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Related papers: Value-aware Importance Weighting for Off-policy Re…

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Importance sampling is a popular variance reduction method for Monte Carlo estimation, where a notorious question is how to design good proposal distributions. While in most cases optimal (zero-variance) estimators are theoretically…

Statistics Theory · Mathematics 2021-02-22 Carsten Hartmann , Lorenz Richter

Off-the-shelf convolutional neural network features achieve outstanding results in many image retrieval tasks. However, their invariance to target data is pre-defined by the network architecture and training data. Existing image retrieval…

Computer Vision and Pattern Recognition · Computer Science 2022-07-26 Osman Tursun , Simon Denman , Sridha Sridharan , Clinton Fookes

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-09-10 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

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…

Machine Learning · Computer Science 2026-05-29 Ziwen Xie , Shaowen Xiang , Hongyu He , Dianbo Liu

We consider off-policy evaluation in the contextual bandit setting for the purpose of obtaining a robust off-policy selection strategy, where the selection strategy is evaluated based on the value of the chosen policy in a set of proposal…

Machine Learning · Computer Science 2022-03-22 Ilja Kuzborskij , Claire Vernade , András György , Csaba Szepesvári

State-of-the-art machine learning models require access to significant amount of annotated data in order to achieve the desired level of performance. While unlabelled data can be largely available and even abundant, annotation process can…

Machine Learning · Computer Science 2020-10-15 Rahaf Aljundi , Nikolay Chumerin , Daniel Olmeda Reino

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

Statistics Theory · Mathematics 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

Reinforcement learning provides a mathematical framework for learning-based control, whose success largely depends on the amount of data it can utilize. The efficient utilization of historical trajectories obtained from previous policies is…

Machine Learning · Computer Science 2025-03-06 Yifan Lin , Yuhao Wang , Enlu Zhou

Sequential importance sampling algorithms have been defined to estimate likelihoods in models of ancestral population processes. However, these algorithms are based on features of the models with constant population size, and become…

Statistics Theory · Mathematics 2016-03-24 Coralie Merle , Raphaël Leblois , François Rousset , Pierre Pudlo

Under distribution shift (DS) where the training data distribution differs from the test one, a powerful technique is importance weighting (IW) which handles DS in two separate steps: weight estimation (WE) estimates the test-over-training…

Machine Learning · Computer Science 2020-11-06 Tongtong Fang , Nan Lu , Gang Niu , Masashi Sugiyama

List-wise learning to rank methods are considered to be the state-of-the-art. One of the major problems with these methods is that the ambiguous nature of relevance labels in learning to rank data is ignored. Ambiguity of relevance labels…

Information Retrieval · Computer Science 2017-07-26 Rolf Jagerman , Julia Kiseleva , Maarten de Rijke

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…

Machine Learning · Computer Science 2021-12-24 Brett Daley , Christopher Amato

In offline reinforcement learning, weighted regression is a common method to ensure the learned policy stays close to the behavior policy and to prevent selecting out-of-sample actions. In this work, we show that due to the limited…

Machine Learning · Computer Science 2023-03-01 Huayu Chen , Cheng Lu , Chengyang Ying , Hang Su , Jun Zhu

Experience replay, which enables the agents to remember and reuse experience from the past, has played a significant role in the success of off-policy reinforcement learning (RL). To utilize the experience replay efficiently, the existing…

Machine Learning · Computer Science 2021-04-08 Youngmin Oh , Kimin Lee , Jinwoo Shin , Eunho Yang , Sung Ju Hwang

A key to causal inference with observational data is achieving balance in predictive features associated with each treatment type. Recent literature has explored representation learning to achieve this goal. In this work, we discuss the…

Machine Learning · Statistics 2021-02-25 Serge Assaad , Shuxi Zeng , Chenyang Tao , Shounak Datta , Nikhil Mehta , Ricardo Henao , Fan Li , Lawrence Carin

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

Machine Learning · Computer Science 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

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

Adversarial Imitation Learning (AIL) faces challenges with sample inefficiency because of its reliance on sufficient on-policy data to evaluate the performance of the current policy during reward function updates. In this work, we study the…

Machine Learning · Computer Science 2024-05-28 Yilei Chen , Vittorio Giammarino , James Queeney , Ioannis Ch. Paschalidis

Current deep neural networks (DNNs) can easily overfit to biased training data with corrupted labels or class imbalance. Sample re-weighting strategy is commonly used to alleviate this issue by designing a weighting function mapping from…

Machine Learning · Computer Science 2019-09-30 Jun Shu , Qi Xie , Lixuan Yi , Qian Zhao , Sanping Zhou , Zongben Xu , Deyu Meng

Overparameterized models that achieve zero training error are observed to generalize well on average, but degrade in performance when faced with data that is under-represented in the training sample. In this work, we study an…

Machine Learning · Statistics 2024-05-13 Kuo-Wei Lai , Vidya Muthukumar