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While the classic off-policy evaluation (OPE) literature commonly assumes decision time points to be evenly spaced for simplicity, in many real-world scenarios, such as those involving user-initiated visits, decisions are made at…

Methodology · Statistics 2024-09-17 Xin Chen , Wenbin Lu , Shu Yang , Dipankar Bandyopadhyay

Off-policy evaluation (OPE) is important for closing the gap between offline training and evaluation of reinforcement learning (RL), by estimating performance and/or rank of target (evaluation) policies using offline trajectories only. It…

Machine Learning · Computer Science 2023-10-17 Qitong Gao , Ge Gao , Juncheng Dong , Vahid Tarokh , Min Chi , Miroslav Pajic

In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…

Optimization and Control · Mathematics 2025-11-20 Yibei Li , Yuexin Cao , Zhixin Liu , Lihua Xie

We study the problem of offline policy optimization in stochastic contextual bandit problems, where the goal is to learn a near-optimal policy based on a dataset of decision data collected by a suboptimal behavior policy. Rather than making…

Machine Learning · Computer Science 2023-09-28 Germano Gabbianelli , Gergely Neu , Matteo Papini

Off-policy evaluation (OPE) estimates the value of a contextual bandit policy prior to deployment. As such, OPE plays a critical role in ensuring safety in high-stakes domains such as healthcare. However, standard OPE approaches are limited…

Machine Learning · Computer Science 2025-11-25 Aishwarya Mandyam , Kalyani Limaye , Barbara E. Engelhardt , Emily Alsentzer

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 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

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

Machine Learning · Computer Science 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

When performing imitation learning from expert demonstrations, distribution matching is a popular approach, in which one alternates between estimating distribution ratios and then using these ratios as rewards in a standard reinforcement…

Machine Learning · Computer Science 2019-12-12 Ilya Kostrikov , Ofir Nachum , Jonathan Tompson

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

Machine Learning · Computer Science 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

Deep Reinforcement Learning (DRL) is a powerful tool used for addressing complex challenges in mobile networks. This paper investigates the application of two DRL models, on-policy and off-policy, in the field of resource allocation for…

Networking and Internet Architecture · Computer Science 2024-12-04 Manal Mehdaoui , Amine Abouaomar

Evaluating policies using off-policy data is crucial for applying reinforcement learning to real-world problems such as healthcare and autonomous driving. Previous methods for off-policy evaluation (OPE) generally suffer from high variance…

Machine Learning · Computer Science 2024-10-04 Shreyas Chaudhari , Ameet Deshpande , Bruno Castro da Silva , Philip S. Thomas

We consider the problem of offline reinforcement learning with model-based control, whose goal is to learn a dynamics model from the experience replay and obtain a pessimism-oriented agent under the learned model. Current model-based…

Machine Learning · Computer Science 2021-09-16 Ruizhen Liu , Dazhi Zhong , Zhicong Chen

We study the novel problem of future off-policy evaluation (F-OPE) and learning (F-OPL) for estimating and optimizing the future value of policies in non-stationary environments, where distributions vary over time. In e-commerce…

Machine Learning · Computer Science 2025-06-26 Tatsuhiro Shimizu , Kazuki Kawamura , Takanori Muroi , Yusuke Narita , Kei Tateno , Takuma Udagawa , Yuta Saito

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

Machine Learning · Computer Science 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

Policy evaluation algorithms are essential to reinforcement learning due to their ability to predict the performance of a policy. However, there are two long-standing issues lying in this prediction problem that need to be tackled:…

Machine Learning · Computer Science 2021-12-30 Daoming Lyu , Bo Liu , Matthieu Geist , Wen Dong , Saad Biaz , Qi Wang

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

We study the problem of off-policy evaluation from batched contextual bandit data with multidimensional actions, often termed slates. The problem is common to recommender systems and user-interface optimization, and it is particularly…

Machine Learning · Computer Science 2021-11-04 Nikos Vlassis , Ashok Chandrashekar , Fernando Amat Gil , Nathan Kallus

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

Machine Learning · Computer Science 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

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