Related papers: Confident Off-Policy Evaluation and Selection thro…
Off-Policy reinforcement learning has been a driving force for the state-of-the-art conversational AIs leading to more natural humanagent interactions and improving the user satisfaction for goal-oriented agents. However, in large-scale…
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…
Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…
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.…
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…
Many practical applications, such as recommender systems and learning to rank, involve solving multiple similar tasks. One example is learning of recommendation policies for users with similar movie preferences, where the users may still…
The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…
To accumulate knowledge and improve its policy of behaviour, a reinforcement learning agent can learn `off-policy' about policies that differ from the policy used to generate its experience. This is important to learn counterfactuals, or…
Off-policy evaluation (OPE) is critical for applying contextual bandit algorithms to high-stakes decision-making settings such as healthcare, where new treatment policies must be evaluated prior to deployment. Unfortunately, OPE techniques…
Contextual bandit algorithms have become popular for online recommendation systems such as Digg, Yahoo! Buzz, and news recommendation in general. \emph{Offline} evaluation of the effectiveness of new algorithms in these applications is…
Many sequential decision-making systems leverage data collected using prior policies to propose a new policy. For critical applications, it is important that high-confidence guarantees on the new policy's behavior are provided before…
In this paper, we present refined probabilistic bounds on empirical reward estimates for off-policy learning in bandit problems. We build on the PAC-Bayesian bounds from Seldin et al. (2010) and improve on their results using a new…
Off-policy evaluation is a key component of reinforcement learning which evaluates a target policy with offline data collected from behavior policies. It is a crucial step towards safe reinforcement learning and has been used in…
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…
We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…
The principal contribution of this paper is a conceptual framework for off-policy reinforcement learning, based on conditional expectations of importance sampling ratios. This framework yields new perspectives and understanding of existing…
An off policy reinforcement learning based control strategy is developed for the optimal tracking control problem to achieve the prescribed performance of full states during the learning process. The optimal tracking control problem is…
Monotonic policy improvement and off-policy learning are two main desirable properties for reinforcement learning algorithms. In this paper, by lower bounding the performance difference of two policies, we show that the monotonic policy…
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…
When data are collected adaptively, such as in bandit algorithms, classical statistical approaches such as ordinary least squares and $M$-estimation will often fail to achieve asymptotic normality. Although recent lines of work have…