Related papers: Off-policy evaluation beyond overlap: partial iden…
A variety of theoretically-sound policy gradient algorithms exist for the on-policy setting due to the policy gradient theorem, which provides a simplified form for the gradient. The off-policy setting, however, has been less clear due to…
Short- and long-term outcomes of an algorithm often differ, with damaging downstream effects. A known example is a click-bait algorithm, which may increase short-term clicks but damage long-term user engagement. A possible solution to…
There has been a growing interest in off-policy evaluation in the literature such as recommender systems and personalized medicine. We have so far seen significant progress in developing estimators aimed at accurately estimating the…
The average treatment effect (ATE), the mean difference in potential outcomes under treatment and control, is a canonical causal effect. Overlap, which says that all subjects have non-zero probability of either treatment status, is…
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…
Off-policy prediction -- learning the value function for one policy from data generated while following another policy -- is one of the most challenging subproblems in reinforcement learning. This paper presents empirical results with…
The world currently offers an abundance of data in multiple domains, from which we can learn reinforcement learning (RL) policies without further interaction with the environment. RL agents learning offline from such data is possible but…
Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Currently, most results hinge on unrealistic assumptions about the data…
Automated decision-making algorithms drive applications such as recommendation systems and search engines. These algorithms often rely on off-policy contextual bandits or off-policy learning (OPL). Conventionally, OPL selects actions that…
We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…
We consider the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of an evaluation policy, $\pi_e$, using a fixed dataset, $\mathcal{D}$, collected by one or more policies…
We study estimator selection and hyper-parameter tuning in off-policy evaluation. Although cross-validation is the most popular method for model selection in supervised learning, off-policy evaluation relies mostly on theory, which provides…
Off-policy evaluation estimates how a target policy would perform using data collected by a different behavior policy, which is crucial when online testing is costly or risky, such as in recommendation or healthcare. Standard importance…
In this paper, we study the offline RL problem with linear function approximation. Our main structural assumption is that the MDP has low inherent Bellman error, which stipulates that linear value functions have linear Bellman backups with…
Off-policy learning (OPL) often involves minimizing a risk estimator based on importance weighting to correct bias from the logging policy used to collect data. However, this method can produce an estimator with a high variance. A common…
The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…
In this paper, we propose a novel $K$-nearest neighbor resampling procedure for estimating the performance of a policy from historical data containing realized episodes of a decision process generated under a different policy. We provide…
We consider offline Reinforcement Learning (RL), where the agent does not interact with the environment and must rely on offline data collected using a behavior policy. Previous works provide policy evaluation guarantees when the target…
We study representation learning for Offline Reinforcement Learning (RL), focusing on the important task of Offline Policy Evaluation (OPE). Recent work shows that, in contrast to supervised learning, realizability of the Q-function is not…
It is well known that the historical logs are used for evaluating and learning policies in interactive systems, e.g. recommendation, search, and online advertising. Since direct online policy learning usually harms user experiences, it is…