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In this work, we consider the problem of estimating a behaviour policy for use in Off-Policy Policy Evaluation (OPE) when the true behaviour policy is unknown. Via a series of empirical studies, we demonstrate how accurate OPE is strongly…

Machine Learning · Computer Science 2018-07-11 Aniruddh Raghu , Omer Gottesman , Yao Liu , Matthieu Komorowski , Aldo Faisal , Finale Doshi-Velez , Emma Brunskill

We study the problem of off-policy evaluation for slate bandits, for the typical case in which the logging policy factorizes over the slots of the slate. We slightly depart from the existing literature by taking Bayes risk as the criterion…

Machine Learning · Computer Science 2021-01-08 Nikos Vlassis , Fernando Amat Gil , Ashok Chandrashekar

Policy-based methods have achieved remarkable success in solving challenging reinforcement learning problems. Among these methods, off-policy policy gradient methods are particularly important due to that they can benefit from off-policy…

Machine Learning · Computer Science 2024-05-07 Wenjia Meng , Qian Zheng , Long Yang , Yilong Yin , Gang Pan

Even when unable to run experiments, practitioners can evaluate prospective policies, using previously logged data. However, while the bandits literature has adopted a diverse set of objectives, most research on off-policy evaluation to…

Machine Learning · Computer Science 2021-06-30 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

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…

Machine Learning · Computer Science 2023-05-03 Ben London , Levi Lu , Ted Sandler , Thorsten Joachims

Learning effective contextual-bandit policies from past actions of a deployed system is highly desirable in many settings (e.g. voice assistants, recommendation, search), since it enables the reuse of large amounts of log data.…

Machine Learning · Computer Science 2020-06-18 Noveen Sachdeva , Yi Su , Thorsten Joachims

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

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

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

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

Off-policy policy evaluation (OPE) estimates the outcome of a new policy using historical data collected from a different policy. However, existing OPE methods cannot handle cases when the new policy introduces novel actions. This issue…

Artificial Intelligence · Computer Science 2025-02-04 Hyunji Nam , Allen Nie , Ge Gao , Vasilis Syrgkanis , Emma Brunskill

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

We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some variables that confound actions are not observed, and (ii)…

Machine Learning · Computer Science 2023-03-21 Siyu Chen , Yitan Wang , Zhaoran Wang , Zhuoran Yang

We consider off-policy evaluation (OPE) in continuous treatment settings, such as personalized dose-finding. In OPE, one aims to estimate the mean outcome under a new treatment decision rule using historical data generated by a different…

Machine Learning · Statistics 2021-11-08 Hengrui Cai , Chengchun Shi , Rui Song , Wenbin Lu

Offline policy learning (OPL) leverages existing data collected a priori for policy optimization without any active exploration. Despite the prevalence and recent interest in this problem, its theoretical and algorithmic foundations in…

Machine Learning · Computer Science 2022-03-15 Thanh Nguyen-Tang , Sunil Gupta , A. Tuan Nguyen , Svetha Venkatesh

This work investigates the offline formulation of the contextual bandit problem, where the goal is to leverage past interactions collected under a behavior policy to evaluate, select, and learn new, potentially better-performing, policies.…

Machine Learning · Statistics 2024-11-01 Otmane Sakhi , Imad Aouali , Pierre Alquier , Nicolas Chopin

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

In many domains, the exploration process of reinforcement learning will be too costly as it requires trying out suboptimal policies, resulting in a need for off-policy evaluation, in which a target policy is evaluated based on data…

Machine Learning · Computer Science 2024-05-07 David M. Bossens , Philip S. Thomas

We address policy learning with logged data in contextual bandits. Current offline-policy learning algorithms are mostly based on inverse propensity score (IPS) weighting requiring the logging policy to have \emph{full support} i.e. a…

Machine Learning · Statistics 2021-07-27 Hung Tran-The , Sunil Gupta , Thanh Nguyen-Tang , Santu Rana , Svetha Venkatesh

This paper addresses the problem of policy selection in domains with abundant logged data, but with a restricted interaction budget. Solving this problem would enable safe evaluation and deployment of offline reinforcement learning policies…