Search Results for author: Marco Mussi

Found 6 papers, 4 papers with code

Learning Optimal Deterministic Policies with Stochastic Policy Gradients

no code implementations3 May 2024 Alessandro Montenegro, Marco Mussi, Alberto Maria Metelli, Matteo Papini

After introducing a novel framework for modeling this scenario, we study the global convergence to the best deterministic policy, under (weak) gradient domination assumptions.

Reinforcement Learning (RL)

Best Arm Identification for Stochastic Rising Bandits

1 code implementation15 Feb 2023 Marco Mussi, Alessandro Montenegro, Francesco Trovó, Marcello Restelli, Alberto Maria Metelli

Then, we prove that, with a sufficiently large budget, they provide guarantees on the probability of properly identifying the optimal option at the end of the learning process.

Decision Making

Autoregressive Bandits

1 code implementation12 Dec 2022 Francesco Bacchiocchi, Gianmarco Genalti, Davide Maran, Marco Mussi, Marcello Restelli, Nicola Gatti, Alberto Maria Metelli

Autoregressive processes naturally arise in a large variety of real-world scenarios, including stock markets, sales forecasting, weather prediction, advertising, and pricing.

Decision Making

Dynamic Pricing with Volume Discounts in Online Settings

no code implementations17 Nov 2022 Marco Mussi, Gianmarco Genalti, Alessandro Nuara, Francesco Trovò, Marcello Restelli, Nicola Gatti

We ran a real-world 4-month-long A/B testing experiment in collaboration with an Italian e-commerce company, in which our algorithm PVD-B-corresponding to A configuration-has been compared with human pricing specialists-corresponding to B configuration.

Dynamical Linear Bandits

1 code implementation16 Nov 2022 Marco Mussi, Alberto Maria Metelli, Marcello Restelli

Then, the hidden state evolves according to linear dynamics, affected by the performed action too.

Decision Making

ARLO: A Framework for Automated Reinforcement Learning

1 code implementation20 May 2022 Marco Mussi, Davide Lombarda, Alberto Maria Metelli, Francesco Trovò, Marcello Restelli

In this work, we propose a general and flexible framework, namely ARLO: Automated Reinforcement Learning Optimizer, to construct automated pipelines for AutoRL.

feature selection reinforcement-learning +1

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