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Before A/B testing online a new version of a recommender system, it is usual to perform some offline evaluations on historical data. We focus on evaluation methods that compute an estimator of the potential uplift in revenue that could…

Machine Learning · Statistics 2018-01-23 Alexandre Gilotte , Clément Calauzènes , Thomas Nedelec , Alexandre Abraham , Simon Dollé

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

This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to…

Machine Learning · Computer Science 2017-11-08 Adith Swaminathan , Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudík , John Langford , Damien Jose , Imed Zitouni

What is the most statistically efficient way to do off-policy evaluation and optimization with batch data from bandit feedback? For log data generated by contextual bandit algorithms, we consider offline estimators for the expected reward…

Machine Learning · Computer Science 2018-12-07 Yusuke Narita , Shota Yasui , Kohei Yata

Accurately evaluating new policies (e.g. ad-placement models, ranking functions, recommendation functions) is one of the key prerequisites for improving interactive systems. While the conventional approach to evaluation relies on online A/B…

Machine Learning · Computer Science 2017-06-27 Aman Agarwal , Soumya Basu , Tobias Schnabel , Thorsten Joachims

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

Algorithms are commonly used to predict outcomes under a particular decision or intervention, such as predicting whether an offender will succeed on parole if placed under minimal supervision. Generally, to learn such counterfactual…

Machine Learning · Statistics 2021-04-19 Amanda Coston , Edward H. Kennedy , Alexandra Chouldechova

The ability to perform offline A/B-testing and off-policy learning using logged contextual bandit feedback is highly desirable in a broad range of applications, including recommender systems, search engines, ad placement, and personalized…

Machine Learning · Computer Science 2019-08-30 Yi Su , Lequn Wang , Michele Santacatterina , Thorsten Joachims

Counterfactual estimators are critical for learning and refining policies using logged data, a process known as Off-Policy Evaluation (OPE). OPE allows researchers to assess new policies without costly experiments, speeding up the…

Artificial Intelligence · Computer Science 2025-01-10 Ritam Guha , Nilavra Pathak

This paper proposes a novel approach for constructing effective personalized policies when the observed data lacks counter-factual information, is biased and possesses many features. The approach is applicable in a wide variety of settings…

Machine Learning · Statistics 2018-07-11 Onur Atan , William R. Zame , Qiaojun Feng , Mihaela van der Schaar

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

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

Modern recommender systems face an increasing need to explain their recommendations. Despite considerable progress in this area, evaluating the quality of explanations remains a significant challenge for researchers and practitioners. Prior…

Artificial Intelligence · Computer Science 2022-11-18 Yuanshun Yao , Chong Wang , Hang Li

The ability to perform effective off-policy learning would revolutionize the process of building better interactive systems, such as search engines and recommendation systems for e-commerce, computational advertising and news. Recent…

Machine Learning · Computer Science 2017-06-27 Damien Lefortier , Adith Swaminathan , Xiaotao Gu , Thorsten Joachims , Maarten de Rijke

We address the problem of A/B testing, a widely used protocol for evaluating the potential improvement achieved by a new decision system compared to a baseline. This protocol segments the population into two subgroups, each exposed to a…

Machine Learning · Statistics 2025-06-16 Otmane Sakhi , Alexandre Gilotte , David Rohde

We develop a generic data-driven method for estimator selection in off-policy policy evaluation settings. We establish a strong performance guarantee for the method, showing that it is competitive with the oracle estimator, up to a constant…

Machine Learning · Computer Science 2020-08-25 Yi Su , Pavithra Srinath , Akshay Krishnamurthy

Bandit learning has been an increasingly popular design choice for recommender system. Despite the strong interest in bandit learning from the community, there remains multiple bottlenecks that prevent many bandit learning approaches from…

Information Retrieval · Computer Science 2023-08-01 Hongbo Guo , Ruben Naeff , Alex Nikulkov , Zheqing Zhu

We study counterfactual classification as a new tool for decision-making under hypothetical (contrary to fact) scenarios. We propose a doubly-robust nonparametric estimator for a general counterfactual classifier, where we can incorporate…

Machine Learning · Computer Science 2023-01-31 Kwangho Kim , Edward H. Kennedy , José R. Zubizarreta

Auction-based recommender systems are prevalent in online advertising platforms, but they are typically optimized to allocate recommendation slots based on immediate expected return metrics, neglecting the downstream effects of…

Information Retrieval · Computer Science 2023-08-01 Ruiyang Xu , Jalaj Bhandari , Dmytro Korenkevych , Fan Liu , Yuchen He , Alex Nikulkov , Zheqing Zhu

Algorithmic risk assessments are increasingly used to help humans make decisions in high-stakes settings, such as medicine, criminal justice and education. In each of these cases, the purpose of the risk assessment tool is to inform…

Machine Learning · Statistics 2020-01-13 Amanda Coston , Alan Mishler , Edward H. Kennedy , Alexandra Chouldechova
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