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This paper studies off-policy evaluation (OPE) in reinforcement learning with a focus on behavior policy estimation for importance sampling. Prior work has shown empirically that estimating a history-dependent behavior policy can lead to…

Machine Learning · Computer Science 2025-05-29 Hongyi Zhou , Josiah P. Hanna , Jin Zhu , Ying Yang , Chengchun Shi

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

Machine Learning · Statistics 2024-02-20 Davide Mambelli , Stephan Bongers , Onno Zoeter , Matthijs T. J. Spaan , Frans A. Oliehoek

Off-policy evaluation (OPE) in ranking settings with large ranking action spaces, which stems from an increase in both the number of unique actions and length of the ranking, is essential for assessing new recommender policies using only…

Machine Learning · Statistics 2025-06-03 Tatsuki Takahashi , Chihiro Maru , Hiroko Shoji

In reinforcement learning, off-policy evaluation (OPE) is the problem of estimating the expected return of an evaluation policy given a fixed dataset that was collected by running one or more different policies. One of the more empirically…

Machine Learning · Computer Science 2023-10-31 Brahma S. Pavse , Josiah P. Hanna

In the framework of Markov Decision Processes, off-policy learning, that is the problem of learning a linear approximation of the value function of some fixed policy from one trajectory possibly generated by some other policy. We briefly…

Artificial Intelligence · Computer Science 2013-04-16 Matthieu Geist , Bruno Scherrer

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…

Machine Learning · Computer Science 2024-04-25 Yuta Saito , Himan Abdollahpouri , Jesse Anderton , Ben Carterette , Mounia Lalmas

We study off-policy evaluation (OPE) for partially observable MDPs (POMDPs) with general function approximation. Existing methods such as sequential importance sampling estimators and fitted-Q evaluation suffer from the curse of horizon in…

Machine Learning · Computer Science 2023-11-16 Masatoshi Uehara , Haruka Kiyohara , Andrew Bennett , Victor Chernozhukov , Nan Jiang , Nathan Kallus , Chengchun Shi , Wen Sun

We study off-policy evaluation (OPE) from multiple logging policies, each generating a dataset of fixed size, i.e., stratified sampling. Previous work noted that in this setting the ordering of the variances of different importance sampling…

Machine Learning · Computer Science 2020-10-22 Nathan Kallus , Yuta Saito , Masatoshi Uehara

We study observation-based strategies for partially-observable Markov decision processes (POMDPs) with omega-regular objectives. An observation-based strategy relies on partial information about the history of a play, namely, on the past…

Logic in Computer Science · Computer Science 2015-05-14 Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger

In applying reinforcement learning (RL) to high-stakes domains, quantitative and qualitative evaluation using observational data can help practitioners understand the generalization performance of new policies. However, this type of…

Machine Learning · Computer Science 2023-10-27 Shengpu Tang , Jenna Wiens

This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…

Machine Learning · Computer Science 2020-06-24 Nevena Lazic , Dong Yin , Mehrdad Farajtabar , Nir Levine , Dilan Gorur , Chris Harris , Dale Schuurmans

We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical…

Machine Learning · Statistics 2019-06-04 Nathan Kallus

Optimizing survival outcomes, such as patient survival or customer retention, is a critical objective in data-driven decision-making. Off-Policy Evaluation~(OPE) provides a powerful framework for assessing such decision-making policies…

Methodology · Statistics 2026-03-25 Kohsuke Kubota , Mitsuhiro Takahashi , Yuta Saito

We consider the problem of evaluating the performance of a decision policy using past observational data. The outcome of a policy is measured in terms of a loss (aka. disutility or negative reward) and the main problem is making valid…

Machine Learning · Statistics 2023-07-03 Sofia Ek , Dave Zachariah , Fredrik D. Johansson , Petre Stoica

In reinforcement learning, distributional off-policy evaluation (OPE) focuses on estimating the return distribution of a target policy using offline data collected under a different policy. This work focuses on extending the widely used…

Machine Learning · Statistics 2025-10-21 Sungee Hong , Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

When faced with sequential decision-making problems, it is often useful to be able to predict what would happen if decisions were made using a new policy. Those predictions must often be based on data collected under some previously used…

Machine Learning · Computer Science 2021-11-03 Yash Chandak , Scott Niekum , Bruno Castro da Silva , Erik Learned-Miller , Emma Brunskill , Philip S. Thomas

Policy evaluation is a fundamental component of the development and deployment pipeline for robotic policies. In modern manipulation systems, this problem is particularly challenging: rewards are often sparse, task progression of evaluation…

Robotics · Computer Science 2026-05-13 Hao Wang , Joshua Bowden , Colton Crosby , Somil Bansal

Off-policy evaluation (OPE) attempts to predict the performance of counterfactual policies using log data from a different policy. We extend its applicability by developing an OPE method for a class of both full support and deficient…

Machine Learning · Computer Science 2022-12-06 Yusuke Narita , Kyohei Okumura , Akihiro Shimizu , Kohei Yata

We consider local kernel metric learning for off-policy evaluation (OPE) of deterministic policies in contextual bandits with continuous action spaces. Our work is motivated by practical scenarios where the target policy needs to be…

Machine Learning · Computer Science 2022-12-29 Haanvid Lee , Jongmin Lee , Yunseon Choi , Wonseok Jeon , Byung-Jun Lee , Yung-Kyun Noh , Kee-Eung Kim
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