Abstract:Off-policy learning and evaluation leverage logged bandit feedback datasets, which contain context, action, propensity score, and feedback for each data point. These scenarios face significant challenges due to high variance and poor performance with low-quality propensity scores and heavy-tailed reward distributions. We address these issues by introducing a novel estimator based on the log-sum-exponential (LSE) operator, which outperforms traditional inverse propensity score estimators. Our LSE estimator demonstrates variance reduction and robustness under heavy-tailed conditions. For off-policy evaluation, we derive upper bounds on the estimator's bias and variance. In the off-policy learning scenario, we establish bounds on the regret -- the performance gap between our LSE estimator and the optimal policy -- assuming bounded $(1+\epsilon)$-th moment of weighted reward. Notably, we achieve a convergence rate of $O(n^{-\epsilon/(1+ \epsilon)})$ for the regret bounds, where $\epsilon \in [0,1]$ and $n$ is the size of logged bandit feedback dataset. Theoretical analysis is complemented by comprehensive empirical evaluations in both off-policy learning and evaluation scenarios, confirming the practical advantages of our approach. The code for our estimator is available at the following link: https://github.com/armin-behnamnia/lse-offpolicy-learning.
Abstract:Machine learning algorithms have revolutionized different fields, including natural language processing, computer vision, signal processing, and medical data processing. Despite the excellent capabilities of machine learning algorithms in various tasks and areas, the performance of these models mainly deteriorates when there is a shift in the test and training data distributions. This gap occurs due to the violation of the fundamental assumption that the training and test data are independent and identically distributed (i.i.d). In real-world scenarios where collecting data from all possible domains for training is costly and even impossible, the i.i.d assumption can hardly be satisfied. The problem is even more severe in the case of medical images and signals because it requires either expensive equipment or a meticulous experimentation setup to collect data, even for a single domain. Additionally, the decrease in performance may have severe consequences in the analysis of medical records. As a result of such problems, the ability to generalize and adapt under distribution shifts (domain generalization (DG) and domain adaptation (DA)) is essential for the analysis of medical data. This paper provides the first systematic review of DG and DA on functional brain signals to fill the gap of the absence of a comprehensive study in this era. We provide detailed explanations and categorizations of datasets, approaches, and architectures used in DG and DA on functional brain images. We further address the attention-worthy future tracks in this field.