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Related papers: Non-Stationary Off-Policy Optimization

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We address policy learning with logged data in contextual bandits. Current offline-policy learning algorithms are mostly based on inverse propensity score (IPS) weighting requiring the logging policy to have \emph{full support} i.e. a…

Machine Learning · Statistics 2021-07-27 Hung Tran-The , Sunil Gupta , Thanh Nguyen-Tang , Santu Rana , Svetha Venkatesh

Offline policy learning (OPL) leverages existing data collected a priori for policy optimization without any active exploration. Despite the prevalence and recent interest in this problem, its theoretical and algorithmic foundations in…

Machine Learning · Computer Science 2022-03-15 Thanh Nguyen-Tang , Sunil Gupta , A. Tuan Nguyen , Svetha Venkatesh

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

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

Machine Learning · Computer Science 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

The training of autonomous agents often requires expensive and unsafe trial-and-error interactions with the environment. Nowadays several data sets containing recorded experiences of intelligent agents performing various tasks, spanning…

Machine Learning · Computer Science 2020-10-06 Giorgio Angelotti , Nicolas Drougard , Caroline Ponzoni Carvalho Chanel

This paper introduces a new principled approach for off-policy learning in contextual bandits. Unlike previous work, our approach does not derive learning principles from intractable or loose bounds. We analyse the problem through the…

Machine Learning · Statistics 2023-05-30 Otmane Sakhi , Pierre Alquier , Nicolas Chopin

Off-policy learning methods seek to derive an optimal policy directly from a fixed dataset of prior interactions. This objective presents significant challenges, primarily due to the inherent distributional shift and value function…

Machine Learning · Computer Science 2026-02-03 Arip Asadulaev , Maksim Bobrin , Salem Lahlou , Dmitry Dylov , Fakhri Karray , Martin Takac

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown…

Machine Learning · Computer Science 2021-10-20 Nathan Kallus , Angela Zhou

We consider off-policy selection and learning in contextual bandits, where the learner aims to select or train a reward-maximizing policy using data collected by a fixed behavior policy. Our contribution is two-fold. First, we propose a…

Machine Learning · Computer Science 2025-07-15 J. Jon Ryu , Jeongyeol Kwon , Benjamin Koppe , Kwang-Sung Jun

Off-policy learning plays a pivotal role in optimizing and evaluating policies prior to the online deployment. However, during the real-time serving, we observe varieties of interventions and constraints that cause inconsistency between the…

Machine Learning · Computer Science 2022-03-01 Da Xu , Yuting Ye , Chuanwei Ruan , Bo Yang

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

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

Off-policy learning (OPL) in contextual bandits aims to learn a decision-making policy that maximizes the target rewards by using only historical interaction data collected under previously developed policies. Unfortunately, when rewards…

Machine Learning · Computer Science 2025-06-18 Rikiya Takehi , Masahiro Asami , Kosuke Kawakami , Yuta Saito

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

We study off-policy learning (OPL) in contextual bandits, which plays a key role in a wide range of real-world applications such as recommendation systems and online advertising. Typical OPL in contextual bandits assumes an unconstrained…

Machine Learning · Computer Science 2026-05-19 Koichi Tanaka , Ren Kishimoto , Bushun Kawagishi , Yusuke Narita , Yasuo Yamamoto , Nobuyuki Shimizu , Yuta Saito

As humans, our goals and our environment are persistently changing throughout our lifetime based on our experiences, actions, and internal and external drives. In contrast, typical reinforcement learning problem set-ups consider decision…

Machine Learning · Computer Science 2020-06-19 Annie Xie , James Harrison , Chelsea Finn

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Conventional reinforcement learning (RL) needs an environment to collect fresh data, which is impractical when online interactions are costly. Offline RL provides an alternative solution by directly learning from the previously collected…

Machine Learning · Computer Science 2023-03-15 Han Zheng , Xufang Luo , Pengfei Wei , Xuan Song , Dongsheng Li , Jing Jiang
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