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We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

机器学习 · 计算机科学 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

Holdout validation and hyperparameter tuning from data is a long-standing problem in offline reinforcement learning (RL). A standard framework is to use off-policy evaluation (OPE) methods to evaluate and select the policies, but OPE either…

机器学习 · 计算机科学 2025-10-27 Pai Liu , Lingfeng Zhao , Shivangi Agarwal , Jinghan Liu , Audrey Huang , Philip Amortila , Nan Jiang

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…

机器学习 · 统计学 2025-10-21 Sungee Hong , Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…

机器学习 · 计算机科学 2023-09-11 Olivier Jeunen , Ben London

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

计量经济学 · 经济学 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

Off-Policy Evaluation (OPE) in contextual bandits is crucial for assessing new policies using existing data without costly experimentation. However, current OPE methods, such as Inverse Probability Weighting (IPW) and Doubly Robust (DR)…

机器学习 · 统计学 2023-12-05 Muhammad Faaiz Taufiq , Arnaud Doucet , Rob Cornish , Jean-Francois Ton

Ranking interfaces are everywhere in online platforms. There is thus an ever growing interest in their Off-Policy Evaluation (OPE), aiming towards an accurate performance evaluation of ranking policies using logged data. A de-facto approach…

A variety of theoretically-sound policy gradient algorithms exist for the on-policy setting due to the policy gradient theorem, which provides a simplified form for the gradient. The off-policy setting, however, has been less clear due to…

机器学习 · 计算机科学 2023-04-17 Eric Graves , Ehsan Imani , Raksha Kumaraswamy , Martha White

We provide theoretical investigations into off-policy evaluation in reinforcement learning using function approximators for (marginalized) importance weights and value functions. Our contributions include: (1) A new estimator, MWL, that…

机器学习 · 计算机科学 2020-10-08 Masatoshi Uehara , Jiawei Huang , Nan Jiang

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

Off-policy evaluation (OPE) methods allow us to compute the expected reward of a policy by using the logged data collected by a different policy. OPE is a viable alternative to running expensive online A/B tests: it can speed up the…

机器学习 · 计算机科学 2024-10-23 Matej Cief , Jacek Golebiowski , Philipp Schmidt , Ziawasch Abedjan , Artur Bekasov

When faced with sequential decision-making problems, it is often useful to be able to predict what would happen if decisions were made using a new policy. Those predictions must often be based on data collected under some previously used…

Evaluating policies using off-policy data is crucial for applying reinforcement learning to real-world problems such as healthcare and autonomous driving. Previous methods for off-policy evaluation (OPE) generally suffer from high variance…

机器学习 · 计算机科学 2024-10-04 Shreyas Chaudhari , Ameet Deshpande , Bruno Castro da Silva , Philip S. Thomas

Randomized trials, also known as A/B tests, are used to select between two policies: a control and a treatment. Given a corresponding set of features, we can ideally learn an optimized policy P that maps the A/B test data features to action…

机器学习 · 计算机科学 2018-06-08 Elon Portugaly , Joseph J. Pfeiffer

It has become increasingly common for data to be collected adaptively, for example using contextual bandits. Historical data of this type can be used to evaluate other treatment assignment policies to guide future innovation or experiments.…

机器学习 · 统计学 2025-09-22 Ruohan Zhan , Vitor Hadad , David A. Hirshberg , Susan Athey

How to select between policies and value functions produced by different training algorithms in offline reinforcement learning (RL) -- which is crucial for hyperpa-rameter tuning -- is an important open question. Existing approaches based…

机器学习 · 计算机科学 2021-11-04 Siyuan Zhang , Nan Jiang

We study the problem of off-policy evaluation for slate bandits, for the typical case in which the logging policy factorizes over the slots of the slate. We slightly depart from the existing literature by taking Bayes risk as the criterion…

机器学习 · 计算机科学 2021-01-08 Nikos Vlassis , Fernando Amat Gil , Ashok Chandrashekar

We study the problem of off-policy evaluation from batched contextual bandit data with multidimensional actions, often termed slates. The problem is common to recommender systems and user-interface optimization, and it is particularly…

机器学习 · 计算机科学 2021-11-04 Nikos Vlassis , Ashok Chandrashekar , Fernando Amat Gil , Nathan Kallus

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

机器学习 · 计算机科学 2016-05-27 Nan Jiang , Lihong Li

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

机器学习 · 计算机科学 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli