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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

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 study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

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

We study the problem of estimating the distribution of the return of a policy using an offline dataset that is not generated from the policy, i.e., distributional offline policy evaluation (OPE). We propose an algorithm called Fitted…

Machine Learning · Computer Science 2024-01-01 Runzhe Wu , Masatoshi Uehara , Wen Sun

The off-policy paradigm casts recommendation as a counterfactual decision-making task, allowing practitioners to unbiasedly estimate online metrics using offline data. This leads to effective evaluation metrics, as well as learning…

Machine Learning · Computer Science 2024-09-17 Olivier Jeunen , Aleksei Ustimenko

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

Machine Learning · Computer Science 2023-08-30 Hanhan Zhou , Tian Lan , Vaneet Aggarwal

Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many…

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

Machine Learning · Computer Science 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

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

Off-policy evaluation (OPE) is a critical challenge in robust decision-making that seeks to assess the performance of a new policy using data collected under a different policy. However, the existing OPE methodologies suffer from several…

Machine Learning · Statistics 2025-02-11 Muhammad Faaiz Taufiq

Evaluating the value of a hypothetical target policy with only a logged dataset is important but challenging. On the one hand, it brings opportunities for safe policy improvement under high-stakes scenarios like clinical guidelines. On the…

Machine Learning · Computer Science 2024-10-30 Hao Sun , Alex J. Chan , Nabeel Seedat , Alihan Hüyük , Mihaela van der Schaar

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

Off-policy evaluation and learning (OPE/L) use offline observational data to make better decisions, which is crucial in applications where online experimentation is limited. However, depending entirely on logged data, OPE/L is sensitive to…

Machine Learning · Computer Science 2022-07-19 Nathan Kallus , Xiaojie Mao , Kaiwen Wang , Zhengyuan Zhou

We consider off-policy evaluation (OPE) in continuous treatment settings, such as personalized dose-finding. In OPE, one aims to estimate the mean outcome under a new treatment decision rule using historical data generated by a different…

Machine Learning · Statistics 2021-11-08 Hengrui Cai , Chengchun Shi , Rui Song , Wenbin Lu

Off-policy Evaluation (OPE) methods are crucial tools for evaluating policies in high-stakes domains such as healthcare, where direct deployment is often infeasible, unethical, or expensive. When deployment environments are expected to…

Machine Learning · Computer Science 2022-09-20 Harvineet Singh , Shalmali Joshi , Finale Doshi-Velez , Himabindu Lakkaraju

The Off-Policy Evaluation (OPE) problem consists of evaluating the performance of counterfactual policies with data collected by another one. To solve the OPE problem, we resort to estimators, which aim to estimate in the most accurate way…

Machine Learning · Computer Science 2024-11-12 Nicolò Felicioni , Michael Benigni , Maurizio Ferrari Dacrema

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical…

Machine Learning · Statistics 2022-02-11 Ruiqi Zhang , Xuezhou Zhang , Chengzhuo Ni , Mengdi Wang

The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

Machine Learning · Computer Science 2020-10-27 Masahiro Kato , Yusuke Kaneko

Off-policy evaluation (OPE) is to evaluate a target policy with data generated by other policies. Most previous OPE methods focus on precisely estimating the true performance of a policy. We observe that in many applications, (1) the end…

Machine Learning · Computer Science 2022-06-22 Yue Jin , Yue Zhang , Tao Qin , Xudong Zhang , Jian Yuan , Houqiang Li , Tie-Yan Liu
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