: Unified Inference in Sequential Decision Problems

Neural Information Processing Systems

Randomly masking and predicting word tokens has been a successful approach in pre-training language models for a variety of downstream tasks. In this work, we observe that the same idea also applies naturally to sequential decision making, where many well-studied tasks like behavior cloning, offline RL, inverse dynamics, and waypoint conditioning correspond to different sequence maskings over a sequence of states, actions, and returns. We introduce the UniMASK framework, which provides a unified way to specify models which can be trained on many different sequential decision making tasks. We show that a single UniMASK model is often capable of carrying out many tasks with performance similar to or better than single-task models. Additionally, after fine-tuning, our UniMASK models consistently outperform comparable single-task models.


Adaptive Concentration Inequalities for Sequential Decision Problems

Neural Information Processing Systems

A key challenge in sequential decision problems is to determine how many samples are needed for an agent to make reliable decisions with good probabilistic guarantees. We introduce Hoeffding-like concentration inequalities that hold for a random, adaptively chosen number of samples. Our inequalities are tight under natural assumptions and can greatly simplify the analysis of common sequential decision problems. In particular, we apply them to sequential hypothesis testing, best arm identification, and sorting. The resulting algorithms rival or exceed the state of the art both theoretically and empirically.



A code

Neural Information Processing Systems

This section is meant to give an overview of our opensource code. Together with this git repo, we include a'tutorial colab' - a Jupyter notebooks that can be run in the browser without requiring any local installation at We view this open-source effort as a major contribution of our paper. We present the testbed pseudocode in this section. Recall from Section 3.1 that we We now describe the other parameters we use in the Testbed. In this section, we describe the benchmark agents in Section 3.3 and the choice of various Step 3: compute likelihoods for n = 1, 2, . . .


Uni[MASK]: Unified Inference in Sequential Decision Problems

Neural Information Processing Systems

Randomly masking and predicting word tokens has been a successful approach in pre-training language models for a variety of downstream tasks. In this work, we observe that the same idea also applies naturally to sequential decision making, where many well-studied tasks like behavior cloning, offline RL, inverse dynamics, and waypoint conditioning correspond to different sequence maskings over a sequence of states, actions, and returns. We introduce the UniMASK framework, which provides a unified way to specify models which can be trained on many different sequential decision making tasks. We show that a single UniMASK model is often capable of carrying out many tasks with performance similar to or better than single-task models. Additionally, after fine-tuning, our UniMASK models consistently outperform comparable single-task models.


HyperQ-Opt: Q-learning for Hyperparameter Optimization

Hasan, Md. Tarek

arXiv.org Artificial Intelligence

Hyperparameter optimization (HPO) is critical for enhancing the performance of machine learning models, yet it often involves a computationally intensive search across a large parameter space. Traditional approaches such as Grid Search and Random Search suffer from inefficiency and limited scalability, while surrogate models like Sequential Model-based Bayesian Optimization (SMBO) rely heavily on heuristic predictions that can lead to suboptimal results. This paper presents a novel perspective on HPO by formulating it as a sequential decision-making problem and leveraging Q-learning, a reinforcement learning technique, to optimize hyperparameters. The study explores the works of H.S. Jomaa et al. and Qi et al., which model HPO as a Markov Decision Process (MDP) and utilize Q-learning to iteratively refine hyperparameter settings. The approaches are evaluated for their ability to find optimal or near-optimal configurations within a limited number of trials, demonstrating the potential of reinforcement learning to outperform conventional methods. Additionally, this paper identifies research gaps in existing formulations, including the limitations of discrete search spaces and reliance on heuristic policies, and suggests avenues for future exploration. By shifting the paradigm toward policy-based optimization, this work contributes to advancing HPO methods for scalable and efficient machine learning applications.


Reviews: Negotiable Reinforcement Learning for Pareto Optimal Sequential Decision-Making

Neural Information Processing Systems

Summary: This paper reasons about a Pareto optimal social choice function in which the principles seek to agree on how to agree to use a system that acts in a sequential decision-making problem in which the principles may not share the same prior beliefs. Results suggest that to obtain such a function, the mechanism must over time make choices that favor the principle who has beliefs that appear to be more correct. Quality: The work appears to be correct as far as I have been able to discern. However, I do not like the idea of not having the proof of the main theorem (Theorem 4) in the main paper, even if for the sake of brevity. My opinion is that If the theorem is that important, its proof should be next to it.