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Off-policy learning methods seek to derive an optimal policy directly from a fixed dataset of prior interactions. This objective presents significant challenges, primarily due to the inherent distributional shift and value function…

Machine Learning · Computer Science 2026-02-03 Arip Asadulaev , Maksim Bobrin , Salem Lahlou , Dmitry Dylov , Fakhri Karray , Martin Takac

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

We consider evaluating and training a new policy for the evaluation data by using the historical data obtained from a different policy. The goal of off-policy evaluation (OPE) is to estimate the expected reward of a new policy over the…

Machine Learning · Statistics 2020-10-19 Masahiro Kato , Masatoshi Uehara , Shota Yasui

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

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

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

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

Off-policy evaluation (OPE) attempts to predict the performance of counterfactual policies using log data from a different policy. We extend its applicability by developing an OPE method for a class of both full support and deficient…

Machine Learning · Computer Science 2022-12-06 Yusuke Narita , Kyohei Okumura , Akihiro Shimizu , Kohei Yata

The world currently offers an abundance of data in multiple domains, from which we can learn reinforcement learning (RL) policies without further interaction with the environment. RL agents learning offline from such data is possible but…

Machine Learning · Computer Science 2022-12-19 Hager Radi , Josiah P. Hanna , Peter Stone , Matthew E. Taylor

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

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

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical…

Machine Learning · Statistics 2022-02-11 Ruiqi Zhang , Xuezhou Zhang , Chengzhuo Ni , Mengdi Wang

A fundamental challenge in model-based offline reinforcement learning (RL) lies in the trade-off between generalization and robustness against exploitation errors in out-of-distribution (OOD) regions. While OOD samples may capture valid…

Artificial Intelligence · Computer Science 2026-05-11 Hongqiang Lin , Dongxu Zhang , Yiding Sun , Mingzhe Li , Ning Yang , Haijun Zhang

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

Machine Learning · Computer Science 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

In the framework of Markov Decision Processes, off-policy learning, that is the problem of learning a linear approximation of the value function of some fixed policy from one trajectory possibly generated by some other policy. We briefly…

Artificial Intelligence · Computer Science 2013-04-16 Matthieu Geist , Bruno Scherrer

The problem of on-line off-policy evaluation (OPE) has been actively studied in the last decade due to its importance both as a stand-alone problem and as a module in a policy improvement scheme. However, most Temporal Difference (TD) based…

Machine Learning · Statistics 2017-02-24 Assaf Hallak , Shie Mannor

Modern decision-making systems, from robots to web recommendation engines, are expected to adapt: to user preferences, changing circumstances or even new tasks. Yet, it is still uncommon to deploy a dynamically learning agent (rather than a…

Machine Learning · Computer Science 2022-11-15 Shengpu Tang , Felipe Vieira Frujeri , Dipendra Misra , Alex Lamb , John Langford , Paul Mineiro , Sebastian Kochman

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

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

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
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