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We consider the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of an evaluation policy, $\pi_e$, using a fixed dataset, $\mathcal{D}$, collected by one or more policies…

Machine Learning · Computer Science 2022-12-16 Brahma S. Pavse , Josiah P. Hanna

Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been…

Machine Learning · Statistics 2025-07-10 Han Wang , Yang Xu , Wenbin Lu , Rui Song

Modern decision-making systems, from robots to web recommendation engines, are expected to adapt: to user preferences, changing circumstances or even new tasks. Yet, it is still uncommon to deploy a dynamically learning agent (rather than a…

Machine Learning · Computer Science 2022-11-15 Shengpu Tang , Felipe Vieira Frujeri , Dipendra Misra , Alex Lamb , John Langford , Paul Mineiro , Sebastian Kochman

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

Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many…

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment.…

Machine Learning · Computer Science 2019-11-26 Alex Irpan , Kanishka Rao , Konstantinos Bousmalis , Chris Harris , Julian Ibarz , Sergey Levine

This work aims to study off-policy evaluation (OPE) under scenarios where two key reinforcement learning (RL) assumptions -- temporal stationarity and individual homogeneity are both violated. To handle the ``double inhomogeneities", we…

Methodology · Statistics 2024-08-20 Zeyu Bian , Chengchun Shi , Zhengling Qi , Lan Wang

Off-policy evaluation (OPE) in reinforcement learning is notoriously difficult in long- and infinite-horizon settings due to diminishing overlap between behavior and target policies. In this paper, we study the role of Markovian and…

Machine Learning · Statistics 2023-01-18 Nathan Kallus , Masatoshi Uehara

Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance…

Machine Learning · Computer Science 2019-06-11 Nathan Kallus , Masatoshi Uehara

This paper addresses the problem of policy selection in domains with abundant logged data, but with a restricted interaction budget. Solving this problem would enable safe evaluation and deployment of offline reinforcement learning policies…

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing…

Machine Learning · Computer Science 2022-06-17 Chengchun Shi , Masatoshi Uehara , Jiawei Huang , Nan Jiang

Off-policy Reinforcement Learning (RL) holds the promise of better data efficiency as it allows sample reuse and potentially enables safe interaction with the environment. Current off-policy policy gradient methods either suffer from high…

Machine Learning · Computer Science 2021-06-09 Samuele Tosatto , João Carvalho , Jan Peters

We offer a theoretical characterization of off-policy evaluation (OPE) in reinforcement learning using function approximation for marginal importance weights and $q$-functions when these are estimated using recent minimax methods. Under…

Machine Learning · Computer Science 2022-07-26 Masatoshi Uehara , Masaaki Imaizumi , Nan Jiang , Nathan Kallus , Wen Sun , Tengyang Xie

Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Currently, most results hinge on unrealistic assumptions about the data…

Machine Learning · Computer Science 2024-05-02 Sunil Madhow , Dan Qiao , Ming Yin , Yu-Xiang Wang

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

How to select between policies and value functions produced by different training algorithms in offline reinforcement learning (RL) -- which is crucial for hyperpa-rameter tuning -- is an important open question. Existing approaches based…

Machine Learning · Computer Science 2021-11-04 Siyuan Zhang , Nan Jiang

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 representation learning for Offline Reinforcement Learning (RL), focusing on the important task of Offline Policy Evaluation (OPE). Recent work shows that, in contrast to supervised learning, realizability of the Q-function is not…

Machine Learning · Computer Science 2022-07-14 Jonathan D. Chang , Kaiwen Wang , Nathan Kallus , Wen Sun

Reinforcement learning (RL) algorithms still suffer from high sample complexity despite outstanding recent successes. The need for intensive interactions with the environment is especially observed in many widely popular policy gradient…

Machine Learning · Computer Science 2020-08-04 Samuele Tosatto , Joao Carvalho , Hany Abdulsamad , Jan Peters

Offline reinforcement learning (RL) aims to learn an effective policy from a static dataset. To alleviate extrapolation errors, existing studies often uniformly regularize the value function or policy updates across all states. However, due…

Machine Learning · Computer Science 2025-05-27 Qin-Wen Luo , Ming-Kun Xie , Ye-Wen Wang , Sheng-Jun Huang