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Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can…

Machine Learning · Statistics 2023-02-03 Yang Xu , Jin Zhu , Chengchun Shi , Shikai Luo , Rui Song

Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been…

Machine Learning · Statistics 2025-07-10 Han Wang , Yang Xu , Wenbin Lu , Rui Song

A recently popular approach to solving reinforcement learning is with data from human preferences. In fact, human preference data are now used with classic reinforcement learning algorithms such as actor-critic methods, which involve…

Machine Learning · Computer Science 2024-02-28 Zihao Li , Xiang Ji , Minshuo Chen , Mengdi Wang

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment.…

Machine Learning · Computer Science 2019-11-26 Alex Irpan , Kanishka Rao , Konstantinos Bousmalis , Chris Harris , Julian Ibarz , Sergey Levine

While the classic off-policy evaluation (OPE) literature commonly assumes decision time points to be evenly spaced for simplicity, in many real-world scenarios, such as those involving user-initiated visits, decisions are made at…

Methodology · Statistics 2024-09-17 Xin Chen , Wenbin Lu , Shu Yang , Dipankar Bandyopadhyay

A/B testing is critical for modern technological companies to evaluate the effectiveness of newly developed products against standard baselines. This paper studies optimal designs that aim to maximize the amount of information obtained from…

Methodology · Statistics 2023-11-07 Ting Li , Chengchun Shi , Jianing Wang , Fan Zhou , Hongtu Zhu

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…

Machine Learning · Statistics 2021-11-08 Hengrui Cai , Chengchun Shi , Rui Song , Wenbin Lu

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy using historical data collected under a different logging policy. OPE methods typically assume overlap between the target and logging policy, enabling…

Methodology · Statistics 2024-03-12 Samir Khan , Martin Saveski , Johan Ugander

This paper investigates the off-policy evaluation (OPE) problem from a distributional perspective. Rather than focusing solely on the expectation of the total return, as in most existing OPE methods, we aim to estimate the entire return…

Machine Learning · Statistics 2026-04-27 Qi Kuang , Chao Wang , Yuling Jiao , Fan Zhou

Off-Policy Evaluation (OPE) is employed to assess the potential impact of a hypothetical policy using logged contextual bandit feedback, which is crucial in areas such as personalized medicine and recommender systems, where online…

Machine Learning · Computer Science 2025-07-10 Yuqi Bai , Ziyu Zhao , Chenxin Lyu , Minqin Zhu , Kun Kuang

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

Off-policy evaluation (OPE) estimates the performance of a target policy using offline data collected from a behavior policy, and is crucial in domains such as robotics or healthcare where direct interaction with the environment is costly…

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

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

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

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

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

Before A/B testing online a new version of a recommender system, it is usual to perform some offline evaluations on historical data. We focus on evaluation methods that compute an estimator of the potential uplift in revenue that could…

Machine Learning · Statistics 2018-01-23 Alexandre Gilotte , Clément Calauzènes , Thomas Nedelec , Alexandre Abraham , Simon Dollé

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

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