Related papers: Long-term Off-Policy Evaluation and Learning
Counterfactual evaluation can estimate Click-Through-Rate (CTR) differences between ranking systems based on historical interaction data, while mitigating the effect of position bias and item-selection bias. We introduce the novel…
Off-policy learning plays a pivotal role in optimizing and evaluating policies prior to the online deployment. However, during the real-time serving, we observe varieties of interventions and constraints that cause inconsistency between the…
Off-policy evaluation (OPE) in reinforcement learning is notoriously difficult in long- and infinite-horizon settings due to diminishing overlap between behavior and target policies. In this paper, we study the role of Markovian and…
Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been…
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…
Offline optimization has recently emerged as an increasingly popular approach to mitigate the prohibitively expensive cost of online experimentation. The key idea is to learn a surrogate of the black-box function that underlines the target…
Large language models (LLMs) with long-context processing are still challenging because of their implementation complexity, training efficiency and data sparsity. To address this issue, a new paradigm named Online Long-context Processing…
Online experimentation platforms collect user feedback at low cost and large scale. Some systems even support real-time or near real-time data processing, and can update metrics and statistics continuously. Many commonly used metrics, such…
In this tutorial article, we aim to provide the reader with the conceptual tools needed to get started on research on offline reinforcement learning algorithms: reinforcement learning algorithms that utilize previously collected data,…
In recommender systems (RecSys) and real-time bidding (RTB) for online advertisements, we often try to optimize sequential decision making using bandit and reinforcement learning (RL) techniques. In these applications, offline reinforcement…
A/B testing, or online experiment is a standard business strategy to compare a new product with an old one in pharmaceutical, technological, and traditional industries. Major challenges arise in online experiments of two-sided marketplace…
Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…
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…
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…
A challenge that machine learning practitioners in the industry face is the task of selecting the best model to deploy in production. As a model is often an intermediate component of a production system, online controlled experiments such…
Off-policy evaluation (OPE) estimates the value of a contextual bandit policy prior to deployment. As such, OPE plays a critical role in ensuring safety in high-stakes domains such as healthcare. However, standard OPE approaches are limited…
We consider the off-policy evaluation (OPE) problem in contextual bandits, where the goal is to estimate the value of a target policy using the data collected by a logging policy. Most popular approaches to the OPE are variants of the…
The option framework has shown great promise by automatically extracting temporally-extended sub-tasks from a long-horizon task. Methods have been proposed for concurrently learning low-level intra-option policies and high-level option…
This paper endeavors to augment the robustness of offline reinforcement learning (RL) in scenarios laden with heavy-tailed rewards, a prevalent circumstance in real-world applications. We propose two algorithmic frameworks, ROAM and ROOM,…
Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…