Related papers: High-Confidence Off-Policy (or Counterfactual) Var…
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…
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…
We study the problem of off-policy policy optimization in Markov decision processes, and develop a novel off-policy policy gradient method. Prior off-policy policy gradient approaches have generally ignored the mismatch between the…
We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical…
Counterfactual prediction methods are required when a model will be deployed in a setting where treatment policies differ from the setting where the model was developed, or when a model provides predictions under hypothetical interventions…
Off-policy learning in dynamic decision problems is essential for providing strong evidence that a new policy is better than the one in use. But how can we prove superiority without testing the new policy? To answer this question, we…
Model-free reinforcement learning algorithms can compute policy gradients given sampled environment transitions, but require large amounts of data. In contrast, model-based methods can use the learned model to generate new data, but model…
In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…
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…
Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…
Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…
In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…
Recent Offline Reinforcement Learning methods have succeeded in learning high-performance policies from fixed datasets of experience. A particularly effective approach learns to first identify and then mimic optimal decision-making…
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,…
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 study high-confidence off-policy evaluation in the context of infinite-horizon Markov decision processes, where the objective is to establish a confidence interval (CI) for the target policy value using only offline data pre-collected…
We consider off-policy evaluation in the contextual bandit setting for the purpose of obtaining a robust off-policy selection strategy, where the selection strategy is evaluated based on the value of the chosen policy in a set of proposal…
Addressing such diverse ends as safety alignment with human preferences, and the efficiency of learning, a growing line of reinforcement learning research focuses on risk functionals that depend on the entire distribution of returns. Recent…
A highly accurate but overconfident model is ill-suited for deployment in critical applications such as healthcare and autonomous driving. The classification outcome should reflect a high uncertainty on ambiguous in-distribution samples…
In this work, we consider the off-policy policy evaluation problem for contextual bandits and finite horizon reinforcement learning in the nonstationary setting. Reusing old data is critical for policy evaluation, but existing estimators…