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Multi-objective optimization is a type of decision making problems where multiple conflicting objectives are optimized. We study offline optimization of multi-objective policies from data collected by an existing policy. We propose a…

Machine Learning · Computer Science 2023-10-31 Shima Alizadeh , Aniruddha Bhargava , Karthick Gopalswamy , Lalit Jain , Branislav Kveton , Ge Liu

Evaluating novel contextual bandit policies using logged data is crucial in applications where exploration is costly, such as medicine. But it usually relies on the assumption of no unobserved confounders, which is bound to fail in…

Machine Learning · Statistics 2019-08-07 Andrew Bennett , Nathan Kallus

In this paper we present a new way of predicting the performance of a reinforcement learning policy given historical data that may have been generated by a different policy. The ability to evaluate a policy from historical data is important…

Machine Learning · Computer Science 2016-04-05 Philip S. Thomas , Emma Brunskill

We present and prove properties of a new offline policy evaluator for an exploration learning setting which is superior to previous evaluators. In particular, it simultaneously and correctly incorporates techniques from importance…

Machine Learning · Computer Science 2012-10-19 Miroslav Dudik , Dumitru Erhan , John Langford , Lihong Li

We study the problem of off-policy evaluation from batched contextual bandit data with multidimensional actions, often termed slates. The problem is common to recommender systems and user-interface optimization, and it is particularly…

Machine Learning · Computer Science 2021-11-04 Nikos Vlassis , Ashok Chandrashekar , Fernando Amat Gil , Nathan Kallus

Ranking functions return ranked lists of items, and users often interact with these items. How to evaluate ranking functions using historical interaction logs, also known as off-policy evaluation, is an important but challenging problem.…

Information Retrieval · Computer Science 2018-10-15 Aman Agarwal , Xuanhui Wang , Cheng Li , Michael Bendersky , Marc Najork

Ranking interfaces are everywhere in online platforms. There is thus an ever growing interest in their Off-Policy Evaluation (OPE), aiming towards an accurate performance evaluation of ranking policies using logged data. A de-facto approach…

Machine Learning · Statistics 2023-06-28 Haruka Kiyohara , Masatoshi Uehara , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto , Yuta Saito

We study the problem of off-policy evaluation for slate bandits, for the typical case in which the logging policy factorizes over the slots of the slate. We slightly depart from the existing literature by taking Bayes risk as the criterion…

Machine Learning · Computer Science 2021-01-08 Nikos Vlassis , Fernando Amat Gil , Ashok Chandrashekar

Offline policy evaluation (OPE) allows us to evaluate and estimate a new sequential decision-making policy's performance by leveraging historical interaction data collected from other policies. Evaluating a new policy online without a…

Machine Learning · Computer Science 2024-11-04 Allen Nie , Yash Chandak , Christina J. Yuan , Anirudhan Badrinath , Yannis Flet-Berliac , Emma Brunskil

We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical…

Machine Learning · Statistics 2019-06-04 Nathan Kallus

We study off-policy evaluation (OPE) in the problem of slate contextual bandits where a policy selects multi-dimensional actions known as slates. This problem is widespread in recommender systems, search engines, marketing, to medical…

Machine Learning · Statistics 2024-02-20 Haruka Kiyohara , Masahiro Nomura , Yuta Saito

In machine learning we often try to optimise a decision rule that would have worked well over a historical dataset; this is the so called empirical risk minimisation principle. In the context of learning from recommender system logs,…

Information Retrieval · Computer Science 2019-09-19 Olivier Jeunen , Dmytro Mykhaylov , David Rohde , Flavian Vasile , Alexandre Gilotte , Martin Bompaire

Off-policy evaluation is a key component of reinforcement learning which evaluates a target policy with offline data collected from behavior policies. It is a crucial step towards safe reinforcement learning and has been used in…

Machine Learning · Computer Science 2020-12-01 Jinlin Lai , Lixin Zou , Jiaxing Song

Off-policy evaluation (OPE) attempts to predict the performance of counterfactual policies using log data from a different policy. We extend its applicability by developing an OPE method for a class of both full support and deficient…

Machine Learning · Computer Science 2022-12-06 Yusuke Narita , Kyohei Okumura , Akihiro Shimizu , Kohei Yata

Adaptive experiments, including efficient average treatment effect estimation and multi-armed bandit algorithms, have garnered attention in various applications, such as social experiments, clinical trials, and online advertisement…

Methodology · Statistics 2021-03-24 Masahiro Kato

Recommender and search systems commonly rely on Learning To Rank models trained on logged user interactions to order items by predicted relevance. However, such interaction data is often subject to position bias, as users are more likely to…

Information Retrieval · Computer Science 2025-09-05 Aleksandr V. Petrov , Michael Murtagh , Karthik Nagesh

We develop a learning principle and an efficient algorithm for batch learning from logged bandit feedback. This learning setting is ubiquitous in online systems (e.g., ad placement, web search, recommendation), where an algorithm makes a…

Machine Learning · Computer Science 2015-05-22 Adith Swaminathan , Thorsten Joachims

Optimizing an interactive system against a predefined online metric is particularly challenging, when the metric is computed from user feedback such as clicks and payments. The key challenge is the counterfactual nature: in the case of Web…

Machine Learning · Computer Science 2014-03-13 Lihong Li , Shunbao Chen , Jim Kleban , Ankur Gupta

We study the problem of offline learning in automated decision systems under the contextual bandits model. We are given logged historical data consisting of contexts, (randomized) actions, and (nonnegative) rewards. A common goal is to…

Machine Learning · Computer Science 2019-01-16 Yifei Ma , Yu-Xiang Wang , Balakrishnan , Narayanaswamy

We study offline recommender learning from explicit rating feedback in the presence of selection bias. A current promising solution for the bias is the inverse propensity score (IPS) estimation. However, the performance of existing…

Machine Learning · Statistics 2022-04-22 Yuta Saito , Masahiro Nomura