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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

Learning from off-policy data is essential for sample-efficient reinforcement learning. In the present work, we build on the insight that the advantage function can be understood as the causal effect of an action on the return, and show…

Machine Learning · Computer Science 2024-02-21 Hsiao-Ru Pan , Bernhard Schölkopf

We provide a sound and consistent foundation for the use of \emph{nonrandom} exploration data in "contextual bandit" or "partially labeled" settings where only the value of a chosen action is learned. The primary challenge in a variety of…

Machine Learning · Computer Science 2010-06-15 Alex Strehl , John Langford , Sham Kakade , Lihong Li

We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown…

Machine Learning · Computer Science 2021-10-20 Nathan Kallus , Angela Zhou

Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by…

Machine Learning · Computer Science 2020-07-29 Andrew Bennett , Nathan Kallus , Lihong Li , Ali Mousavi

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 study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

This paper investigates how to efficiently transition and update policies, trained initially with demonstrations, using off-policy actor-critic reinforcement learning. It is well-known that techniques based on Learning from Demonstrations,…

Machine Learning · Computer Science 2020-04-07 Vinicius G. Goecks , Gregory M. Gremillion , Vernon J. Lawhern , John Valasek , Nicholas R. Waytowich

Off-policy reinforcement learning (RL) is concerned with learning a rewarding policy by executing another policy that gathers samples of experience. While the former policy (i.e. target policy) is rewarding but in-expressive (in most cases,…

Machine Learning · Computer Science 2020-03-02 Anji Liu , Yitao Liang , Guy Van den Broeck

Evaluating novel contextual bandit policies using logged data is crucial in applications where exploration is costly, such as medicine. But it usually relies on the assumption of no unobserved confounders, which is bound to fail in…

Machine Learning · Statistics 2019-08-07 Andrew Bennett , Nathan Kallus

In interactive systems, actions are often correlated, presenting an opportunity for more sample-efficient off-policy evaluation (OPE) and learning (OPL) in large action spaces. We introduce a unified Bayesian framework to capture these…

Machine Learning · Computer Science 2025-04-10 Imad Aouali , Victor-Emmanuel Brunel , David Rohde , Anna Korba

We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some variables that confound actions are not observed, and (ii)…

Machine Learning · Computer Science 2023-03-21 Siyu Chen , Yitan Wang , Zhaoran Wang , Zhuoran Yang

We study high-confidence behavior-agnostic off-policy evaluation in reinforcement learning, where the goal is to estimate a confidence interval on a target policy's value, given only access to a static experience dataset collected by…

Machine Learning · Computer Science 2020-10-23 Bo Dai , Ofir Nachum , Yinlam Chow , Lihong Li , Csaba Szepesvári , Dale Schuurmans

Offline reinforcement learning methods hold the promise of learning policies from pre-collected datasets without the need to query the environment for new transitions. This setting is particularly well-suited for continuous control robotic…

Machine Learning · Computer Science 2022-03-18 Xi Chen , Ali Ghadirzadeh , Tianhe Yu , Yuan Gao , Jianhao Wang , Wenzhe Li , Bin Liang , Chelsea Finn , Chongjie Zhang

We propose an estimator and confidence interval for computing the value of a policy from off-policy data in the contextual bandit setting. To this end we apply empirical likelihood techniques to formulate our estimator and confidence…

Machine Learning · Computer Science 2020-10-20 Nikos Karampatziakis , John Langford , Paul Mineiro

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

Offline reinforcement learning (RL) aims to infer sequential decision policies using only offline datasets. This is a particularly difficult setup, especially when learning to achieve multiple different goals or outcomes under a given…

Machine Learning · Computer Science 2024-05-17 Mianchu Wang , Yue Jin , Giovanni Montana

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

Machine Learning · Statistics 2024-02-20 Davide Mambelli , Stephan Bongers , Onno Zoeter , Matthijs T. J. Spaan , Frans A. Oliehoek

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

Off-policy evaluation (OPE) methods allow us to compute the expected reward of a policy by using the logged data collected by a different policy. OPE is a viable alternative to running expensive online A/B tests: it can speed up the…

Machine Learning · Computer Science 2024-10-23 Matej Cief , Jacek Golebiowski , Philipp Schmidt , Ziawasch Abedjan , Artur Bekasov