English

Additive Control Variates Dominate Self-Normalisation in Off-Policy Evaluation

Machine Learning 2026-04-28 v2 Information Retrieval

Abstract

Off-policy evaluation (OPE) is essential for assessing ranking and recommendation systems without costly online interventions. Self-Normalised Inverse Propensity Scoring (SNIPS) is a standard tool for variance reduction in OPE, leveraging a multiplicative control variate. Recent advances in off-policy learning suggest that additive control variates (baseline corrections) may offer superior performance, yet theoretical guarantees for evaluation are lacking. This paper provides a definitive answer: we prove that β\beta^\star-IPS, an estimator with an optimal additive baseline, asymptotically dominates SNIPS in Mean Squared Error. By analytically decomposing the variance gap, we show that SNIPS is asymptotically equivalent to using a specific -- but generally sub-optimal -- additive baseline. Our results theoretically justify shifting from self-normalisation to optimal baseline corrections for both ranking and recommendation.

Cite

@article{arxiv.2602.14914,
  title  = {Additive Control Variates Dominate Self-Normalisation in Off-Policy Evaluation},
  author = {Olivier Jeunen and Shashank Gupta},
  journal= {arXiv preprint arXiv:2602.14914},
  year   = {2026}
}

Comments

Accepted for publication at SIGIR 2026

R2 v1 2026-07-01T10:38:48.559Z