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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

For an autonomous agent, executing a poor policy may be costly or even dangerous. For such agents, it is desirable to determine confidence interval lower bounds on the performance of any given policy without executing said policy. Current…

Artificial Intelligence · Computer Science 2018-09-25 Josiah P. Hanna , Peter Stone , Scott Niekum

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

We study the problem of off-policy policy evaluation (OPPE) in RL. In contrast to prior work, we consider how to estimate both the individual policy value and average policy value accurately. We draw inspiration from recent work in causal…

Machine Learning · Computer Science 2019-04-19 Yao Liu , Omer Gottesman , Aniruddh Raghu , Matthieu Komorowski , Aldo Faisal , Finale Doshi-Velez , Emma Brunskill

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy using historical data collected under a different logging policy. OPE methods typically assume overlap between the target and logging policy, enabling…

Methodology · Statistics 2024-03-12 Samir Khan , Martin Saveski , Johan Ugander

This study addresses the problem of off-policy evaluation (OPE) from dependent samples obtained via the bandit algorithm. The goal of OPE is to evaluate a new policy using historical data obtained from behavior policies generated by the…

Machine Learning · Statistics 2020-06-15 Masahiro Kato

We offer an experimental benchmark and empirical study for off-policy policy evaluation (OPE) in reinforcement learning, which is a key problem in many safety critical applications. Given the increasing interest in deploying learning-based…

Machine Learning · Computer Science 2021-11-30 Cameron Voloshin , Hoang M. Le , Nan Jiang , Yisong Yue

Primal-dual safe RL methods commonly perform iterations between the primal update of the policy and the dual update of the Lagrange Multiplier. Such a training paradigm is highly susceptible to the error in cumulative cost estimation since…

Machine Learning · Computer Science 2024-04-16 Zifan Wu , Bo Tang , Qian Lin , Chao Yu , Shangqin Mao , Qianlong Xie , Xingxing Wang , Dong Wang

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

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

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

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

Evaluating policies using off-policy data is crucial for applying reinforcement learning to real-world problems such as healthcare and autonomous driving. Previous methods for off-policy evaluation (OPE) generally suffer from high variance…

Machine Learning · Computer Science 2024-10-04 Shreyas Chaudhari , Ameet Deshpande , Bruno Castro da Silva , Philip S. Thomas

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 consider off-policy evaluation (OPE) of deterministic target policies for reinforcement learning (RL) in environments with continuous action spaces. While it is common to use importance sampling for OPE, it suffers from high variance…

Machine Learning · Computer Science 2024-05-30 Haanvid Lee , Tri Wahyu Guntara , Jongmin Lee , Yung-Kyun Noh , Kee-Eung Kim

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

Many sequential decision-making systems leverage data collected using prior policies to propose a new policy. For critical applications, it is important that high-confidence guarantees on the new policy's behavior are provided before…

Machine Learning · Computer Science 2021-01-26 Yash Chandak , Shiv Shankar , Philip S. Thomas

While the classic off-policy evaluation (OPE) literature commonly assumes decision time points to be evenly spaced for simplicity, in many real-world scenarios, such as those involving user-initiated visits, decisions are made at…

Methodology · Statistics 2024-09-17 Xin Chen , Wenbin Lu , Shu Yang , Dipankar Bandyopadhyay

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

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