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Related papers: Evaluating the Robustness of Off-Policy Evaluation

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Off-policy Evaluation (OPE) methods are a crucial tool for evaluating policies in high-stakes domains such as healthcare, where exploration is often infeasible, unethical, or expensive. However, the extent to which such methods can be…

Machine Learning · Computer Science 2024-04-09 Elita Lobo , Harvineet Singh , Marek Petrik , Cynthia Rudin , Himabindu Lakkaraju

Off-Policy Evaluation (OPE) is employed to assess the potential impact of a hypothetical policy using logged contextual bandit feedback, which is crucial in areas such as personalized medicine and recommender systems, where online…

Machine Learning · Computer Science 2025-07-10 Yuqi Bai , Ziyu Zhao , Chenxin Lyu , Minqin Zhu , Kun Kuang

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…

Machine Learning · Statistics 2023-02-03 Yang Xu , Jin Zhu , Chengchun Shi , Shikai Luo , Rui Song

Off-policy evaluation (OPE) constructs confidence intervals for the value of a target policy using data generated under a different behavior policy. Most existing inference methods focus on fixed target policies and may fail when the target…

Statistics Theory · Mathematics 2026-01-21 Haoyu Wei

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…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

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

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…

Machine Learning · Computer Science 2021-03-11 Yihao Feng , Ziyang Tang , Na Zhang , Qiang Liu

The world currently offers an abundance of data in multiple domains, from which we can learn reinforcement learning (RL) policies without further interaction with the environment. RL agents learning offline from such data is possible but…

Machine Learning · Computer Science 2022-12-19 Hager Radi , Josiah P. Hanna , Peter Stone , Matthew E. Taylor

Reinforcement learning (RL) can be used to learn treatment policies and aid decision making in healthcare. However, given the need for generalization over complex state/action spaces, the incorporation of function approximators (e.g., deep…

Machine Learning · Computer Science 2021-07-26 Shengpu Tang , Jenna Wiens

Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

Machine Learning · Computer Science 2020-08-12 Omer Gottesman , Joseph Futoma , Yao Liu , Sonali Parbhoo , Leo Anthony Celi , Emma Brunskill , Finale Doshi-Velez

We consider off-policy evaluation (OPE), which evaluates the performance of a new policy from observed data collected from previous experiments, without requiring the execution of the new policy. This finds important applications in areas…

Machine Learning · Computer Science 2020-08-18 Yihao Feng , Tongzheng Ren , Ziyang Tang , Qiang Liu

Off-policy evaluation (OPE) is the problem of evaluating new policies using historical data obtained from a different policy. In the recent OPE context, most studies have focused on single-player cases, and not on multi-player cases. In…

Machine Learning · Computer Science 2020-12-25 Kenshi Abe , Yusuke Kaneko

In real-world recommender systems and search engines, optimizing ranking decisions to present a ranked list of relevant items is critical. Off-policy evaluation (OPE) for ranking policies is thus gaining a growing interest because it…

Machine Learning · Statistics 2022-02-04 Haruka Kiyohara , Yuta Saito , Tatsuya Matsuhiro , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto

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…

Machine Learning · Statistics 2023-01-02 Yang Xu , Chengchun Shi , Shikai Luo , Lan Wang , Rui Song

Off-policy evaluation (OPE) is to evaluate a target policy with data generated by other policies. Most previous OPE methods focus on precisely estimating the true performance of a policy. We observe that in many applications, (1) the end…

Machine Learning · Computer Science 2022-06-22 Yue Jin , Yue Zhang , Tao Qin , Xudong Zhang , Jian Yuan , Houqiang Li , Tie-Yan Liu

$ $The classical theory of statistical estimation aims to estimate a parameter of interest under data generated from a fixed design ("offline estimation"), while the contemporary theory of online learning provides algorithms for estimation…

Machine Learning · Statistics 2024-04-17 Dylan J. Foster , Yanjun Han , Jian Qian , Alexander Rakhlin

Ranking interfaces are everywhere in online platforms. There is thus an ever growing interest in their Off-Policy Evaluation (OPE), aiming towards an accurate performance evaluation of ranking policies using logged data. A de-facto approach…

Machine Learning · Statistics 2023-06-28 Haruka Kiyohara , Masatoshi Uehara , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto , Yuta Saito

We consider evaluating and training a new policy for the evaluation data by using the historical data obtained from a different policy. The goal of off-policy evaluation (OPE) is to estimate the expected reward of a new policy over the…

Machine Learning · Statistics 2020-10-19 Masahiro Kato , Masatoshi Uehara , Shota Yasui

Reinforcement learning (RL) is one of the most vibrant research frontiers in machine learning and has been recently applied to solve a number of challenging problems. In this paper, we primarily focus on off-policy evaluation (OPE), one of…

Machine Learning · Statistics 2022-12-14 Masatoshi Uehara , Chengchun Shi , Nathan Kallus

This paper demonstrates the successful application of Off-Policy Evaluation (OPE) to accelerate recommender system development and optimization at Adyen, a global leader in financial payment processing. Facing the limitations of traditional…

Machine Learning · Computer Science 2025-01-22 Alex Egg