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What is the most statistically efficient way to do off-policy evaluation and optimization with batch data from bandit feedback? For log data generated by contextual bandit algorithms, we consider offline estimators for the expected reward…

Machine Learning · Computer Science 2018-12-07 Yusuke Narita , Shota Yasui , Kohei Yata

We address policy learning with logged data in contextual bandits. Current offline-policy learning algorithms are mostly based on inverse propensity score (IPS) weighting requiring the logging policy to have \emph{full support} i.e. a…

Machine Learning · Statistics 2021-07-27 Hung Tran-The , Sunil Gupta , Thanh Nguyen-Tang , Santu Rana , Svetha Venkatesh

Before A/B testing online a new version of a recommender system, it is usual to perform some offline evaluations on historical data. We focus on evaluation methods that compute an estimator of the potential uplift in revenue that could…

Machine Learning · Statistics 2018-01-23 Alexandre Gilotte , Clément Calauzènes , Thomas Nedelec , Alexandre Abraham , Simon Dollé

It is well known that the historical logs are used for evaluating and learning policies in interactive systems, e.g. recommendation, search, and online advertising. Since direct online policy learning usually harms user experiences, it is…

Machine Learning · Statistics 2019-08-06 Li He , Long Xia , Wei Zeng , Zhi-Ming Ma , Yihong Zhao , Dawei Yin

The ability to perform offline A/B-testing and off-policy learning using logged contextual bandit feedback is highly desirable in a broad range of applications, including recommender systems, search engines, ad placement, and personalized…

Machine Learning · Computer Science 2019-08-30 Yi Su , Lequn Wang , Michele Santacatterina , Thorsten Joachims

Off-policy evaluation can leverage logged data to estimate the effectiveness of new policies in e-commerce, search engines, media streaming services, or automatic diagnostic tools in healthcare. However, the performance of baseline…

Machine Learning · Computer Science 2025-03-03 Daniel Guzman-Olivares , Philipp Schmidt , Jacek Golebiowski , Artur Bekasov

Learning effective contextual-bandit policies from past actions of a deployed system is highly desirable in many settings (e.g. voice assistants, recommendation, search), since it enables the reuse of large amounts of log data.…

Machine Learning · Computer Science 2020-06-18 Noveen Sachdeva , Yi Su , Thorsten Joachims

Efficient methods to evaluate new algorithms are critical for improving interactive bandit and reinforcement learning systems such as recommendation systems. A/B tests are reliable, but are time- and money-consuming, and entail a risk of…

Machine Learning · Computer Science 2021-08-04 Yusuke Narita , Shota Yasui , Kohei Yata

This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to…

Machine Learning · Computer Science 2017-11-08 Adith Swaminathan , Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudík , John Langford , Damien Jose , Imed Zitouni

Off-policy evaluation (OPE) aims to accurately evaluate the performance of counterfactual policies using only offline logged data. Although many estimators have been developed, there is no single estimator that dominates the others, because…

Machine Learning · Computer Science 2023-01-31 Takuma Udagawa , Haruka Kiyohara , Yusuke Narita , Yuta Saito , Kei Tateno

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…

Machine Learning · Computer Science 2025-06-10 Armin Behnamnia , Gholamali Aminian , Alireza Aghaei , Chengchun Shi , Vincent Y. F. Tan , Hamid R. Rabiee

In this work, we present a novel way of computing IPS using a position-bias model for deterministic logging policies. This technique significantly widens the policies on which OPE can be used. We validate this technique using two different…

Information Retrieval · Computer Science 2022-09-01 Nick Wood , Sumit Sidana

Methods for offline A/B testing and counterfactual learning are seeing rapid adoption in search and recommender systems, since they allow efficient reuse of existing log data. However, there are fundamental limits to using existing log data…

Machine Learning · Computer Science 2022-02-04 Aaron David Tucker , Thorsten Joachims

Search engines and recommendation systems attempt to continually improve the quality of the experience they afford to their users. Refining the ranker that produces the lists displayed in response to user requests is an important component…

Information Retrieval · Computer Science 2022-06-07 Vishwa Vinay , Manoj Kilaru , David Arbour

Off-policy learning, referring to the procedure of policy optimization with access only to logged feedback data, has shown importance in various real-world applications, such as search engines, recommender systems, and etc. While the…

Machine Learning · Computer Science 2023-09-28 Xiaoying Zhang , Junpu Chen , Hongning Wang , Hong Xie , Yang Liu , John C. S. Lui , Hang Li

Off-Policy Evaluation (OPE) is an important practical problem in algorithmic ranking systems, where the goal is to estimate the expected performance of a new ranking policy using only offline logged data collected under a different, logging…

Counterfactual evaluation can estimate Click-Through-Rate (CTR) differences between ranking systems based on historical interaction data, while mitigating the effect of position bias and item-selection bias. We introduce the novel…

Information Retrieval · Computer Science 2020-07-29 Harrie Oosterhuis , Maarten de Rijke

When learning from a batch of logged bandit feedback, the discrepancy between the policy to be learned and the off-policy training data imposes statistical and computational challenges. Unlike classical supervised learning and online…

Machine Learning · Computer Science 2018-08-02 Yuan Xie , Boyi Liu , Qiang Liu , Zhaoran Wang , Yuan Zhou , Jian Peng

Off-policy evaluation (OPE) in contextual bandits has seen rapid adoption in real-world systems, since it enables offline evaluation of new policies using only historic log data. Unfortunately, when the number of actions is large, existing…

Machine Learning · Computer Science 2022-06-17 Yuta Saito , Thorsten Joachims

To unbiasedly evaluate multiple target policies, the dominant approach among RL practitioners is to run and evaluate each target policy separately. However, this evaluation method is far from efficient because samples are not shared across…

Machine Learning · Computer Science 2024-12-30 Shuze Daniel Liu , Claire Chen , Shangtong Zhang
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