Related papers: Confidence Interval for Off-Policy Evaluation from…
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…
Off-policy evaluation (OPE) is the problem of estimating the value of a target policy from samples obtained via different policies. Recently, applying OPE methods for bandit problems has garnered attention. For the theoretical guarantees of…
Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…
Off-policy evaluation (OPE) in contextual bandits has seen rapid adoption in real-world systems, since it enables offline evaluation of new policies using only historic log data. Unfortunately, when the number of actions is large, existing…
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.…
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…
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…
Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies. Therefore, OPE is a key step in applying reinforcement learning to real-world…
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) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can…
This paper investigates off-policy evaluation in contextual bandits, aiming to quantify the performance of a target policy using data collected under a different and potentially unknown behavior policy. Recently, methods based on conformal…
Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of sequential decision making problems ranging from healthcare…
Off-policy evaluation (OPE) is a critical challenge in robust decision-making that seeks to assess the performance of a new policy using data collected under a different policy. However, the existing OPE methodologies suffer from several…
We study off-policy evaluation (OPE) of contextual bandit policies for large discrete action spaces where conventional importance-weighting approaches suffer from excessive variance. To circumvent this variance issue, we propose a new…
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 develop confidence bounds that hold uniformly over time for off-policy evaluation in the contextual bandit setting. These confidence sequences are based on recent ideas from martingale analysis and are non-asymptotic, non-parametric, and…
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…
Assessing the effects of a policy based on observational data from a different policy is a common problem across several high-stake decision-making domains, and several off-policy evaluation (OPE) techniques have been proposed. However,…
Evaluating the value of a hypothetical target policy with only a logged dataset is important but challenging. On the one hand, it brings opportunities for safe policy improvement under high-stakes scenarios like clinical guidelines. On the…
We study off-policy evaluation (OPE) from multiple logging policies, each generating a dataset of fixed size, i.e., stratified sampling. Previous work noted that in this setting the ordering of the variances of different importance sampling…