English
Related papers

Related papers: Off-Policy Evaluation for Ranking Policies under D…

200 papers

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

Reinforcement learning (RL) can be used to learn treatment policies and aid decision making in healthcare. However, given the need for generalization over complex state/action spaces, the incorporation of function approximators (e.g., deep…

Machine Learning · Computer Science 2021-07-26 Shengpu Tang , Jenna Wiens

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

In this work, we consider the problem of estimating a behaviour policy for use in Off-Policy Policy Evaluation (OPE) when the true behaviour policy is unknown. Via a series of empirical studies, we demonstrate how accurate OPE is strongly…

Machine Learning · Computer Science 2018-07-11 Aniruddh Raghu , Omer Gottesman , Yao Liu , Matthieu Komorowski , Aldo Faisal , Finale Doshi-Velez , Emma Brunskill

This paper investigates the off-policy evaluation (OPE) problem from a distributional perspective. Rather than focusing solely on the expectation of the total return, as in most existing OPE methods, we aim to estimate the entire return…

Machine Learning · Statistics 2026-04-27 Qi Kuang , Chao Wang , Yuling Jiao , Fan Zhou

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

Offline policy optimization could have a large impact on many real-world decision-making problems, as online learning may be infeasible in many applications. Importance sampling and its variants are a commonly used type of estimator in…

Machine Learning · Computer Science 2022-07-05 Yao Liu , Yannis Flet-Berliac , Emma Brunskill

Off-policy policy evaluation (OPE) estimates the outcome of a new policy using historical data collected from a different policy. However, existing OPE methods cannot handle cases when the new policy introduces novel actions. This issue…

Artificial Intelligence · Computer Science 2025-02-04 Hyunji Nam , Allen Nie , Ge Gao , Vasilis Syrgkanis , Emma Brunskill

Estimation of importance sampling weights for off-policy evaluation of contextual bandits often results in imbalance - a mismatch between the desired and the actual distribution of state-action pairs after weighting. In this work we present…

Machine Learning · Computer Science 2020-03-06 Arjun Sondhi , David Arbour , Drew Dimmery

Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Currently, most results hinge on unrealistic assumptions about the data…

Machine Learning · Computer Science 2024-05-02 Sunil Madhow , Dan Qiao , Ming Yin , Yu-Xiang Wang

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

A critical need for industrial recommender systems is the ability to evaluate recommendation policies offline, before deploying them to production. Unfortunately, widely used off-policy evaluation methods either make strong assumptions…

Machine Learning · Computer Science 2022-10-19 Alexander Buchholz , Ben London , Giuseppe di Benedetto , Thorsten Joachims

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

Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…

Methodology · Statistics 2024-08-19 Ian Waudby-Smith , Lili Wu , Aaditya Ramdas , Nikos Karampatziakis , Paul Mineiro

Policy optimization is an effective reinforcement learning approach to solve continuous control tasks. Recent achievements have shown that alternating online and offline optimization is a successful choice for efficient trajectory reuse.…

Machine Learning · Computer Science 2018-11-01 Alberto Maria Metelli , Matteo Papini , Francesco Faccio , Marcello Restelli

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

This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to…

Machine Learning · Computer Science 2017-11-08 Adith Swaminathan , Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudík , John Langford , Damien Jose , Imed Zitouni

Off-policy evaluation (OPE) estimates the performance of a target policy using offline data collected from a behavior policy, and is crucial in domains such as robotics or healthcare where direct interaction with the environment is costly…

Off-policy evaluation (OPE) aims to estimate the performance of hypothetical policies using data generated by a different policy. Because of its huge potential impact in practice, there has been growing research interest in this field.…

Machine Learning · Computer Science 2021-10-27 Yuta Saito , Shunsuke Aihara , Megumi Matsutani , Yusuke Narita

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
‹ Prev 1 3 4 5 6 7 10 Next ›