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We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a…

Machine Learning · Computer Science 2019-05-13 Josiah P. Hanna , Scott Niekum , Peter Stone

Off-policy learning (OPL) often involves minimizing a risk estimator based on importance weighting to correct bias from the logging policy used to collect data. However, this method can produce an estimator with a high variance. A common…

Machine Learning · Computer Science 2024-06-06 Imad Aouali , Victor-Emmanuel Brunel , David Rohde , Anna Korba

We consider off-policy evaluation (OPE) of deterministic target policies for reinforcement learning (RL) in environments with continuous action spaces. While it is common to use importance sampling for OPE, it suffers from high variance…

Machine Learning · Computer Science 2024-05-30 Haanvid Lee , Tri Wahyu Guntara , Jongmin Lee , Yung-Kyun Noh , Kee-Eung Kim

A central challenge to applying many off-policy reinforcement learning algorithms to real world problems is the variance introduced by importance sampling. In off-policy learning, the agent learns about a different policy than the one being…

Machine Learning · Computer Science 2022-06-20 Eric Graves , Sina Ghiassian

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

Offline policy learning aims to use historical data to learn an optimal personalized decision rule. In the standard estimate-then-optimize framework, reweighting-based methods (e.g., inverse propensity weighting or doubly robust estimators)…

Optimization and Control · Mathematics 2026-01-21 Jingren Liu , Hanzhang Qin , Junyi Liu , Mabel C. Chou , Jong-Shi Pang

In real-world recommender systems and search engines, optimizing ranking decisions to present a ranked list of relevant items is critical. Off-policy evaluation (OPE) for ranking policies is thus gaining a growing interest because it…

Machine Learning · Statistics 2022-02-04 Haruka Kiyohara , Yuta Saito , Tatsuya Matsuhiro , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto

We consider off-policy evaluation (OPE), which evaluates the performance of a new policy from observed data collected from previous experiments, without requiring the execution of the new policy. This finds important applications in areas…

Machine Learning · Computer Science 2020-08-18 Yihao Feng , Tongzheng Ren , Ziyang Tang , Qiang Liu

We propose a robust regression approach to off-policy evaluation (OPE) for contextual bandits. We frame OPE as a covariate-shift problem and leverage modern robust regression tools. Ours is a general approach that can be used to augment any…

Machine Learning · Computer Science 2019-11-19 Anqi Liu , Hao Liu , Anima Anandkumar , Yisong Yue

In many domains, the exploration process of reinforcement learning will be too costly as it requires trying out suboptimal policies, resulting in a need for off-policy evaluation, in which a target policy is evaluated based on data…

Machine Learning · Computer Science 2024-05-07 David M. Bossens , Philip S. Thomas

This work aims to study off-policy evaluation (OPE) under scenarios where two key reinforcement learning (RL) assumptions -- temporal stationarity and individual homogeneity are both violated. To handle the ``double inhomogeneities", we…

Methodology · Statistics 2024-08-20 Zeyu Bian , Chengchun Shi , Zhengling Qi , Lan Wang

Off-policy evaluation often refers to two related tasks: estimating the expected return of a policy and estimating its value function (or other functions of interest, such as density ratios). While recent works on marginalized importance…

Machine Learning · Computer Science 2022-10-28 Audrey Huang , Nan Jiang

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

Machine Learning · Computer Science 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

We offer an experimental benchmark and empirical study for off-policy policy evaluation (OPE) in reinforcement learning, which is a key problem in many safety critical applications. Given the increasing interest in deploying learning-based…

Machine Learning · Computer Science 2021-11-30 Cameron Voloshin , Hoang M. Le , Nan Jiang , Yisong Yue

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

Value function estimation is an indispensable subroutine in reinforcement learning, which becomes more challenging in the offline setting. In this paper, we propose Hybrid Value Estimation (HVE) to reduce value estimation error, which…

Machine Learning · Computer Science 2022-06-07 Xue-Kun Jin , Xu-Hui Liu , Shengyi Jiang , Yang Yu

Large scale reinforcement learning has become a central tool for improving reasoning in large language models. At this scale, generation is often lagged or asynchronous, so updates are performed on data collected by older policies. This…

Machine Learning · Computer Science 2026-05-28 Otmane Sakhi , Aleksei Arzhantsev , Imad Aouali , Flavian Vasile

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…

Machine Learning · Statistics 2025-09-04 Imad Aouali , Otmane Sakhi

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

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