Related papers: Two-way Deconfounder for Off-policy Evaluation in …
Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior policy to evaluate and learn new policies, is crucial in applications where experimentation is limited such as medicine. We study the estimation of…
Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many…
We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing…
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…
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…
We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…
On a variety of complex decision-making tasks, from doctors prescribing treatment to judges setting bail, machine learning algorithms have been shown to outperform expert human judgments. One complication, however, is that it is often…
We consider evaluating and training a new policy for the evaluation data by using the historical data obtained from a different policy. The goal of off-policy evaluation (OPE) is to estimate the expected reward of a new policy over the…
This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…
Off-policy evaluation (OPE) is widely applied in sectors such as pharmaceuticals and e-commerce to evaluate the efficacy of novel products or policies from offline datasets. This paper introduces a causal deepset framework that relaxes…
Convenient access to observational data enables us to learn causal effects without randomized experiments. This research direction draws increasing attention in research areas such as economics, healthcare, and education. For example, we…
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…
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)…
Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…
The estimation of treatment effects is a pervasive problem in medicine. Existing methods for estimating treatment effects from longitudinal observational data assume that there are no hidden confounders, an assumption that is not testable…
Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…
Modern medical research demands specialized causal inference methods evaluating complex continuous-time dynamic treatment regimens using observational data. For instance, obtaining the causal effects of intravenous administration, a…
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…
Offline Reinforcement Learning promises to learn effective policies from previously-collected, static datasets without the need for exploration. However, existing Q-learning and actor-critic based off-policy RL algorithms fail when…
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…