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This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to…

Machine Learning · Computer Science 2017-11-08 Adith Swaminathan , Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudík , John Langford , Damien Jose , Imed Zitouni

Off-policy learning, referring to the procedure of policy optimization with access only to logged feedback data, has shown importance in various real-world applications, such as search engines, recommender systems, and etc. While the…

Machine Learning · Computer Science 2023-09-28 Xiaoying Zhang , Junpu Chen , Hongning Wang , Hong Xie , Yang Liu , John C. S. Lui , Hang Li

Accurately evaluating new policies (e.g. ad-placement models, ranking functions, recommendation functions) is one of the key prerequisites for improving interactive systems. While the conventional approach to evaluation relies on online A/B…

Machine Learning · Computer Science 2017-06-27 Aman Agarwal , Soumya Basu , Tobias Schnabel , Thorsten Joachims

Recommendation strategies are typically evaluated by using previously logged data, employing off-policy evaluation methods to estimate their expected performance. However, for strategies that present users with slates of multiple items, the…

Information Retrieval · Computer Science 2023-12-29 Shreyas Chaudhari , David Arbour , Georgios Theocharous , Nikos Vlassis

Offline policy learning aims to discover decision-making policies from previously-collected datasets without additional online interactions with the environment. As the training dataset is fixed, its quality becomes a crucial determining…

Machine Learning · Computer Science 2024-02-16 Qiang Wang , Yixin Deng , Francisco Roldan Sanchez , Keru Wang , Kevin McGuinness , Noel O'Connor , Stephen J. Redmond

Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

Machine Learning · Statistics 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

Off-policy evaluation methods are important in recommendation systems and search engines, where data collected under an existing logging policy is used to estimate the performance of a new proposed policy. A common approach to this problem…

Machine Learning · Computer Science 2023-01-04 Jaron J. R. Lee , David Arbour , Georgios Theocharous

Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…

Machine Learning · Computer Science 2023-10-25 Noveen Sachdeva , Lequn Wang , Dawen Liang , Nathan Kallus , Julian McAuley

We address policy learning with logged data in contextual bandits. Current offline-policy learning algorithms are mostly based on inverse propensity score (IPS) weighting requiring the logging policy to have \emph{full support} i.e. a…

Machine Learning · Statistics 2021-07-27 Hung Tran-The , Sunil Gupta , Thanh Nguyen-Tang , Santu Rana , Svetha Venkatesh

Off-policy evaluation is a key component of reinforcement learning which evaluates a target policy with offline data collected from behavior policies. It is a crucial step towards safe reinforcement learning and has been used in…

Machine Learning · Computer Science 2020-12-01 Jinlin Lai , Lixin Zou , Jiaxing Song

Evaluating the performance of clustering models is a challenging task where the outcome depends on the definition of what constitutes a cluster. Due to this design, current existing metrics rarely handle multiple clustering models with…

Machine Learning · Computer Science 2025-05-08 Louis Ohl , Fredrik Lindsten

We develop a generic data-driven method for estimator selection in off-policy policy evaluation settings. We establish a strong performance guarantee for the method, showing that it is competitive with the oracle estimator, up to a constant…

Machine Learning · Computer Science 2020-08-25 Yi Su , Pavithra Srinath , Akshay Krishnamurthy

Machine learning systems increasingly depend on pipelines of multiple algorithms to provide high quality and well structured predictions. This paper argues interaction effects between clustering and prediction (e.g. classification,…

Machine Learning · Statistics 2019-01-01 Matt Barnes , Artur Dubrawski

Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…

Machine Learning · Statistics 2025-09-04 Imad Aouali , Otmane Sakhi

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

Machine Learning · Computer Science 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

Offline policy evaluation (OPE) allows us to evaluate and estimate a new sequential decision-making policy's performance by leveraging historical interaction data collected from other policies. Evaluating a new policy online without a…

Machine Learning · Computer Science 2024-11-04 Allen Nie , Yash Chandak , Christina J. Yuan , Anirudhan Badrinath , Yannis Flet-Berliac , Emma Brunskil

It is known that reinforcement learning (RL) is data-hungry. To improve sample-efficiency of RL, it has been proposed that the learning algorithm utilize data from 'approximately similar' processes. However, since the process models are…

Machine Learning · Computer Science 2025-11-24 Vinay Kanakeri , Shivam Bajaj , Ashwin Verma , Vijay Gupta , Aritra Mitra

We consider a personalized pricing problem in which we have data consisting of feature information, historical pricing decisions, and binary realized demand. The goal is to perform off-policy evaluation for a new personalized pricing policy…

Machine Learning · Statistics 2023-02-27 Adam N. Elmachtoub , Vishal Gupta , Yunfan Zhao

We consider a simulation optimization problem for a context-dependent decision-making. A Gaussian mixture model is proposed to capture the performance clustering phenomena of context-dependent designs. Under a Bayesian framework, we develop…

Methodology · Statistics 2020-12-15 Haidong Li , Henry Lam , Yijie Peng
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