Related papers: Triply Robust Off-Policy Evaluation
Reinforcement learning (RL) is one of the most vibrant research frontiers in machine learning and has been recently applied to solve a number of challenging problems. In this paper, we primarily focus on off-policy evaluation (OPE), one of…
Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…
We explore off-policy evaluation and learning (OPE/L) in contextual combinatorial bandits (CCB), where a policy selects a subset in the action space. For example, it might choose a set of furniture pieces (a bed and a drawer) from available…
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…
Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…
This study addresses the problem of off-policy evaluation (OPE) from dependent samples obtained via the bandit algorithm. The goal of OPE is to evaluate a new policy using historical data obtained from behavior policies generated by the…
We study decision making in environments where the reward is only partially observed, but can be modeled as a function of an action and an observed context. This setting, known as contextual bandits, encompasses a wide variety of…
We propose a new framework for designing estimators for off-policy evaluation in contextual bandits. Our approach is based on the asymptotically optimal doubly robust estimator, but we shrink the importance weights to minimize a bound on…
Off-Policy Evaluation (OPE) in contextual bandits is crucial for assessing new policies using existing data without costly experimentation. However, current OPE methods, such as Inverse Probability Weighting (IPW) and Doubly Robust (DR)…
Off-policy evaluation (OPE) aims to estimate the performance of hypothetical policies using data generated by a different policy. Because of its huge potential impact in practice, there has been growing research interest in this field.…
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…
It has become increasingly common for data to be collected adaptively, for example using contextual bandits. Historical data of this type can be used to evaluate other treatment assignment policies to guide future innovation or experiments.…
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…
We consider local kernel metric learning for off-policy evaluation (OPE) of deterministic policies in contextual bandits with continuous action spaces. Our work is motivated by practical scenarios where the target policy needs to be…
Off-policy evaluation (OPE) estimates the value of a contextual bandit policy prior to deployment. As such, OPE plays a critical role in ensuring safety in high-stakes domains such as healthcare. However, standard OPE approaches are limited…
Policy learning using historical observational data is an important problem that has found widespread applications. Examples include selecting offers, prices, advertisements to send to customers, as well as selecting which medication to…
We introduce the cram method as a general statistical framework for evaluating the final learned policy from a multi-armed contextual bandit algorithm, using the dataset generated by the same bandit algorithm. The proposed on-policy…
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…
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.…
Off-policy evaluation and learning (OPE/L) use offline observational data to make better decisions, which is crucial in applications where online experimentation is limited. However, depending entirely on logged data, OPE/L is sensitive to…