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Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…

Machine Learning · Statistics 2025-09-04 Imad Aouali , Otmane Sakhi

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…

This study addresses the problem of off-policy evaluation (OPE) from dependent samples obtained via the bandit algorithm. The goal of OPE is to evaluate a new policy using historical data obtained from behavior policies generated by the…

Machine Learning · Statistics 2020-06-15 Masahiro Kato

When learning from a batch of logged bandit feedback, the discrepancy between the policy to be learned and the off-policy training data imposes statistical and computational challenges. Unlike classical supervised learning and online…

Machine Learning · Computer Science 2018-08-02 Yuan Xie , Boyi Liu , Qiang Liu , Zhaoran Wang , Yuan Zhou , Jian Peng

Even though it is unrealistic to expect citizens to pinpoint the policy implementation that they prefer from the set of alternatives, it is still possible to infer such information through an exercise of ranking the importance of policy…

Computers and Society · Computer Science 2015-09-28 Konstantinos Tserpes

Evaluating off-policy decisions using batch data poses significant challenges due to limited sample sizes leading to high variance. To improve Off-Policy Evaluation (OPE), we must identify and address the sources of this variance. Recent…

Machine Learning · Statistics 2024-12-02 Ritam Majumdar , Jack Teversham , Sonali Parbhoo

Online imitation learning (IL) is an algorithmic framework that leverages interactions with expert policies for efficient policy optimization. Here policies are optimized by performing online learning on a sequence of loss functions that…

Machine Learning · Computer Science 2021-02-23 Xinyan Yan , Byron Boots , Ching-An Cheng

There exist applications of reinforcement learning like medicine where policies need to be ''interpretable'' by humans. User studies have shown that some policy classes might be more interpretable than others. However, it is costly to…

Machine Learning · Computer Science 2025-03-12 Hector Kohler , Quentin Delfosse , Waris Radji , Riad Akrour , Philippe Preux

Learning personalized decision policies that generalize to the target population is of great relevance. Since training data is often not representative of the target population, standard policy learning methods may yield policies that do…

Machine Learning · Statistics 2021-12-03 Tobias Hatt , Daniel Tschernutter , Stefan Feuerriegel

We address the problem of A/B testing, a widely used protocol for evaluating the potential improvement achieved by a new decision system compared to a baseline. This protocol segments the population into two subgroups, each exposed to a…

Machine Learning · Statistics 2025-06-16 Otmane Sakhi , Alexandre Gilotte , David Rohde

Empirical research shows that individuals' responses to treatments vary along latent characteristics, such as innate ability or motivation. Therefore, a policymaker seeking to maximize welfare may consider designing policies based on…

Econometrics · Economics 2026-05-06 Giacomo Opocher

We study the problem of off-policy policy evaluation (OPPE) in RL. In contrast to prior work, we consider how to estimate both the individual policy value and average policy value accurately. We draw inspiration from recent work in causal…

Machine Learning · Computer Science 2019-04-19 Yao Liu , Omer Gottesman , Aniruddh Raghu , Matthieu Komorowski , Aldo Faisal , Finale Doshi-Velez , Emma Brunskill

The efficient importance sampling (EIS) method is a general principle for the numerical evaluation of high-dimensional integrals that uses the sequential structure of target integrands to build variance minimising importance samplers.…

Computation · Statistics 2013-09-27 Marcel Scharth , Robert Kohn

Algorithmic recommendations and decisions have become ubiquitous in today's society. Many of these data-driven policies, especially in the realm of public policy, are based on known, deterministic rules to ensure their transparency and…

Machine Learning · Statistics 2025-04-02 Eli Ben-Michael , D. James Greiner , Kosuke Imai , Zhichao Jiang

We consider imitation learning problems where the learner's ability to mimic the expert increases throughout the course of an episode as more information is revealed. One example of this is when the expert has access to privileged…

Machine Learning · Computer Science 2023-01-18 Gokul Swamy , Sanjiban Choudhury , J. Andrew Bagnell , Zhiwei Steven Wu

Sepsis is a leading cause of death in the ICU. It is a disease requiring complex interventions in a short period of time, but its optimal treatment strategy remains uncertain. Evidence suggests that the practices of currently used treatment…

Machine Learning · Computer Science 2022-07-15 Zeyu Wang , Huiying Zhao , Peng Ren , Yuxi Zhou , Ming Sheng

We study off-policy evaluation (OPE) in the problem of slate contextual bandits where a policy selects multi-dimensional actions known as slates. This problem is widespread in recommender systems, search engines, marketing, to medical…

Machine Learning · Statistics 2024-02-20 Haruka Kiyohara , Masahiro Nomura , Yuta Saito

Holdout validation and hyperparameter tuning from data is a long-standing problem in offline reinforcement learning (RL). A standard framework is to use off-policy evaluation (OPE) methods to evaluate and select the policies, but OPE either…

Machine Learning · Computer Science 2025-10-27 Pai Liu , Lingfeng Zhao , Shivangi Agarwal , Jinghan Liu , Audrey Huang , Philip Amortila , Nan Jiang

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

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

Statistics Theory · Mathematics 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio