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Related papers: High-Confidence Off-Policy (or Counterfactual) Var…

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We offer an experimental benchmark and empirical study for off-policy policy evaluation (OPE) in reinforcement learning, which is a key problem in many safety critical applications. Given the increasing interest in deploying learning-based…

Machine Learning · Computer Science 2021-11-30 Cameron Voloshin , Hoang M. Le , Nan Jiang , Yisong Yue

Offline reinforcement learning algorithms still lack trust in practice due to the risk that the learned policy performs worse than the original policy that generated the dataset or behaves in an unexpected way that is unfamiliar to the…

Machine Learning · Computer Science 2023-01-26 Phillip Swazinna , Steffen Udluft , Thomas Runkler

We study policy evaluation of offline contextual bandits subject to unobserved confounders. Sensitivity analysis methods are commonly used to estimate the policy value under the worst-case confounding over a given uncertainty set. However,…

Machine Learning · Statistics 2026-01-13 Kei Ishikawa , Niao He , Takafumi Kanamori

Off-policy evaluation (OPE) estimates the value of a target treatment policy (e.g., a recommender system) using data collected by a different logging policy. It enables high-stakes experimentation without live deployment, yet in practice…

Machine Learning · Statistics 2026-05-18 Connor Douglas , Joel Persson , Foster Provost

We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual…

Econometrics · Economics 2020-12-22 Thomas M. Russell

As large language models continue to be widely developed, robust uncertainty quantification techniques will become crucial for their safe deployment in high-stakes scenarios. In this work, we explore how conformal prediction can be used to…

Computation and Language · Computer Science 2023-07-11 Bhawesh Kumar , Charlie Lu , Gauri Gupta , Anil Palepu , David Bellamy , Ramesh Raskar , Andrew Beam

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…

Machine Learning · Computer Science 2022-06-17 Yuta Saito , Thorsten Joachims

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

Machine Learning · Computer Science 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

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

Prediction credibility measures, in the form of confidence intervals or probability distributions, are fundamental in statistics and machine learning to characterize model robustness, detect out-of-distribution samples (outliers), and…

Machine Learning · Computer Science 2020-11-26 Luiz F. O. Chamon , Santiago Paternain , Alejandro Ribeiro

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

Transparency is a fundamental requirement for decision making systems when these should be deployed in the real world. It is usually achieved by providing explanations of the system's behavior. A prominent and intuitive type of explanations…

Machine Learning · Computer Science 2021-07-23 André Artelt , Valerie Vaquet , Riza Velioglu , Fabian Hinder , Johannes Brinkrolf , Malte Schilling , Barbara Hammer

Learning effective contextual-bandit policies from past actions of a deployed system is highly desirable in many settings (e.g. voice assistants, recommendation, search), since it enables the reuse of large amounts of log data.…

Machine Learning · Computer Science 2020-06-18 Noveen Sachdeva , Yi Su , Thorsten Joachims

Randomized trials are widely considered as the gold standard for evaluating the effects of decision policies. Trial data is, however, drawn from a population which may differ from the intended target population and this raises a problem of…

Methodology · Statistics 2024-10-30 Sofia Ek , Dave Zachariah

We provide a comparative study of several widely used off-policy estimators (Empirical Average, Basic Importance Sampling and Normalized Importance Sampling), detailing the different regimes where they are individually suboptimal. We then…

Machine Learning · Statistics 2019-01-30 Thomas Nedelec , Nicolas Le Roux , Vianney Perchet

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-10-27 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

Matching users based on mutual preferences is a fundamental aspect of services driven by reciprocal recommendations, such as job search and dating applications. Although A/B tests remain the gold standard for evaluating new policies in…

Machine Learning · Computer Science 2025-07-21 Yudai Hayashi , Shuhei Goda , Yuta Saito

Adversarial Imitation Learning (AIL) faces challenges with sample inefficiency because of its reliance on sufficient on-policy data to evaluate the performance of the current policy during reward function updates. In this work, we study the…

Machine Learning · Computer Science 2024-05-28 Yilei Chen , Vittorio Giammarino , James Queeney , Ioannis Ch. Paschalidis

Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by…

Machine Learning · Computer Science 2020-07-29 Andrew Bennett , Nathan Kallus , Lihong Li , Ali Mousavi

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…

Machine Learning · Statistics 2023-06-12 Yuta Saito , Qingyang Ren , Thorsten Joachims
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