Related papers: Predicting Long Term Sequential Policy Value Using…
There has been a growing interest in off-policy evaluation in the literature such as recommender systems and personalized medicine. We have so far seen significant progress in developing estimators aimed at accurately estimating the…
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…
This paper focuses on developing Pareto-optimal estimation and policy learning to identify the most effective treatment that maximizes the total reward from both short-term and long-term effects, which might conflict with each other. For…
We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…
Estimating the long-term effects of treatments is of interest in many fields. A common challenge in estimating such treatment effects is that long-term outcomes are unobserved in the time frame needed to make policy decisions. One approach…
Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…
Estimating long-term causal effects based on short-term surrogates is a significant but challenging problem in many real-world applications, e.g., marketing and medicine. Despite its success in certain domains, most existing methods…
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…
Off-Policy Evaluation (OPE) aims to assess the effectiveness of counterfactual policies using only offline logged data and is often used to identify the top-k promising policies for deployment in online A/B tests. Existing evaluation…
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…
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…
Importance sampling (IS) is often used to perform off-policy policy evaluation but is prone to several issues, especially when the behavior policy is unknown and must be estimated from data. Significant differences between the target and…
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…
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…
Off-policy evaluation (OPE) is crucial for assessing a target policy's impact offline before its deployment. However, achieving accurate OPE in large state spaces remains challenging. This paper studies state abstractions -- originally…
In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…
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…
Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance…
Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…
Learning from human feedback has been central to recent advances in artificial intelligence and machine learning. Since the collection of human feedback is costly, a natural question to ask is if the new feedback always needs to collected.…