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Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would benefit significantly from having a confidence interval (CI)…

Machine Learning · Statistics 2021-06-09 Chengchun Shi , Runzhe Wan , Victor Chernozhukov , Rui Song

We study the efficient off-policy evaluation of natural stochastic policies, which are defined in terms of deviations from the behavior policy. This is a departure from the literature on off-policy evaluation where most work consider the…

Machine Learning · Computer Science 2020-11-05 Nathan Kallus , Masatoshi Uehara

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

We consider a personalized pricing problem in which we have data consisting of feature information, historical pricing decisions, and binary realized demand. The goal is to perform off-policy evaluation for a new personalized pricing policy…

Machine Learning · Statistics 2023-02-27 Adam N. Elmachtoub , Vishal Gupta , Yunfan Zhao

When learning from a batch of logged bandit feedback, the discrepancy between the policy to be learned and the off-policy training data imposes statistical and computational challenges. Unlike classical supervised learning and online…

Machine Learning · Computer Science 2018-08-02 Yuan Xie , Boyi Liu , Qiang Liu , Zhaoran Wang , Yuan Zhou , Jian Peng

The presence of uncertainty in policy evaluation significantly complicates the process of policy ranking and selection in real-world settings. We formally consider offline policy selection as learning preferences over a set of policy…

Machine Learning · Computer Science 2020-12-15 Mengjiao Yang , Bo Dai , Ofir Nachum , George Tucker , Dale Schuurmans

Counterfactual evaluation can estimate Click-Through-Rate (CTR) differences between ranking systems based on historical interaction data, while mitigating the effect of position bias and item-selection bias. We introduce the novel…

Information Retrieval · Computer Science 2020-07-29 Harrie Oosterhuis , Maarten de Rijke

Before A/B testing online a new version of a recommender system, it is usual to perform some offline evaluations on historical data. We focus on evaluation methods that compute an estimator of the potential uplift in revenue that could…

Machine Learning · Statistics 2018-01-23 Alexandre Gilotte , Clément Calauzènes , Thomas Nedelec , Alexandre Abraham , Simon Dollé

Recommender and search systems commonly rely on Learning To Rank models trained on logged user interactions to order items by predicted relevance. However, such interaction data is often subject to position bias, as users are more likely to…

Information Retrieval · Computer Science 2025-09-05 Aleksandr V. Petrov , Michael Murtagh , Karthik Nagesh

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

Machine Learning · Computer Science 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

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

Modern decision-making systems, from robots to web recommendation engines, are expected to adapt: to user preferences, changing circumstances or even new tasks. Yet, it is still uncommon to deploy a dynamically learning agent (rather than a…

Machine Learning · Computer Science 2022-11-15 Shengpu Tang , Felipe Vieira Frujeri , Dipendra Misra , Alex Lamb , John Langford , Paul Mineiro , Sebastian Kochman

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

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

Machine Learning · Computer Science 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

We explore off-policy evaluation and learning (OPE/L) in contextual combinatorial bandits (CCB), where a policy selects a subset in the action space. For example, it might choose a set of furniture pieces (a bed and a drawer) from available…

Machine Learning · Statistics 2024-08-22 Tatsuhiro Shimizu , Koichi Tanaka , Ren Kishimoto , Haruka Kiyohara , Masahiro Nomura , Yuta Saito

Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

Machine Learning · Computer Science 2020-08-12 Omer Gottesman , Joseph Futoma , Yao Liu , Sonali Parbhoo , Leo Anthony Celi , Emma Brunskill , Finale Doshi-Velez

Reinforcement learning (RL) has been extensively researched for enhancing human-environment interactions in various human-centric tasks, including e-learning and healthcare. Since deploying and evaluating policies online are high-stakes in…

Machine Learning · Computer Science 2023-02-21 Ge Gao , Song Ju , Markel Sanz Ausin , Min Chi

We consider the off-policy estimation problem of estimating the expected reward of a target policy using samples collected by a different behavior policy. Importance sampling (IS) has been a key technique to derive (nearly) unbiased…

Machine Learning · Computer Science 2018-10-31 Qiang Liu , Lihong Li , Ziyang Tang , Dengyong Zhou

This paper studies off-policy evaluation (OPE) in the presence of unmeasured confounders. Inspired by the two-way fixed effects regression model widely used in the panel data literature, we propose a two-way unmeasured confounding…

Machine Learning · Computer Science 2024-12-10 Shuguang Yu , Shuxing Fang , Ruixin Peng , Zhengling Qi , Fan Zhou , Chengchun Shi

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