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Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

Machine Learning · Computer Science 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

The accessibility of vast volumes of unlabeled data has sparked growing interest in semi-supervised learning (SSL) and covariate shift transfer learning (CSTL). In this paper, we present an inference framework for estimating regression…

Methodology · Statistics 2024-06-21 Ye Tian , Peng Wu , Zhiqiang Tan

This manuscripts develops a new class of deep learning algorithms for outcomes that are potentially censored. To account for censoring, the unobservable loss function used in the absence of censoring is replaced by a censoring unbiased…

Methodology · Statistics 2019-04-24 Jon Arni Steingrimsson

Offline inverse reinforcement learning (Offline IRL) aims to recover the structure of rewards and environment dynamics that underlie observed actions in a fixed, finite set of demonstrations from an expert agent. Accurate models of…

Machine Learning · Computer Science 2024-03-01 Siliang Zeng , Chenliang Li , Alfredo Garcia , Mingyi Hong

Deep Reinforcement Learning (DRL) is a powerful tool used for addressing complex challenges in mobile networks. This paper investigates the application of two DRL models, on-policy and off-policy, in the field of resource allocation for…

Networking and Internet Architecture · Computer Science 2024-12-04 Manal Mehdaoui , Amine Abouaomar

This paper introduces an assumption-lean method that constructs valid and efficient lower predictive bounds (LPBs) for survival times with censored data. We build on recent work by Cand\`es et al. (2021), whose approach first subsets the…

Methodology · Statistics 2023-11-08 Yu Gui , Rohan Hore , Zhimei Ren , Rina Foygel Barber

Offline policy learning aims to use historical data to learn an optimal personalized decision rule. In the standard estimate-then-optimize framework, reweighting-based methods (e.g., inverse propensity weighting or doubly robust estimators)…

Optimization and Control · Mathematics 2026-01-21 Jingren Liu , Hanzhang Qin , Junyi Liu , Mabel C. Chou , Jong-Shi Pang

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 study the off-policy evaluation (OPE) problem in an infinite-horizon Markov decision process with continuous states and actions. We recast the $Q$-function estimation into a special form of the nonparametric instrumental variables (NPIV)…

Statistics Theory · Mathematics 2022-06-28 Xiaohong Chen , Zhengling Qi

Offline Reinforcement Learning (RL) aims to learn policies from previously collected datasets without exploring the environment. Directly applying off-policy algorithms to offline RL usually fails due to the extrapolation error caused by…

Machine Learning · Computer Science 2022-02-24 Chenjia Bai , Lingxiao Wang , Zhuoran Yang , Zhihong Deng , Animesh Garg , Peng Liu , Zhaoran Wang

Observational data have been actively used to estimate treatment effect, driven by the growing availability of electronic health records (EHRs). However, EHRs typically consist of longitudinal records, often introducing time-dependent…

Machine Learning · Computer Science 2024-06-14 Junghwan Lee , Simin Ma , Nicoleta Serban , Shihao Yang

In critical care settings such as the Intensive Care Unit, clinicians face the complex challenge of balancing conflicting objectives, primarily maximizing patient survival while minimizing resource utilization (e.g., length of stay).…

Machine Learning · Computer Science 2025-12-10 Aryaman Bansal , Divya Sharma

Off-policy evaluation (OPE) in ranking settings with large ranking action spaces, which stems from an increase in both the number of unique actions and length of the ranking, is essential for assessing new recommender policies using only…

Machine Learning · Statistics 2025-06-03 Tatsuki Takahashi , Chihiro Maru , Hiroko Shoji

The inverse probability (IPW) and doubly robust (DR) estimators are often used to estimate the average causal effect (ATE), but are vulnerable to outliers. The IPW/DR median can be used for outlier-resistant estimation of the ATE, but the…

Methodology · Statistics 2024-09-16 Kazuharu Harada , Hironori Fujisawa

Prediction methods for time-to-event outcomes often utilize survival models that rely on strong assumptions about noninformative censoring or on how individual-level covariates and survival functions are related. When the main interest is…

Methodology · Statistics 2024-02-29 Mahsa Ashouri , Nicholas C. Henderson

Previous research has investigated the potential of refugee matching for boosting refugee outcomes, first considered by Bansak et al. (2018). This paper demonstrates the stability of counterfactual impact evaluation results in the context…

Machine Learning · Computer Science 2026-05-11 Kirk Bansak , Elisabeth Paulson , Dominik Rothenhäusler , Jeremy Ferwerda , Jens Hainmueller , Michael Hotard

Many sequential decision making problems are high-stakes and require off-policy evaluation (OPE) of a new policy using historical data collected using some other policy. One of the most common OPE techniques that provides unbiased estimates…

Machine Learning · Computer Science 2021-12-06 Christina J. Yuan , Yash Chandak , Stephen Giguere , Philip S. Thomas , Scott Niekum

This paper introduces an Ordinary Differential Equation (ODE) notion for survival analysis. The ODE notion not only provides a unified modeling framework, but more importantly, also enables the development of a widely applicable, scalable,…

Methodology · Statistics 2021-12-07 Weijing Tang , Kevin He , Gongjun Xu , Ji Zhu

Interpreting critical variables involved in complex biological processes related to survival time can help understand prediction from survival models, evaluate treatment efficacy, and develop new therapies for patients. Currently, the…

Machine Learning · Computer Science 2022-10-03 Xinxing Wu , Chong Peng , Richard Charnigo , Qiang Cheng

We study risk-sensitive RL where the goal is learn a history-dependent policy that optimizes some risk measure of cumulative rewards. We consider a family of risks called the optimized certainty equivalents (OCE), which captures important…

Machine Learning · Computer Science 2025-03-03 Kaiwen Wang , Dawen Liang , Nathan Kallus , Wen Sun
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