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Related papers: Offline Contextual Bandits in the Presence of New …

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Offline policy learning (OPL) leverages existing data collected a priori for policy optimization without any active exploration. Despite the prevalence and recent interest in this problem, its theoretical and algorithmic foundations in…

Machine Learning · Computer Science 2022-03-15 Thanh Nguyen-Tang , Sunil Gupta , A. Tuan Nguyen , Svetha Venkatesh

We study off-policy learning (OPL) in contextual bandits, which plays a key role in a wide range of real-world applications such as recommendation systems and online advertising. Typical OPL in contextual bandits assumes an unconstrained…

Machine Learning · Computer Science 2026-05-19 Koichi Tanaka , Ren Kishimoto , Bushun Kawagishi , Yusuke Narita , Yasuo Yamamoto , Nobuyuki Shimizu , Yuta Saito

We address policy learning with logged data in contextual bandits. Current offline-policy learning algorithms are mostly based on inverse propensity score (IPS) weighting requiring the logging policy to have \emph{full support} i.e. a…

Machine Learning · Statistics 2021-07-27 Hung Tran-The , Sunil Gupta , Thanh Nguyen-Tang , Santu Rana , Svetha Venkatesh

Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…

Machine Learning · Statistics 2025-09-04 Imad Aouali , Otmane Sakhi

Off-policy learning (OPL) in contextual bandits aims to learn a decision-making policy that maximizes the target rewards by using only historical interaction data collected under previously developed policies. Unfortunately, when rewards…

Machine Learning · Computer Science 2025-06-18 Rikiya Takehi , Masahiro Asami , Kosuke Kawakami , Yuta Saito

Even when unable to run experiments, practitioners can evaluate prospective policies, using previously logged data. However, while the bandits literature has adopted a diverse set of objectives, most research on off-policy evaluation to…

Machine Learning · Computer Science 2021-06-30 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

We consider off-policy selection and learning in contextual bandits, where the learner aims to select or train a reward-maximizing policy using data collected by a fixed behavior policy. Our contribution is two-fold. First, we propose a…

Machine Learning · Computer Science 2025-07-15 J. Jon Ryu , Jeongyeol Kwon , Benjamin Koppe , Kwang-Sung Jun

Off-policy learning is a framework for evaluating and optimizing policies without deploying them, from data collected by another policy. Real-world environments are typically non-stationary and the offline learned policies should adapt to…

Machine Learning · Computer Science 2021-04-06 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed

This paper investigates off-policy evaluation in contextual bandits, aiming to quantify the performance of a target policy using data collected under a different and potentially unknown behavior policy. Recently, methods based on conformal…

Machine Learning · Statistics 2025-07-23 Yilong Wan , Yuqiang Li , Xianyi Wu

This paper introduces a new principled approach for off-policy learning in contextual bandits. Unlike previous work, our approach does not derive learning principles from intractable or loose bounds. We analyse the problem through the…

Machine Learning · Statistics 2023-05-30 Otmane Sakhi , Pierre Alquier , Nicolas Chopin

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

We consider offline policy optimization (OPO) in contextual bandits, where one is given a fixed dataset of logged interactions. While pessimistic regularizers are typically used to mitigate distribution shift, prior implementations thereof…

Machine Learning · Computer Science 2023-10-27 Lequn Wang , Akshay Krishnamurthy , Aleksandrs Slivkins

The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…

Machine Learning · Computer Science 2024-08-15 Shashank Gupta , Olivier Jeunen , Harrie Oosterhuis , Maarten de Rijke

We study off-policy learning (OPL) of contextual bandit policies in large discrete action spaces where existing methods -- most of which rely crucially on reward-regression models or importance-weighted policy gradients -- fail due to…

Machine Learning · Statistics 2024-02-12 Yuta Saito , Jihan Yao , Thorsten Joachims

We propose an estimator and confidence interval for computing the value of a policy from off-policy data in the contextual bandit setting. To this end we apply empirical likelihood techniques to formulate our estimator and confidence…

Machine Learning · Computer Science 2020-10-20 Nikos Karampatziakis , John Langford , Paul Mineiro

Most off-policy evaluation methods for contextual bandits have focused on the expected outcome of a policy, which is estimated via methods that at best provide only asymptotic guarantees. However, in many applications, the expectation may…

Machine Learning · Statistics 2022-10-27 Muhammad Faaiz Taufiq , Jean-Francois Ton , Rob Cornish , Yee Whye Teh , Arnaud Doucet

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

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

Reinforcement learning (RL) approaches for Large Language Models (LLMs) frequently use on-policy algorithms, such as PPO or GRPO. However, policy lag from distributed training architectures and differences between the training and inference…

Machine Learning · Computer Science 2026-03-03 Daniel Ritter , Owen Oertell , Bradley Guo , Jonathan Chang , Kianté Brantley , Wen Sun

Off-policy evaluation and learning in contextual bandits use logged interaction data to estimate and optimize the value of a target policy. Most existing methods require sufficient action overlap between the logging and target policies, and…

Machine Learning · Statistics 2026-02-03 Shu Tamano
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