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We study minimax methods for off-policy evaluation (OPE) using value functions and marginalized importance weights. Despite that they hold promises of overcoming the exponential variance in traditional importance sampling, several key…

Machine Learning · Computer Science 2020-11-06 Nan Jiang , Jiawei Huang

The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk. We motivate this problem of finding an allocation policy within a…

Artificial Intelligence · Computer Science 2020-12-23 Nymisha Bandi , Theja Tulabandhula

In this work we formulate and treat an extension of the Imitation from Observations problem. Imitation from Observations is a generalisation of the well-known Imitation Learning problem where state-only demonstrations are considered. In our…

Systems and Control · Electrical Eng. & Systems 2022-10-11 Tom Lefebvre

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 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

Learning from human feedback has been central to recent advances in artificial intelligence and machine learning. Since the collection of human feedback is costly, a natural question to ask is if the new feedback always needs to collected.…

Machine Learning · Computer Science 2024-06-17 Aniruddha Bhargava , Lalit Jain , Branislav Kveton , Ge Liu , Subhojyoti Mukherjee

Although there is now a large literature on policy evaluation and learning, much of the prior work assumes that the treatment assignment of one unit does not affect the outcome of another unit. Unfortunately, ignoring interference can lead…

Methodology · Statistics 2025-04-02 Yi Zhang , Kosuke Imai

Understanding black-box machine learning models is crucial for their widespread adoption. Learning globally interpretable models is one approach, but achieving high performance with them is challenging. An alternative approach is to explain…

Machine Learning · Computer Science 2022-09-23 Jinsung Yoon , Sercan O. Arik , Tomas Pfister

Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…

Machine Learning · Computer Science 2023-09-11 Olivier Jeunen , Ben London

It is well known that the historical logs are used for evaluating and learning policies in interactive systems, e.g. recommendation, search, and online advertising. Since direct online policy learning usually harms user experiences, it is…

Machine Learning · Statistics 2019-08-06 Li He , Long Xia , Wei Zeng , Zhi-Ming Ma , Yihong Zhao , Dawei Yin

Offline reinforcement learning methods typically enforce strict constraints to ensure safety; yet this rigidity often prevents the discovery of optimal behaviors outside the immediate support of the behavior policy. To address this, we…

Machine Learning · Computer Science 2026-05-19 Yifei Chen , Shaoqin Zhu , Xiaoqiang Ji

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) 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

This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…

Machine Learning · Computer Science 2025-07-10 George Papadopoulos , George A. Vouros

We present a novel off-policy loss function for learning a transition model in model-based reinforcement learning. Notably, our loss is derived from the off-policy policy evaluation objective with an emphasis on correcting distribution…

Machine Learning · Computer Science 2021-03-04 Cameron Voloshin , Nan Jiang , Yisong Yue

Value-based methods for reinforcement learning lack generally applicable ways to derive behavior from a value function. Many approaches involve approximate value iteration (e.g., $Q$-learning), and acting greedily with respect to the…

Machine Learning · Computer Science 2020-08-27 Alan Chan , Kris de Asis , Richard S. Sutton

We study the problem of training diffusion models to sample from a distribution with a given unnormalized density or energy function. We benchmark several diffusion-structured inference methods, including simulation-based variational…

Machine learning can help personalized decision support by learning models to predict individual treatment effects (ITE). This work studies the reliability of prediction-based decision-making in a task of deciding which action $a$ to take…

Machine Learning · Statistics 2019-06-07 Iiris Sundin , Peter Schulam , Eero Siivola , Aki Vehtari , Suchi Saria , Samuel Kaski

Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…

Methodology · Statistics 2023-10-12 Pan Zhao , Antoine Chambaz , Julie Josse , Shu Yang

When decision-makers can directly intervene, policy evaluation algorithms give valid causal estimates. In off-policy evaluation (OPE), there may exist unobserved variables that both impact the dynamics and are used by the unknown behavior…

Machine Learning · Computer Science 2022-04-05 David Bruns-Smith