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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 minimax methods for off-policy evaluation (OPE) using value functions and marginalized importance weights. Despite that they hold promises of overcoming the exponential variance in traditional importance sampling, several key…

Machine Learning · Computer Science 2020-11-06 Nan Jiang , Jiawei Huang

We study decision making in environments where the reward is only partially observed, but can be modeled as a function of an action and an observed context. This setting, known as contextual bandits, encompasses a wide variety of…

Machine Learning · Computer Science 2011-05-09 Miroslav Dudik , John Langford , Lihong Li

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

Machine Learning · Computer Science 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

In observational studies, covariates with substantial missing data are often omitted, despite their strong predictive capabilities. These excluded covariates are generally believed not to simultaneously affect both treatment and outcome,…

Methodology · Statistics 2024-02-23 Shanshan Luo , Mengchen Shi , Wei Li , Xueli Wang , Zhi Geng

Even when unable to run experiments, practitioners can evaluate prospective policies, using previously logged data. However, while the bandits literature has adopted a diverse set of objectives, most research on off-policy evaluation to…

Machine Learning · Computer Science 2021-06-30 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

In an Markov decision process (MDP), unobservable confounders may exist and have impacts on the data generating process, so that the classic off-policy evaluation (OPE) estimators may fail to identify the true value function of the target…

Machine Learning · Statistics 2022-09-13 Miao Lu , Wenhao Yang , Liangyu Zhang , Zhihua Zhang

Off-policy evaluation and learning in contextual bandits use logged interaction data to estimate and optimize the value of a target policy. Most existing methods require sufficient action overlap between the logging and target policies, and…

Machine Learning · Statistics 2026-02-03 Shu Tamano

Evaluating novel contextual bandit policies using logged data is crucial in applications where exploration is costly, such as medicine. But it usually relies on the assumption of no unobserved confounders, which is bound to fail in…

Machine Learning · Statistics 2019-08-07 Andrew Bennett , Nathan Kallus

We develop a generic data-driven method for estimator selection in off-policy policy evaluation settings. We establish a strong performance guarantee for the method, showing that it is competitive with the oracle estimator, up to a constant…

Machine Learning · Computer Science 2020-08-25 Yi Su , Pavithra Srinath , Akshay Krishnamurthy

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 offer a theoretical characterization of off-policy evaluation (OPE) in reinforcement learning using function approximation for marginal importance weights and $q$-functions when these are estimated using recent minimax methods. Under…

Machine Learning · Computer Science 2022-07-26 Masatoshi Uehara , Masaaki Imaizumi , Nan Jiang , Nathan Kallus , Wen Sun , Tengyang Xie

This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to…

Machine Learning · Computer Science 2017-11-08 Adith Swaminathan , Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudík , John Langford , Damien Jose , Imed Zitouni

Autonomous exploration has many important applications. However, classic information gain-based or frontier-based exploration only relies on the robot current state to determine the immediate exploration goal, which lacks the capability of…

Robotics · Computer Science 2023-05-26 Yafei Hu , Junyi Geng , Chen Wang , John Keller , Sebastian Scherer

Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes…

Machine Learning · Computer Science 2023-01-26 Yash Chandak , Shiv Shankar , Nathaniel D. Bastian , Bruno Castro da Silva , Emma Brunskil , Philip S. Thomas

A popular approach for large scale data annotation tasks is crowdsourcing, wherein each data point is labeled by multiple noisy annotators. We consider the problem of inferring ground truth from noisy ordinal labels obtained from multiple…

Machine Learning · Statistics 2013-05-02 Balaji Lakshminarayanan , Yee Whye Teh

Reinforcement learning (RL) can be used to learn treatment policies and aid decision making in healthcare. However, given the need for generalization over complex state/action spaces, the incorporation of function approximators (e.g., deep…

Machine Learning · Computer Science 2021-07-26 Shengpu Tang , Jenna Wiens

When data are collected adaptively, such as in bandit algorithms, classical statistical approaches such as ordinary least squares and $M$-estimation will often fail to achieve asymptotic normality. Although recent lines of work have…

Methodology · Statistics 2026-02-10 James Leiner , Robin Dunn , Aaditya Ramdas

For text classification tasks, finetuned language models perform remarkably well. Yet, they tend to rely on spurious patterns in training data, thus limiting their performance on out-of-distribution (OOD) test data. Among recent models…

Computation and Language · Computer Science 2022-10-24 Maarten De Raedt , Fréderic Godin , Chris Develder , Thomas Demeester

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…

Machine Learning · Computer Science 2022-12-16 Brahma S. Pavse , Josiah P. Hanna