Better Learning from the Past - Counterfactual - Batch RL

Better Learning from the Past - Counterfactual - Batch RL

Simons Institute via YouTube Direct link

Growing Interest in Causal Inference & ML

8 of 19

8 of 19

Growing Interest in Causal Inference & ML

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Better Learning from the Past - Counterfactual - Batch RL

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  1. 1 Intro
  2. 2 Sequential Decision Making Under Uncertainty
  3. 3 Learning to Make Good Sequences of Decisions Under Uncertainty → 1980s Reinforcement Learning
  4. 4 Background: Markov Decision Process Value Function
  5. 5 Background: Reinforcement Learning
  6. 6 Counterfactual / Batch Off Policy Reinforcement Learning
  7. 7 Need for Generalization
  8. 8 Growing Interest in Causal Inference & ML
  9. 9 Batch / Counterfactual Policy Optimization: Pick Policy w/Best Estimated Expected Sum of Rewards
  10. 10 Quest: Batch Policy Optimization w/ Generalization Bounds
  11. 11 Challenge: Good Error Bound Analysis
  12. 12 Aim: Strong Generalization Guarantees on Policy Performance, Alternative: Guarantee Find Good in Class Policy
  13. 13 Off-Policy Policy Gradient with State Distribution Correction
  14. 14 Aim: Strong Generalization Guarantees on Policy Performance, Alternative: Guarantee Find Best in Class Policy
  15. 15 Example: Linear Thresholding Policies Starting HIV treatment as soon as
  16. 16 Use an Advantage Decomposition
  17. 17 Use a Doubly Robust Advantage Decomposition
  18. 18 Quest for Batch Policy Optimization with Generalization Guarantees
  19. 19 Techniques to Minimize & Understand Data Needed to Learn to Make Good Decisions

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