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The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…

Machine Learning · Computer Science 2024-08-15 Shashank Gupta , Olivier Jeunen , Harrie Oosterhuis , Maarten de Rijke

This paper addresses the problem of policy selection in domains with abundant logged data, but with a restricted interaction budget. Solving this problem would enable safe evaluation and deployment of offline reinforcement learning policies…

In this work, we consider the problem of estimating a behaviour policy for use in Off-Policy Policy Evaluation (OPE) when the true behaviour policy is unknown. Via a series of empirical studies, we demonstrate how accurate OPE is strongly…

Machine Learning · Computer Science 2018-07-11 Aniruddh Raghu , Omer Gottesman , Yao Liu , Matthieu Komorowski , Aldo Faisal , Finale Doshi-Velez , Emma Brunskill

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…

Machine Learning · Computer Science 2022-12-29 Haanvid Lee , Jongmin Lee , Yunseon Choi , Wonseok Jeon , Byung-Jun Lee , Yung-Kyun Noh , Kee-Eung Kim

Policy optimization methods are popular reinforcement learning algorithms, because their incremental and on-policy nature makes them more stable than the value-based counterparts. However, the same properties also make them slow to converge…

Machine Learning · Computer Science 2021-07-01 Andrea Zanette , Ching-An Cheng , Alekh Agarwal

Importance sampling (IS) is a popular technique in off-policy evaluation, which re-weights the return of trajectories in the replay buffer to boost sample efficiency. However, training with IS can be unstable and previous attempts to…

Machine Learning · Computer Science 2025-05-20 Chengyang Ying , Zhongkai Hao , Xinning Zhou , Hang Su , Dong Yan , Jun Zhu

We study off-policy evaluation (OPE) in partially observable environments with complex observations, with the goal of developing estimators whose guarantee avoids exponential dependence on the horizon. While such estimators exist for MDPs…

Machine Learning · Computer Science 2024-10-04 Yuheng Zhang , Nan Jiang

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

Machine Learning · Statistics 2024-02-20 Davide Mambelli , Stephan Bongers , Onno Zoeter , Matthijs T. J. Spaan , Frans A. Oliehoek

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

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

Machine Learning · Computer Science 2023-12-01 Jared Markowitz , Jesse Silverberg , Gary Collins

We show that on-policy policy gradient (PG) and its variance reduction variants can be derived by taking finite difference of function evaluations supplied by estimators from the importance sampling (IS) family for off-policy evaluation…

Machine Learning · Computer Science 2020-06-25 Jiawei Huang , Nan Jiang

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

We consider a personalized pricing problem in which we have data consisting of feature information, historical pricing decisions, and binary realized demand. The goal is to perform off-policy evaluation for a new personalized pricing policy…

Machine Learning · Statistics 2023-02-27 Adam N. Elmachtoub , Vishal Gupta , Yunfan Zhao

We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work…

Machine Learning · Statistics 2025-03-13 Sungee Hong , Zhengling Qi , Raymond K. W. Wong

A recently popular approach to solving reinforcement learning is with data from human preferences. In fact, human preference data are now used with classic reinforcement learning algorithms such as actor-critic methods, which involve…

Machine Learning · Computer Science 2024-02-28 Zihao Li , Xiang Ji , Minshuo Chen , Mengdi 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 consider the off-policy evaluation (OPE) problem in contextual bandits, where the goal is to estimate the value of a target policy using the data collected by a logging policy. Most popular approaches to the OPE are variants of the…

Machine Learning · Statistics 2024-08-20 Sutanoy Dasgupta , Yabo Niu , Kishan Panaganti , Dileep Kalathil , Debdeep Pati , Bani Mallick

We study off-policy evaluation (OPE) for partially observable MDPs (POMDPs) with general function approximation. Existing methods such as sequential importance sampling estimators and fitted-Q evaluation suffer from the curse of horizon in…

Machine Learning · Computer Science 2023-11-16 Masatoshi Uehara , Haruka Kiyohara , Andrew Bennett , Victor Chernozhukov , Nan Jiang , Nathan Kallus , Chengchun Shi , Wen Sun

This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…

Machine Learning · Computer Science 2021-06-25 Ming Yin , Yu-Xiang Wang

Off-policy evaluation methods are important in recommendation systems and search engines, where data collected under an existing logging policy is used to estimate the performance of a new proposed policy. A common approach to this problem…

Machine Learning · Computer Science 2023-01-04 Jaron J. R. Lee , David Arbour , Georgios Theocharous