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Importance sampling-based estimators for off-policy evaluation (OPE) are valued for their simplicity, unbiasedness, and reliance on relatively few assumptions. However, the variance of these estimators is often high, especially when…

机器学习 · 计算机科学 2021-09-15 Simon P. Shen , Yecheng Jason Ma , Omer Gottesman , Finale Doshi-Velez

Off-policy Evaluation (OPE), or offline evaluation in general, evaluates the performance of hypothetical policies leveraging only offline log data. It is particularly useful in applications where the online interaction involves high stakes…

机器学习 · 统计学 2021-09-01 Yuta Saito , Takuma Udagawa , Haruka Kiyohara , Kazuki Mogi , Yusuke Narita , Kei Tateno

Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance…

机器学习 · 计算机科学 2019-06-11 Nathan Kallus , Masatoshi Uehara

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…

机器学习 · 计算机科学 2022-07-05 Yao Liu , Yannis Flet-Berliac , Emma Brunskill

In applying reinforcement learning (RL) to high-stakes domains, quantitative and qualitative evaluation using observational data can help practitioners understand the generalization performance of new policies. However, this type of…

机器学习 · 计算机科学 2023-10-27 Shengpu Tang , Jenna Wiens

Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been…

机器学习 · 统计学 2025-07-10 Han Wang , Yang Xu , Wenbin Lu , Rui Song

Off-policy evaluation (OPE) is crucial for assessing a target policy's impact offline before its deployment. However, achieving accurate OPE in large state spaces remains challenging. This paper studies state abstractions -- originally…

机器学习 · 统计学 2025-03-05 Meiling Hao , Pingfan Su , Liyuan Hu , Zoltan Szabo , Qingyuan Zhao , Chengchun Shi

We consider off-policy evaluation (OPE), which evaluates the performance of a new policy from observed data collected from previous experiments, without requiring the execution of the new policy. This finds important applications in areas…

机器学习 · 计算机科学 2020-08-18 Yihao Feng , Tongzheng Ren , Ziyang Tang , Qiang Liu

Short- and long-term outcomes of an algorithm often differ, with damaging downstream effects. A known example is a click-bait algorithm, which may increase short-term clicks but damage long-term user engagement. A possible solution to…

机器学习 · 计算机科学 2024-04-25 Yuta Saito , Himan Abdollahpouri , Jesse Anderton , Ben Carterette , Mounia Lalmas

Off-policy evaluation (OPE) estimates the value of a target treatment policy (e.g., a recommender system) using data collected by a different logging policy. It enables high-stakes experimentation without live deployment, yet in practice…

机器学习 · 统计学 2026-05-18 Connor Douglas , Joel Persson , Foster Provost

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…

机器学习 · 计算机科学 2021-12-06 Christina J. Yuan , Yash Chandak , Stephen Giguere , Philip S. Thomas , Scott Niekum

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…

机器学习 · 统计学 2025-09-04 Imad Aouali , Otmane Sakhi

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…

Matching users based on mutual preferences is a fundamental aspect of services driven by reciprocal recommendations, such as job search and dating applications. Although A/B tests remain the gold standard for evaluating new policies in…

机器学习 · 计算机科学 2025-07-21 Yudai Hayashi , Shuhei Goda , Yuta Saito

In many domains, the exploration process of reinforcement learning will be too costly as it requires trying out suboptimal policies, resulting in a need for off-policy evaluation, in which a target policy is evaluated based on data…

机器学习 · 计算机科学 2024-05-07 David M. Bossens , Philip S. Thomas

We offer an experimental benchmark and empirical study for off-policy policy evaluation (OPE) in reinforcement learning, which is a key problem in many safety critical applications. Given the increasing interest in deploying learning-based…

机器学习 · 计算机科学 2021-11-30 Cameron Voloshin , Hoang M. Le , Nan Jiang , Yisong Yue

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…

机器学习 · 计算机科学 2021-11-02 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

While the classic off-policy evaluation (OPE) literature commonly assumes decision time points to be evenly spaced for simplicity, in many real-world scenarios, such as those involving user-initiated visits, decisions are made at…

统计方法学 · 统计学 2024-09-17 Xin Chen , Wenbin Lu , Shu Yang , Dipankar Bandyopadhyay

Assessing the effects of a policy based on observational data from a different policy is a common problem across several high-stake decision-making domains, and several off-policy evaluation (OPE) techniques have been proposed. However,…

机器学习 · 计算机科学 2022-01-21 Sonali Parbhoo , Shalmali Joshi , Finale Doshi-Velez

Importance sampling (IS) is a common reweighting strategy for off-policy prediction in reinforcement learning. While it is consistent and unbiased, it can result in high variance updates to the weights for the value function. In this work,…

机器学习 · 计算机科学 2019-11-15 Matthew Schlegel , Wesley Chung , Daniel Graves , Jian Qian , Martha White