Reinforcement learning (RL), while being the benchmark for policy formulation, often struggles to deliver robust solutions across varying scenarios, leading to marked performance drops under environmental perturbations. Traditional adversarial training, based on a two-player max-min game, is known to bolster the robustness of RL agents, but it faces challenges: first, the complexity of the worst-case optimization problem may induce \emph{over-optimism}, and second, the choice of a specific set of potential adversaries might lead to \emph{over-pessimism} by considering implausible scenarios. In this work, we first observe that these two challenges do not balance out each other. Thus, we propose to apply variational optimization to optimize over the worst-case distribution of the adversary instead of a single worst-case adversary. Moreover, to counteract over-optimism, we train the RL agent to maximize the lower quantile of the cumulative rewards under worst-case adversary distribution. Our novel algorithm demonstrates a significant advancement over existing robust RL methods, corroborating the importance of the identified challenges and the effectiveness of our approach. To alleviate computational overhead associated with the proposed approach, we also propose a simplified version with lower computational burden and only minimal performance degradation. Extensive experiments validate that our approaches consistently yield policies with superior robustness.

Transformer models have achieved remarkable empirical successes, largely due to their in-context learning capabilities. Inspired by this, we explore training an autoregressive transformer for in-context reinforcement learning (ICRL). In this setting, we initially train a transformer on an offline dataset consisting of trajectories collected from various RL tasks, and then fix and use this transformer to create an action policy for new RL tasks. Notably, we consider the setting where the offline dataset contains trajectories sampled from suboptimal behavioral policies. In this case, standard autoregressive training corresponds to imitation learning and results in suboptimal performance. To address this, we propose the Decision Importance Transformer (DIT) framework, which emulates the actor-critic algorithm in an in-context manner. In particular, we first train a transformer-based value function that estimates the advantage functions of the behavior policies that collected the suboptimal trajectories. Then we train a transformer-based policy via a weighted maximum likelihood estimation loss, where the weights are constructed based on the trained value function to steer the suboptimal policies to the optimal ones. We conduct extensive experiments to test the performance of DIT on both bandit and Markov Decision Process problems. Our results show that DIT achieves superior performance, particularly when the offline dataset contains suboptimal historical data.

One of the major challenges in estimating conditional potential outcomes and conditional average treatment effects (CATE) is the presence of hidden confounders. Since testing for hidden confounders cannot be accomplished only with observational data, conditional unconfoundedness is commonly assumed in the literature of CATE estimation. Nevertheless, under this assumption, CATE estimation can be significantly biased due to the effects of unobserved confounders. In this work, we consider the case where in addition to a potentially large observational dataset, a small dataset from a randomized controlled trial (RCT) is available. Notably, we make no assumptions on the existence of any covariate information for the RCT dataset, we only require the outcomes to be observed. We propose a CATE estimation method based on a pseudo-confounder generator and a CATE model that aligns the learned potential outcomes from the observational data with those observed from the RCT. Our method is applicable to many practical scenarios of interest, particularly those where privacy is a concern (e.g., medical applications). Extensive numerical experiments are provided demonstrating the effectiveness of our approach for both synthetic and real-world datasets.

One of the most significant challenges in Conditional Average Treatment Effect (CATE) estimation is the statistical discrepancy between distinct treatment groups. To address this issue, we propose a model-agnostic data augmentation method for CATE estimation. First, we derive regret bounds for general data augmentation methods suggesting that a small imputation error may be necessary for accurate CATE estimation. Inspired by this idea, we propose a contrastive learning approach that reliably imputes missing potential outcomes for a selected subset of individuals formed using a similarity measure. We augment the original dataset with these reliable imputations to reduce the discrepancy between different treatment groups while inducing minimal imputation error. The augmented dataset can subsequently be employed to train standard CATE estimation models. We provide both theoretical guarantees and extensive numerical studies demonstrating the effectiveness of our approach in improving the accuracy and robustness of numerous CATE estimation models.

In this work, we introduce REFORMA, a novel robust reinforcement learning (RL) approach to design controllers for unmanned aerial vehicles (UAVs) robust to unknown disturbances during flights. These disturbances, typically due to wind turbulence, electromagnetic interference, temperature extremes and many other external physical interference, are highly dynamic and difficult to model. REFORMA can perform a real-time online adaptation to these disturbances and generate appropriate velocity actions as countermeasures to stabilize the drone. REFORMA consists of two components: a base policy trained completely in simulation using model-free RL and an adaptation module trained via supervised learning with on-policy datasets. By varying the disturbance strength in an adaptation module, i.e., adopting adaptive adversary, the policy is then able to handle extreme cases when the velocity of the drone is immediately affected by disturbances. Finally, we demonstrate the effectiveness of our method through extensive simulated experiments. To the best of our knowledge, REFORMA is the first robust RL approach that uses adaptive adversaries to tackle uncertain disturbances in drone tasks.

Decision Transformers (DTs) have been highly effective for offline reinforcement learning (RL) tasks, successfully modeling the sequences of actions in a given set of demonstrations. However, DTs may perform poorly in stochastic environments, which are prevalent in robotics scenarios. In this paper, we identify that the root cause of this performance degradation is the growing variance of returns-to-go, the signal used by DTs to predict actions, accumulated over the horizon. Building upon this insight, we propose an extension to DTs that allows them to be steered toward high-reward regions, where the expected returns are estimated using temporal difference learning. This way, we not only mitigate the growing variance problem but also eliminate the need for DTs to have access to returns-to-go during evaluation and deployment phases. We show that our method outperforms state-of-the-art offline RL methods in both simulated and real-world robotic arm environments.

We consider a fundamental class of assortment optimization problems in an offline data-driven setting. The firm does not know the underlying customer choice model but has access to an offline dataset consisting of the historically offered assortment set, customer choice, and revenue. The objective is to use the offline dataset to find an optimal assortment. Due to the combinatorial nature of assortment optimization, the problem of insufficient data coverage is likely to occur in the offline dataset. Therefore, designing a provably efficient offline learning algorithm becomes a significant challenge. To this end, based on the principle of pessimism, we propose a novel algorithm called Pessimistic ASsortment opTimizAtion (PASTA for short), which can correctly identify the optimal assortment by only requiring the offline data to cover the optimal assortment under general settings. In particular, we establish the first regret bound for the offline assortment optimization problem under the celebrated multinomial logit model (MNL). We also propose an efficient computational procedure to solve our pessimistic assortment optimization problem. Our numerical studies demonstrate the superiority of the proposed method over the existing baseline method.

Off-policy evaluation (OPE) is important for closing the gap between offline training and evaluation of reinforcement learning (RL), by estimating performance and/or rank of target (evaluation) policies using offline trajectories only. It can improve the safety and efficiency of data collection and policy testing procedures in situations where online deployments are expensive, such as healthcare. However, existing OPE methods fall short in estimating human feedback (HF) signals, as HF may be conditioned over multiple underlying factors and are only sparsely available; as opposed to the agent-defined environmental rewards (used in policy optimization), which are usually determined over parametric functions or distributions. Consequently, the nature of HF signals makes extrapolating accurate OPE estimations to be challenging. To resolve this, we introduce an OPE for HF (OPEHF) framework that revives existing OPE methods in order to accurately evaluate the HF signals. Specifically, we develop an immediate human reward (IHR) reconstruction approach, regularized by environmental knowledge distilled in a latent space that captures the underlying dynamics of state transitions as well as issuing HF signals. Our approach has been tested over *two real-world experiments*, adaptive *in-vivo* neurostimulation and intelligent tutoring, and a simulation environment (visual Q&A). Results show that our approach significantly improves the performance toward estimating HF signals accurately, compared to directly applying (variants of) existing OPE methods.

This work considers the problem of transferring causal knowledge between tasks for Individual Treatment Effect (ITE) estimation. To this end, we theoretically assess the feasibility of transferring ITE knowledge and present a practical framework for efficient transfer. A lower bound is introduced on the ITE error of the target task to demonstrate that ITE knowledge transfer is challenging due to the absence of counterfactual information. Nevertheless, we establish generalization upper bounds on the counterfactual loss and ITE error of the target task, demonstrating the feasibility of ITE knowledge transfer. Subsequently, we introduce a framework with a new Causal Inference Task Affinity (CITA) measure for ITE knowledge transfer. Specifically, we use CITA to find the closest source task to the target task and utilize it for ITE knowledge transfer. Empirical studies are provided, demonstrating the efficacy of the proposed method. We observe that ITE knowledge transfer can significantly (up to 95%) reduce the amount of data required for ITE estimation.