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Off-policy evaluation (OPE) is the method that attempts to estimate the performance of decision making policies using historical data generated by different policies without conducting costly online A/B tests. Accurate OPE is essential in…

Artificial Intelligence · Computer Science 2021-09-20 Yuta Saito , Takuma Udagawa , Kei Tateno

Off-policy evaluation (OPE) aims to estimate the benefit of following a counterfactual sequence of actions, given data collected from executed sequences. However, existing OPE estimators often exhibit high bias and high variance in problems…

Machine Learning · Computer Science 2023-07-17 Aaman Rebello , Shengpu Tang , Jenna Wiens , Sonali Parbhoo

Off-policy evaluation (OPE) is to evaluate a target policy with data generated by other policies. Most previous OPE methods focus on precisely estimating the true performance of a policy. We observe that in many applications, (1) the end…

Machine Learning · Computer Science 2022-06-22 Yue Jin , Yue Zhang , Tao Qin , Xudong Zhang , Jian Yuan , Houqiang Li , Tie-Yan Liu

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

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

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

Machine Learning · Computer Science 2023-08-30 Hanhan Zhou , Tian Lan , Vaneet Aggarwal

Off-policy evaluation (OPE) in contextual bandits has seen rapid adoption in real-world systems, since it enables offline evaluation of new policies using only historic log data. Unfortunately, when the number of actions is large, existing…

Machine Learning · Computer Science 2022-06-17 Yuta Saito , Thorsten Joachims

Off-policy estimation (OPE) methods enable unbiased offline evaluation of recommender systems, directly estimating the online reward some target policy would have obtained, from offline data and with statistical guarantees. The theoretical…

Machine Learning · Statistics 2025-08-12 Olivier Jeunen

Off-policy evaluation (OPE) is important for closing the gap between offline training and evaluation of reinforcement learning (RL), by estimating performance and/or rank of target (evaluation) policies using offline trajectories only. It…

Machine Learning · Computer Science 2023-10-17 Qitong Gao , Ge Gao , Juncheng Dong , Vahid Tarokh , Min Chi , Miroslav Pajic

In offline reinforcement learning, weighted regression is a common method to ensure the learned policy stays close to the behavior policy and to prevent selecting out-of-sample actions. In this work, we show that due to the limited…

Machine Learning · Computer Science 2023-03-01 Huayu Chen , Cheng Lu , Chengyang Ying , Hang Su , Jun Zhu

When performing imitation learning from expert demonstrations, distribution matching is a popular approach, in which one alternates between estimating distribution ratios and then using these ratios as rewards in a standard reinforcement…

Machine Learning · Computer Science 2019-12-12 Ilya Kostrikov , Ofir Nachum , Jonathan Tompson

Offline reinforcement learning (RL) methods can generally be categorized into two types: RL-based and Imitation-based. RL-based methods could in principle enjoy out-of-distribution generalization but suffer from erroneous off-policy…

Machine Learning · Computer Science 2023-04-06 Haoran Xu , Li Jiang , Jianxiong Li , Xianyuan Zhan

Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many…

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy from samples obtained via different policies. Recently, applying OPE methods for bandit problems has garnered attention. For the theoretical guarantees of…

Machine Learning · Computer Science 2020-10-26 Masahiro Kato , Kenshi Abe , Kaito Ariu , Shota Yasui

Matching users based on mutual preferences is a fundamental aspect of services driven by reciprocal recommendations, such as job search and dating applications. Although A/B tests remain the gold standard for evaluating new policies in…

Machine Learning · Computer Science 2025-07-21 Yudai Hayashi , Shuhei Goda , Yuta Saito

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) 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

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

This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…

Machine Learning · Computer Science 2020-06-24 Nevena Lazic , Dong Yin , Mehrdad Farajtabar , Nir Levine , Dilan Gorur , Chris Harris , Dale Schuurmans

A recently popular approach to solving reinforcement learning is with data from human preferences. In fact, human preference data are now used with classic reinforcement learning algorithms such as actor-critic methods, which involve…

Machine Learning · Computer Science 2024-02-28 Zihao Li , Xiang Ji , Minshuo Chen , Mengdi Wang