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Related papers: Semiparametric Off-Policy Inference for Optimal Po…

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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

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 consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes, where the evaluation policy depends only on observable variables but the behavior policy depends on latent states (Tennenholtz et al. (2020a)). Prior…

Machine Learning · Computer Science 2021-09-23 Yash Nair , Nan Jiang

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

Off-policy Evaluation (OPE) methods are crucial tools for evaluating policies in high-stakes domains such as healthcare, where direct deployment is often infeasible, unethical, or expensive. When deployment environments are expected to…

Machine Learning · Computer Science 2022-09-20 Harvineet Singh , Shalmali Joshi , Finale Doshi-Velez , Himabindu Lakkaraju

Off-policy policy evaluation (OPE) estimates the outcome of a new policy using historical data collected from a different policy. However, existing OPE methods cannot handle cases when the new policy introduces novel actions. This issue…

Artificial Intelligence · Computer Science 2025-02-04 Hyunji Nam , Allen Nie , Ge Gao , Vasilis Syrgkanis , Emma Brunskill

Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance…

Machine Learning · Computer Science 2019-06-11 Nathan Kallus , Masatoshi Uehara

Off-policy Evaluation (OPE), or offline evaluation in general, evaluates the performance of hypothetical policies leveraging only offline log data. It is particularly useful in applications where the online interaction involves high stakes…

Machine Learning · Statistics 2021-09-01 Yuta Saito , Takuma Udagawa , Haruka Kiyohara , Kazuki Mogi , Yusuke Narita , Kei Tateno

Off-policy Evaluation (OPE) methods are a crucial tool for evaluating policies in high-stakes domains such as healthcare, where exploration is often infeasible, unethical, or expensive. However, the extent to which such methods can be…

Machine Learning · Computer Science 2024-04-09 Elita Lobo , Harvineet Singh , Marek Petrik , Cynthia Rudin , Himabindu Lakkaraju

We study minimax methods for off-policy evaluation (OPE) using value functions and marginalized importance weights. Despite that they hold promises of overcoming the exponential variance in traditional importance sampling, several key…

Machine Learning · Computer Science 2020-11-06 Nan Jiang , Jiawei Huang

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

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

Off-policy evaluation (OPE) methods aim to estimate the value of a new reinforcement learning (RL) policy prior to deployment. Recent advances have shown that leveraging auxiliary datasets, such as those synthesized by generative models,…

Machine Learning · Computer Science 2025-07-29 Aishwarya Mandyam , Jason Meng , Ge Gao , Jiankai Sun , Mac Schwager , Barbara E. Engelhardt , Emma Brunskill

Off-policy evaluation (OPE) aims to accurately evaluate the performance of counterfactual policies using only offline logged data. Although many estimators have been developed, there is no single estimator that dominates the others, because…

Machine Learning · Computer Science 2023-01-31 Takuma Udagawa , Haruka Kiyohara , Yusuke Narita , Yuta Saito , Kei Tateno

The Off-Policy Evaluation (OPE) problem consists of evaluating the performance of counterfactual policies with data collected by another one. To solve the OPE problem, we resort to estimators, which aim to estimate in the most accurate way…

Machine Learning · Computer Science 2024-11-12 Nicolò Felicioni , Michael Benigni , Maurizio Ferrari Dacrema

Off-policy evaluation (OPE) estimates the value of a target treatment policy (e.g., a recommender system) using data collected by a different logging policy. It enables high-stakes experimentation without live deployment, yet in practice…

Machine Learning · Statistics 2026-05-18 Connor Douglas , Joel Persson , Foster Provost

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

Off-policy evaluation (OPE) is widely applied in sectors such as pharmaceuticals and e-commerce to evaluate the efficacy of novel products or policies from offline datasets. This paper introduces a causal deepset framework that relaxes…

Machine Learning · Statistics 2024-07-26 Runpeng Dai , Jianing Wang , Fan Zhou , Shikai Luo , Zhiwei Qin , Chengchun Shi , Hongtu Zhu

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

Assessing the effects of a policy based on observational data from a different policy is a common problem across several high-stake decision-making domains, and several off-policy evaluation (OPE) techniques have been proposed. However,…

Machine Learning · Computer Science 2022-01-21 Sonali Parbhoo , Shalmali Joshi , Finale Doshi-Velez