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This paper addresses the problem of policy selection in domains with abundant logged data, but with a restricted interaction budget. Solving this problem would enable safe evaluation and deployment of offline reinforcement learning policies…

In this paper we present a new way of predicting the performance of a reinforcement learning policy given historical data that may have been generated by a different policy. The ability to evaluate a policy from historical data is important…

Machine Learning · Computer Science 2016-04-05 Philip S. Thomas , Emma Brunskill

We consider the off-policy evaluation (OPE) problem in contextual bandits, where the goal is to estimate the value of a target policy using the data collected by a logging policy. Most popular approaches to the OPE are variants of the…

Machine Learning · Statistics 2024-08-20 Sutanoy Dasgupta , Yabo Niu , Kishan Panaganti , Dileep Kalathil , Debdeep Pati , Bani Mallick

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

In reinforcement learning, distributional off-policy evaluation (OPE) focuses on estimating the return distribution of a target policy using offline data collected under a different policy. This work focuses on extending the widely used…

Machine Learning · Statistics 2025-10-21 Sungee Hong , Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

We study off-policy evaluation (OPE) from multiple logging policies, each generating a dataset of fixed size, i.e., stratified sampling. Previous work noted that in this setting the ordering of the variances of different importance sampling…

Machine Learning · Computer Science 2020-10-22 Nathan Kallus , Yuta Saito , Masatoshi Uehara

We study off-policy evaluation (OPE) of contextual bandit policies for large discrete action spaces where conventional importance-weighting approaches suffer from excessive variance. To circumvent this variance issue, we propose a new…

Machine Learning · Statistics 2023-06-12 Yuta Saito , Qingyang Ren , Thorsten Joachims

Off-policy learning in dynamic decision problems is essential for providing strong evidence that a new policy is better than the one in use. But how can we prove superiority without testing the new policy? To answer this question, we…

Machine Learning · Statistics 2015-02-12 Assaf Hallak , François Schnitzler , Timothy Mann , Shie Mannor

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

Personalized preference alignment for LLMs with diverse human preferences requires evaluation and alignment methods that capture pluralism. Most existing preference alignment datasets are logged under policies that differ substantially from…

Computation and Language · Computer Science 2025-09-25 Chengkai Huang , Junda Wu , Zhouhang Xie , Yu Xia , Rui Wang , Tong Yu , Subrata Mitra , Julian McAuley , Lina Yao

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing…

Machine Learning · Computer Science 2022-06-17 Chengchun Shi , Masatoshi Uehara , Jiawei Huang , Nan Jiang

In real-world recommender systems and search engines, optimizing ranking decisions to present a ranked list of relevant items is critical. Off-policy evaluation (OPE) for ranking policies is thus gaining a growing interest because it…

Machine Learning · Statistics 2022-02-04 Haruka Kiyohara , Yuta Saito , Tatsuya Matsuhiro , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

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

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

We present and prove properties of a new offline policy evaluator for an exploration learning setting which is superior to previous evaluators. In particular, it simultaneously and correctly incorporates techniques from importance…

Machine Learning · Computer Science 2012-10-19 Miroslav Dudik , Dumitru Erhan , John Langford , Lihong Li

The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

Machine Learning · Computer Science 2020-10-27 Masahiro Kato , Yusuke Kaneko

The world currently offers an abundance of data in multiple domains, from which we can learn reinforcement learning (RL) policies without further interaction with the environment. RL agents learning offline from such data is possible but…

Machine Learning · Computer Science 2022-12-19 Hager Radi , Josiah P. Hanna , Peter Stone , Matthew E. Taylor

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

Offline reinforcement learning seeks to utilize offline (observational) data to guide the learning of (causal) sequential decision making strategies. The hope is that offline reinforcement learning coupled with function approximation…

Machine Learning · Computer Science 2020-10-23 Ruosong Wang , Dean P. Foster , Sham M. Kakade