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Related papers: Towards Optimal Off-Policy Evaluation for Reinforc…

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We consider the problem of off-policy evaluation for reinforcement learning, where the goal is to estimate the expected reward of a target policy $\pi$ using offline data collected by running a logging policy $\mu$. Standard…

Machine Learning · Computer Science 2020-07-09 Ming Yin , Yu-Xiang Wang

We consider the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of an evaluation policy, $\pi_e$, using a fixed dataset, $\mathcal{D}$, collected by one or more policies…

Machine Learning · Computer Science 2022-12-16 Brahma S. Pavse , Josiah P. Hanna

This paper studies off-policy evaluation (OPE) in reinforcement learning with a focus on behavior policy estimation for importance sampling. Prior work has shown empirically that estimating a history-dependent behavior policy can lead to…

Machine Learning · Computer Science 2025-05-29 Hongyi Zhou , Josiah P. Hanna , Jin Zhu , Ying Yang , Chengchun Shi

Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance…

Machine Learning · Computer Science 2019-06-11 Nathan Kallus , Masatoshi Uehara

Off-policy evaluation (OPE) in ranking settings with large ranking action spaces, which stems from an increase in both the number of unique actions and length of the ranking, is essential for assessing new recommender policies using only…

Machine Learning · Statistics 2025-06-03 Tatsuki Takahashi , Chihiro Maru , Hiroko Shoji

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment.…

Machine Learning · Computer Science 2019-11-26 Alex Irpan , Kanishka Rao , Konstantinos Bousmalis , Chris Harris , Julian Ibarz , Sergey Levine

Reinforcement Learning (RL) methods are typically sample-inefficient, making it challenging to train and deploy RL-policies in real world robots. Even a robust policy trained in simulation requires a real-world deployment to assess their…

Machine Learning · Computer Science 2023-10-06 Pulkit Katdare , Nan Jiang , Katherine Driggs-Campbell

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing…

Machine Learning · Computer Science 2022-06-17 Chengchun Shi , Masatoshi Uehara , Jiawei Huang , Nan Jiang

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

Machine Learning · Computer Science 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…

Artificial Intelligence · Computer Science 2018-05-25 Mehrdad Farajtabar , Yinlam Chow , Mohammad Ghavamzadeh

Marginalized importance sampling (MIS), which measures the density ratio between the state-action occupancy of a target policy and that of a sampling distribution, is a promising approach for off-policy evaluation. However, current…

Machine Learning · Computer Science 2023-11-15 Scott Fujimoto , David Meger , Doina Precup

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

Evaluating a policy by deploying it in the real world can be risky and costly. Off-policy policy evaluation (OPE) algorithms use historical data collected from running a previous policy to evaluate a new policy, which provides a means for…

Artificial Intelligence · Computer Science 2017-12-07 Zhaohan Daniel Guo , Philip S. Thomas , Emma Brunskill

Off-policy evaluation (OPE) methods allow us to compute the expected reward of a policy by using the logged data collected by a different policy. OPE is a viable alternative to running expensive online A/B tests: it can speed up the…

Machine Learning · Computer Science 2024-10-23 Matej Cief , Jacek Golebiowski , Philipp Schmidt , Ziawasch Abedjan , Artur Bekasov

We consider the off-policy estimation problem of estimating the expected reward of a target policy using samples collected by a different behavior policy. Importance sampling (IS) has been a key technique to derive (nearly) unbiased…

Machine Learning · Computer Science 2018-10-31 Qiang Liu , Lihong Li , Ziyang Tang , Dengyong Zhou

We study the problem of off-policy evaluation (OPE) for episodic Partially Observable Markov Decision Processes (POMDPs) with continuous states. Motivated by the recently proposed proximal causal inference framework, we develop a…

Machine Learning · Statistics 2022-10-18 Rui Miao , Zhengling Qi , Xiaoke Zhang

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

Machine Learning · Computer Science 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

Machine Learning · Computer Science 2020-10-27 Masahiro Kato , Yusuke Kaneko

We study Off-Policy Evaluation (OPE) in contextual bandit settings with large action spaces. The benchmark estimators suffer from severe bias and variance tradeoffs. Parametric approaches suffer from bias due to difficulty specifying the…

Machine Learning · Statistics 2023-12-15 Tatsuhiro Shimizu , Laura Forastiere
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