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Related papers: Off-policy Evaluation for Payments at Adyen

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Reinforcement learning (RL) approaches for Large Language Models (LLMs) frequently use on-policy algorithms, such as PPO or GRPO. However, policy lag from distributed training architectures and differences between the training and inference…

Machine Learning · Computer Science 2026-03-03 Daniel Ritter , Owen Oertell , Bradley Guo , Jonathan Chang , Kianté Brantley , Wen Sun

We study off-policy evaluation (OPE) in the problem of slate contextual bandits where a policy selects multi-dimensional actions known as slates. This problem is widespread in recommender systems, search engines, marketing, to medical…

Machine Learning · Statistics 2024-02-20 Haruka Kiyohara , Masahiro Nomura , Yuta Saito

Off-policy policy evaluation methods for sequential decision making can be used to help identify if a proposed decision policy is better than a current baseline policy. However, a new decision policy may be better than a baseline policy for…

Machine Learning · Computer Science 2021-11-30 Ramtin Keramati , Omer Gottesman , Leo Anthony Celi , Finale Doshi-Velez , Emma Brunskill

Evaluation of recommender systems is typically done with finite datasets. This means that conventional evaluation methodologies are only applicable in offline experiments, where data and models are stationary. However, in real world…

Information Retrieval · Computer Science 2015-05-04 João Vinagre , Alípio Mário Jorge , João Gama

Off-policy evaluation (OPE) is one of the most fundamental problems in reinforcement learning (RL) to estimate the expected long-term payoff of a given target policy with only experiences from another behavior policy that is potentially…

Machine Learning · Computer Science 2024-10-24 Yang Hu , Tianyi Chen , Na Li , Kai Wang , Bo Dai

Reinforcement learning algorithms are fundamental to align large language models with human preferences and to enhance their reasoning capabilities. However, current reinforcement learning algorithms often suffer from training instability…

Machine Learning · Computer Science 2025-06-05 Yaru Hao , Li Dong , Xun Wu , Shaohan Huang , Zewen Chi , Furu Wei

We study web and mobile applications that are used to schedule advance service, from medical appointments to restaurant reservations. We model them as online weighted bipartite matching problems with non-stationary arrivals. We propose new…

Optimization and Control · Mathematics 2018-05-29 Xinshang Wang , Van-Anh Truong , David Bank

This paper is concerned with constructing a confidence interval for a target policy's value offline based on a pre-collected observational data in infinite horizon settings. Most of the existing works assume no unmeasured variables exist…

Machine Learning · Statistics 2022-11-07 Chengchun Shi , Jin Zhu , Ye Shen , Shikai Luo , Hongtu Zhu , Rui Song

The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk. We motivate this problem of finding an allocation policy within a…

Artificial Intelligence · Computer Science 2020-12-23 Nymisha Bandi , Theja Tulabandhula

We study off-policy evaluation (OPE) in partially observable environments with complex observations, with the goal of developing estimators whose guarantee avoids exponential dependence on the horizon. While such estimators exist for MDPs…

Machine Learning · Computer Science 2024-10-04 Yuheng Zhang , Nan Jiang

This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…

Machine Learning · Computer Science 2021-06-25 Ming Yin , Yu-Xiang Wang

In this paper, we present our work towards comparing on-line and off-line evaluation metrics in the context of small e-commerce recommender systems. Recommending on small e-commerce enterprises is rather challenging due to the lower volume…

Information Retrieval · Computer Science 2020-06-11 Ladislav Peska , Peter Vojtas

A challenge that machine learning practitioners in the industry face is the task of selecting the best model to deploy in production. As a model is often an intermediate component of a production system, online controlled experiments such…

Machine Learning · Statistics 2021-05-31 Zhenwen Dai , Praveen Chandar , Ghazal Fazelnia , Ben Carterette , Mounia Lalmas-Roelleke

Online linear programming (OLP) has found broad applications in revenue management and resource allocation. State-of-the-art OLP algorithms achieve low regret by repeatedly solving linear programming (LP) subproblems that incorporate…

Machine Learning · Statistics 2025-11-04 Jingruo Sun , Wenzhi Gao , Ellen Vitercik , Yinyu Ye

Software companies have widely used online A/B testing to evaluate the impact of a new technology by offering it to groups of users and comparing it against the unmodified product. However, running online A/B testing needs not only efforts…

Software Engineering · Computer Science 2024-08-12 Jie JW Wu

We study the off-policy evaluation (OPE) problem in an infinite-horizon Markov decision process with continuous states and actions. We recast the $Q$-function estimation into a special form of the nonparametric instrumental variables (NPIV)…

Statistics Theory · Mathematics 2022-06-28 Xiaohong Chen , Zhengling Qi

Motivated by the many real-world applications of reinforcement learning (RL) that require safe-policy iterations, we consider the problem of off-policy evaluation (OPE) -- the problem of evaluating a new policy using the historical data…

Machine Learning · Computer Science 2020-04-02 Tengyang Xie , Yifei Ma , Yu-Xiang Wang

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.…

Machine Learning · Computer Science 2024-06-17 Aniruddha Bhargava , Lalit Jain , Branislav Kveton , Ge Liu , Subhojyoti Mukherjee

The online advertising market, with its thousands of auctions run per second, presents a daunting challenge for advertisers who wish to optimize their spend under a budget constraint. Thus, advertising platforms typically provide automated…

Machine Learning · Computer Science 2023-10-17 Dmytro Korenkevych , Frank Cheng , Artsiom Balakir , Alex Nikulkov , Lingnan Gao , Zhihao Cen , Zuobing Xu , Zheqing Zhu

Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would benefit significantly from having a confidence interval (CI)…

Machine Learning · Statistics 2021-06-09 Chengchun Shi , Runzhe Wan , Victor Chernozhukov , Rui Song