English
Related papers

Related papers: Quantile Off-Policy Evaluation via Deep Conditiona…

200 papers

Evaluating a policy by deploying it in the real world can be risky and costly. Off-policy policy evaluation (OPE) algorithms use historical data collected from running a previous policy to evaluate a new policy, which provides a means for…

Artificial Intelligence · Computer Science 2017-12-07 Zhaohan Daniel Guo , Philip S. Thomas , Emma Brunskill

Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior policy to evaluate and learn new policies, is crucial in applications where experimentation is limited such as medicine. We study the estimation of…

Machine Learning · Computer Science 2020-06-09 Nathan Kallus , Masatoshi Uehara

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

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

Personalized preference alignment for LLMs with diverse human preferences requires evaluation and alignment methods that capture pluralism. Most existing preference alignment datasets are logged under policies that differ substantially from…

Computation and Language · Computer Science 2025-09-25 Chengkai Huang , Junda Wu , Zhouhang Xie , Yu Xia , Rui Wang , Tong Yu , Subrata Mitra , Julian McAuley , Lina Yao

We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…

Artificial Intelligence · Computer Science 2018-05-25 Mehrdad Farajtabar , Yinlam Chow , Mohammad Ghavamzadeh

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) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical…

Machine Learning · Statistics 2022-02-11 Ruiqi Zhang , Xuezhou Zhang , Chengzhuo Ni , Mengdi Wang

Evaluating the value of a hypothetical target policy with only a logged dataset is important but challenging. On the one hand, it brings opportunities for safe policy improvement under high-stakes scenarios like clinical guidelines. On the…

Machine Learning · Computer Science 2024-10-30 Hao Sun , Alex J. Chan , Nabeel Seedat , Alihan Hüyük , Mihaela van der Schaar

We propose a robust regression approach to off-policy evaluation (OPE) for contextual bandits. We frame OPE as a covariate-shift problem and leverage modern robust regression tools. Ours is a general approach that can be used to augment any…

Machine Learning · Computer Science 2019-11-19 Anqi Liu , Hao Liu , Anima Anandkumar , Yisong Yue

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

In applying reinforcement learning (RL) to high-stakes domains, quantitative and qualitative evaluation using observational data can help practitioners understand the generalization performance of new policies. However, this type of…

Machine Learning · Computer Science 2023-10-27 Shengpu Tang , Jenna Wiens

Off-policy evaluation (OPE) methods aim to estimate the value of a new reinforcement learning (RL) policy prior to deployment. Recent advances have shown that leveraging auxiliary datasets, such as those synthesized by generative models,…

Machine Learning · Computer Science 2025-07-29 Aishwarya Mandyam , Jason Meng , Ge Gao , Jiankai Sun , Mac Schwager , Barbara E. Engelhardt , Emma Brunskill

Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would benefit significantly from having a confidence interval (CI)…

Machine Learning · Statistics 2021-06-09 Chengchun Shi , Runzhe Wan , Victor Chernozhukov , Rui Song

We study off-policy evaluation (OPE) from multiple logging policies, each generating a dataset of fixed size, i.e., stratified sampling. Previous work noted that in this setting the ordering of the variances of different importance sampling…

Machine Learning · Computer Science 2020-10-22 Nathan Kallus , Yuta Saito , Masatoshi Uehara

Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes…

Machine Learning · Computer Science 2023-01-26 Yash Chandak , Shiv Shankar , Nathaniel D. Bastian , Bruno Castro da Silva , Emma Brunskil , Philip S. Thomas

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy using historical data collected under a different logging policy. OPE methods typically assume overlap between the target and logging policy, enabling…

Methodology · Statistics 2024-03-12 Samir Khan , Martin Saveski , Johan Ugander

Off-policy evaluation (OPE) estimates the value of a target treatment policy (e.g., a recommender system) using data collected by a different logging policy. It enables high-stakes experimentation without live deployment, yet in practice…

Machine Learning · Statistics 2026-05-18 Connor Douglas , Joel Persson , Foster Provost

Motivated by the many real-world applications of reinforcement learning (RL) that require safe-policy iterations, we consider the problem of off-policy evaluation (OPE) -- the problem of evaluating a new policy using the historical data…

Machine Learning · Computer Science 2020-04-02 Tengyang Xie , Yifei Ma , Yu-Xiang Wang

This paper studies off-policy evaluation (OPE) in the presence of unmeasured confounders. Inspired by the two-way fixed effects regression model widely used in the panel data literature, we propose a two-way unmeasured confounding…

Machine Learning · Computer Science 2024-12-10 Shuguang Yu , Shuxing Fang , Ruixin Peng , Zhengling Qi , Fan Zhou , Chengchun Shi