Related papers: Learning Action Embeddings for Off-Policy Evaluati…
We propose the first boosting algorithm for off-policy learning from logged bandit feedback. Unlike existing boosting methods for supervised learning, our algorithm directly optimizes an estimate of the policy's expected reward. We analyze…
Off-policy learning from multistep returns is crucial for sample-efficient reinforcement learning, particularly in the experience replay setting now commonly used with deep neural networks. Classically, off-policy estimation bias is…
Off-policy evaluation (OPE) aims to estimate the performance of hypothetical policies using data generated by a different policy. Because of its huge potential impact in practice, there has been growing research interest in this field.…
Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…
We consider off-policy evaluation (OPE) of deterministic target policies for reinforcement learning (RL) in environments with continuous action spaces. While it is common to use importance sampling for OPE, it suffers from high variance…
We introduce a novel doubly-robust (DR) off-policy evaluation (OPE) estimator for Markov decision processes, DRUnknown, designed for situations where both the logging policy and the value function are unknown. The proposed estimator…
Accurately evaluating new policies (e.g. ad-placement models, ranking functions, recommendation functions) is one of the key prerequisites for improving interactive systems. While the conventional approach to evaluation relies on online A/B…
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…
Model-based offline reinforcement learning (RL) has made remarkable progress, offering a promising avenue for improving generalization with synthetic model rollouts. Existing works primarily focus on incorporating pessimism for policy…
Off-policy learning from multistep returns is crucial for sample-efficient reinforcement learning, but counteracting off-policy bias without exacerbating variance is challenging. Classically, off-policy bias is corrected in a per-decision…
Offline reinforcement learning (RL) methods can generally be categorized into two types: RL-based and Imitation-based. RL-based methods could in principle enjoy out-of-distribution generalization but suffer from erroneous off-policy…
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…
Bootstrapping provides a flexible and effective approach for assessing the quality of batch reinforcement learning, yet its theoretical property is less understood. In this paper, we study the use of bootstrapping in off-policy evaluation…
We consider evaluating and training a new policy for the evaluation data by using the historical data obtained from a different policy. The goal of off-policy evaluation (OPE) is to estimate the expected reward of a new policy over the…
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…
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…
Off-policy evaluation provides an essential tool for evaluating the effects of different policies or treatments using only observed data. When applied to high-stakes scenarios such as medical diagnosis or financial decision-making, it is…
Offline preference-based reinforcement learning (PbRL) provides an effective way to overcome the challenges of designing reward and the high costs of online interaction. However, since labeling preference needs real-time human feedback,…
Off-policy evaluation is a key component of reinforcement learning which evaluates a target policy with offline data collected from behavior policies. It is a crucial step towards safe reinforcement learning and has been used in…
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…