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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…

Machine Learning · Computer Science 2023-09-11 Olivier Jeunen , Ben London

Off-policy evaluation (OPE) estimates the value of a target treatment policy (e.g., a recommender system) using data collected by a different logging policy. It enables high-stakes experimentation without live deployment, yet in practice…

Machine Learning · Statistics 2026-05-18 Connor Douglas , Joel Persson , Foster Provost

Unbiased recommender learning (URL) and off-policy evaluation/learning (OPE/L) techniques are effective in addressing the data bias caused by display position and logging policies, thereby consistently improving the performance of…

Machine Learning · Statistics 2025-02-14 Tatsuki Takahashi , Chihiro Maru , Hiroko Shoji

Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies. Therefore, OPE is a key step in applying reinforcement learning to real-world…

Machine Learning · Computer Science 2021-03-11 Yihao Feng , Ziyang Tang , Na Zhang , Qiang Liu

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…

Machine Learning · Statistics 2024-08-20 Sutanoy Dasgupta , Yabo Niu , Kishan Panaganti , Dileep Kalathil , Debdeep Pati , Bani Mallick

Efficient methods to evaluate new algorithms are critical for improving interactive bandit and reinforcement learning systems such as recommendation systems. A/B tests are reliable, but are time- and money-consuming, and entail a risk of…

Machine Learning · Computer Science 2021-08-04 Yusuke Narita , Shota Yasui , Kohei Yata

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…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

This work aims to study off-policy evaluation (OPE) under scenarios where two key reinforcement learning (RL) assumptions -- temporal stationarity and individual homogeneity are both violated. To handle the ``double inhomogeneities", we…

Methodology · Statistics 2024-08-20 Zeyu Bian , Chengchun Shi , Zhengling Qi , Lan Wang

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

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…

Machine Learning · Computer Science 2021-09-20 Haruka Kiyohara , Kosuke Kawakami , Yuta Saito

This paper studies off-policy evaluation (OPE) in the presence of unmeasured confounders. Inspired by the two-way fixed effects regression model widely used in the panel data literature, we propose a two-way unmeasured confounding…

Machine Learning · Computer Science 2024-12-10 Shuguang Yu , Shuxing Fang , Ruixin Peng , Zhengling Qi , Fan Zhou , Chengchun Shi

The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

Machine Learning · Computer Science 2020-10-27 Masahiro Kato , Yusuke Kaneko

Holdout validation and hyperparameter tuning from data is a long-standing problem in offline reinforcement learning (RL). A standard framework is to use off-policy evaluation (OPE) methods to evaluate and select the policies, but OPE either…

Machine Learning · Computer Science 2025-10-27 Pai Liu , Lingfeng Zhao , Shivangi Agarwal , Jinghan Liu , Audrey Huang , Philip Amortila , Nan Jiang

Evaluating the value of a hypothetical target policy with only a logged dataset is important but challenging. On the one hand, it brings opportunities for safe policy improvement under high-stakes scenarios like clinical guidelines. On the…

Machine Learning · Computer Science 2024-10-30 Hao Sun , Alex J. Chan , Nabeel Seedat , Alihan Hüyük , Mihaela van der Schaar

When observed decisions depend only on observed features, off-policy policy evaluation (OPE) methods for sequential decision making problems can estimate the performance of evaluation policies before deploying them. This assumption is…

Machine Learning · Statistics 2020-03-13 Hongseok Namkoong , Ramtin Keramati , Steve Yadlowsky , Emma Brunskill

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

Estimation of importance sampling weights for off-policy evaluation of contextual bandits often results in imbalance - a mismatch between the desired and the actual distribution of state-action pairs after weighting. In this work we present…

Machine Learning · Computer Science 2020-03-06 Arjun Sondhi , David Arbour , Drew Dimmery

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…

Machine Learning · Computer Science 2019-06-11 Nathan Kallus , Masatoshi Uehara

Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

Machine Learning · Computer Science 2020-08-12 Omer Gottesman , Joseph Futoma , Yao Liu , Sonali Parbhoo , Leo Anthony Celi , Emma Brunskill , Finale Doshi-Velez

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