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相关论文: Infinite-horizon Off-Policy Policy Evaluation with…

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Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…

机器学习 · 统计学 2025-10-31 Feichen Gan , Youcun Lu , Yingying Zhang , Yukun Liu

Off-policy evaluation methods are important in recommendation systems and search engines, where data collected under an existing logging policy is used to estimate the performance of a new proposed policy. A common approach to this problem…

机器学习 · 计算机科学 2023-01-04 Jaron J. R. Lee , David Arbour , Georgios Theocharous

Motivated by the many real-world applications of reinforcement learning (RL) that require safe-policy iterations, we consider the problem of off-policy evaluation (OPE) -- the problem of evaluating a new policy using the historical data…

机器学习 · 计算机科学 2020-04-02 Tengyang Xie , Yifei Ma , Yu-Xiang Wang

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can…

机器学习 · 统计学 2023-02-03 Yang Xu , Jin Zhu , Chengchun Shi , Shikai Luo , Rui Song

We study the efficient off-policy evaluation of natural stochastic policies, which are defined in terms of deviations from the behavior policy. This is a departure from the literature on off-policy evaluation where most work consider the…

机器学习 · 计算机科学 2020-11-05 Nathan Kallus , Masatoshi Uehara

We study the problem of off-policy policy evaluation (OPPE) in RL. In contrast to prior work, we consider how to estimate both the individual policy value and average policy value accurately. We draw inspiration from recent work in causal…

In this paper, we consider a finite horizon non-stationary inventory system with setup costs. We detail an algorithm to find an approximate optimal policy and the basic idea is to use numerical procedure for computing integrals involved in…

最优化与控制 · 数学 2023-03-16 Jianyong Liu , Wei Geng , Xiaobo Zhao

Offline policy evaluation (OPE) allows us to evaluate and estimate a new sequential decision-making policy's performance by leveraging historical interaction data collected from other policies. Evaluating a new policy online without a…

机器学习 · 计算机科学 2024-11-04 Allen Nie , Yash Chandak , Christina J. Yuan , Anirudhan Badrinath , Yannis Flet-Berliac , Emma Brunskil

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…

机器学习 · 计算机科学 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

When data are collected adaptively, such as in bandit algorithms, classical statistical approaches such as ordinary least squares and $M$-estimation will often fail to achieve asymptotic normality. Although recent lines of work have…

统计方法学 · 统计学 2026-02-10 James Leiner , Robin Dunn , Aaditya Ramdas

Off-policy learning methods seek to derive an optimal policy directly from a fixed dataset of prior interactions. This objective presents significant challenges, primarily due to the inherent distributional shift and value function…

机器学习 · 计算机科学 2026-02-03 Arip Asadulaev , Maksim Bobrin , Salem Lahlou , Dmitry Dylov , Fakhri Karray , Martin Takac

Off-policy evaluation (OPE) estimates the performance of a target policy using offline data collected from a behavior policy, and is crucial in domains such as robotics or healthcare where direct interaction with the environment is costly…

Evaluating off-policy decisions using batch data poses significant challenges due to limited sample sizes leading to high variance. To improve Off-Policy Evaluation (OPE), we must identify and address the sources of this variance. Recent…

机器学习 · 统计学 2024-12-02 Ritam Majumdar , Jack Teversham , Sonali Parbhoo

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…

机器学习 · 计算机科学 2021-04-06 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed

Off-policy evaluation provides an essential tool for evaluating the effects of different policies or treatments using only observed data. When applied to high-stakes scenarios such as medical diagnosis or financial decision-making, it is…

机器学习 · 计算机科学 2020-10-30 Ziyang Tang , Yihao Feng , Na Zhang , Jian Peng , Qiang Liu

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

最优化与控制 · 数学 2013-04-23 Boris Lesner , Bruno Scherrer

Learning diverse policies for non-prehensile manipulation is essential for improving skill transfer and generalization to out-of-distribution scenarios. In this work, we enhance exploration through a two-fold approach within a hybrid…

机器人学 · 计算机科学 2025-04-29 Huy Le , Tai Hoang , Miroslav Gabriel , Gerhard Neumann , Ngo Anh Vien

We study off-policy evaluation (OPE) of contextual bandit policies for large discrete action spaces where conventional importance-weighting approaches suffer from excessive variance. To circumvent this variance issue, we propose a new…

机器学习 · 统计学 2023-06-12 Yuta Saito , Qingyang Ren , Thorsten Joachims

Consider learning a policy purely on the basis of demonstrated behavior -- that is, with no access to reinforcement signals, no knowledge of transition dynamics, and no further interaction with the environment. This *strictly batch…

机器学习 · 统计学 2021-01-15 Daniel Jarrett , Ioana Bica , Mihaela van der Schaar

We consider the problem of evaluating the performance of a decision policy using past observational data. The outcome of a policy is measured in terms of a loss (aka. disutility or negative reward) and the main problem is making valid…

机器学习 · 统计学 2023-07-03 Sofia Ek , Dave Zachariah , Fredrik D. Johansson , Petre Stoica