Rarely-switching linear bandits: optimization of causal effects for the real world

Excessively changing policies in many real world scenarios is difficult, unethical, or expensive. After all, doctor guidelines, tax codes, and price lists can only be reprinted so often. We may thus want to only change a policy when it is probable that the change is beneficial. In cases that a policy is a threshold on contextual variables we can estimate treatment effects for populations lying at the threshold. This allows for a schedule of incremental policy updates that let us optimize a policy while making few detrimental changes. Using this idea, and the theory of linear contextual bandits, we present a conservative policy updating procedure which updates a deterministic policy only when justified. We extend the theory of linear bandits to this rarely-switching case, proving that such procedures share the same regret, up to constant scaling, as the common LinUCB algorithm. However the algorithm makes far fewer changes to its policy and, of those changes, fewer are detrimental. We provide simulations and an analysis of an infant health well-being causal inference dataset, showing the algorithm efficiently learns a good policy with few changes. Our approach allows efficiently solving problems where changes are to be avoided, with potential applications in medicine, economics and beyond.Comment: 17 pages, 9 figure

Safe Policy Improvement with Baseline Bootstrapping

This paper considers Safe Policy Improvement (SPI) in Batch Reinforcement Learning (Batch RL): from a fixed dataset and without direct access to the true environment, train a policy that is guaranteed to perform at least as well as the baseline policy used to collect the data. Our approach, called SPI with Baseline Bootstrapping (SPIBB), is inspired by the knows-what-it-knows paradigm: it bootstraps the trained policy with the baseline when the uncertainty is high. Our first algorithm, $\Pi_b$-SPIBB, comes with SPI theoretical guarantees. We also implement a variant, $\Pi_{\leq b}$-SPIBB, that is even more efficient in practice. We apply our algorithms to a motivational stochastic gridworld domain and further demonstrate on randomly generated MDPs the superiority of SPIBB with respect to existing algorithms, not only in safety but also in mean performance. Finally, we implement a model-free version of SPIBB and show its benefits on a navigation task with deep RL implementation called SPIBB-DQN, which is, to the best of our knowledge, the first RL algorithm relying on a neural network representation able to train efficiently and reliably from batch data, without any interaction with the environment.Comment: accepted as a long oral at ICML201