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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

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

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

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

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

We study off-policy evaluation (OPE) in partially observable environments with complex observations, with the goal of developing estimators whose guarantee avoids exponential dependence on the horizon. While such estimators exist for MDPs…

Machine Learning · Computer Science 2024-10-04 Yuheng Zhang , Nan Jiang

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

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

Autonomous exploration has many important applications. However, classic information gain-based or frontier-based exploration only relies on the robot current state to determine the immediate exploration goal, which lacks the capability of…

Robotics · Computer Science 2023-05-26 Yafei Hu , Junyi Geng , Chen Wang , John Keller , Sebastian Scherer

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

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

Machine Learning · Computer Science 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment.…

Machine Learning · Computer Science 2019-11-26 Alex Irpan , Kanishka Rao , Konstantinos Bousmalis , Chris Harris , Julian Ibarz , Sergey Levine

We study off-policy evaluation (OPE) for partially observable MDPs (POMDPs) with general function approximation. Existing methods such as sequential importance sampling estimators and fitted-Q evaluation suffer from the curse of horizon in…

Machine Learning · Computer Science 2023-11-16 Masatoshi Uehara , Haruka Kiyohara , Andrew Bennett , Victor Chernozhukov , Nan Jiang , Nathan Kallus , Chengchun Shi , Wen Sun

Holdout validation and hyperparameter tuning from data is a long-standing problem in offline reinforcement learning (RL). A standard framework is to use off-policy evaluation (OPE) methods to evaluate and select the policies, but OPE either…

Machine Learning · Computer Science 2025-10-27 Pai Liu , Lingfeng Zhao , Shivangi Agarwal , Jinghan Liu , Audrey Huang , Philip Amortila , Nan Jiang

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

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…

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

Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of sequential decision making problems ranging from healthcare…

Machine Learning · Statistics 2023-01-02 Yang Xu , Chengchun Shi , Shikai Luo , Lan Wang , Rui Song

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

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
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