English
Related papers

Related papers: Additive Control Variates Dominate Self-Normalisat…

200 papers

This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

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

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 the problem of off-policy evaluation for reinforcement learning, where the goal is to estimate the expected reward of a target policy $\pi$ using offline data collected by running a logging policy $\mu$. Standard…

Machine Learning · Computer Science 2020-07-09 Ming Yin , Yu-Xiang Wang

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

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

Offline evaluation of information retrieval and recommendation has traditionally focused on distilling the quality of a ranking into a scalar metric such as average precision or normalized discounted cumulative gain. We can use this metric…

Information Retrieval · Computer Science 2022-04-26 Fernando Diaz , Andres Ferraro

On-policy distillation (OPD) trains a student on its own trajectories with token-level teacher feedback and often outperforms off-policy distillation and standard reinforcement learning. However, we find that its standard advantage weighted…

Machine Learning · Computer Science 2026-05-14 Nan Jia , Haojin Yang , Xing Ma , Jiesong Lian , Shuailiang Zhang , Weipeng Zhang , Ke Zeng , Xunliang Cai , Zequn Sun

We consider local kernel metric learning for off-policy evaluation (OPE) of deterministic policies in contextual bandits with continuous action spaces. Our work is motivated by practical scenarios where the target policy needs to be…

Machine Learning · Computer Science 2022-12-29 Haanvid Lee , Jongmin Lee , Yunseon Choi , Wonseok Jeon , Byung-Jun Lee , Yung-Kyun Noh , Kee-Eung Kim

Learning effective contextual-bandit policies from past actions of a deployed system is highly desirable in many settings (e.g. voice assistants, recommendation, search), since it enables the reuse of large amounts of log data.…

Machine Learning · Computer Science 2020-06-18 Noveen Sachdeva , Yi Su , Thorsten Joachims

Marketplace platforms routinely evaluate pricing and allocation policies using logged observational data, yet strong offline performance does not imply that a policy is safe to deploy. In real-time bidding (RTB) marketplaces, reserve-price…

Applications · Statistics 2026-05-14 Prashant Shekhar , Caroline Howard

We consider estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation (\textsf{OPE}) in contextual bandits, and estimation of the…

Machine Learning · Statistics 2024-11-21 Jeonghwan Lee , Cong Ma

In real-world recommender systems, user-item interactions are Missing Not At Random (MNAR), as interactions with popular items are more frequently observed than those with less popular ones. Missing observations shift recommendations toward…

Information Retrieval · Computer Science 2025-12-25 Kazuma Onishi , Katsuhiko Hayashi , Hidetaka Kamigaito

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 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

Overestimation bias control techniques are used by the majority of high-performing off-policy reinforcement learning algorithms. However, most of these techniques rely on pre-defined bias correction policies that are either not flexible…

Machine Learning · Computer Science 2022-02-01 Arsenii Kuznetsov , Alexander Grishin , Artem Tsypin , Arsenii Ashukha , Artur Kadurin , Dmitry Vetrov

We study the problem of off-policy evaluation for slate bandits, for the typical case in which the logging policy factorizes over the slots of the slate. We slightly depart from the existing literature by taking Bayes risk as the criterion…

Machine Learning · Computer Science 2021-01-08 Nikos Vlassis , Fernando Amat Gil , Ashok Chandrashekar

Large scale reinforcement learning has become a central tool for improving reasoning in large language models. At this scale, generation is often lagged or asynchronous, so updates are performed on data collected by older policies. This…

Machine Learning · Computer Science 2026-05-28 Otmane Sakhi , Aleksei Arzhantsev , Imad Aouali , Flavian Vasile

The comparison of benchmark error sets is an essential tool for the evaluation of theories in computational chemistry. The standard ranking of methods by their Mean Unsigned Error is unsatisfactory for several reasons linked to the…

Methodology · Statistics 2020-09-29 Pascal Pernot , Andreas Savin

Importance sampling (IS) is a popular technique in off-policy evaluation, which re-weights the return of trajectories in the replay buffer to boost sample efficiency. However, training with IS can be unstable and previous attempts to…

Machine Learning · Computer Science 2025-05-20 Chengyang Ying , Zhongkai Hao , Xinning Zhou , Hang Su , Dong Yan , Jun Zhu