相关论文: Adaptive Estimator Selection for Off-Policy Evalua…

Most reinforcement learning practitioners evaluate their policies with online Monte Carlo estimators for either hyperparameter tuning or testing different algorithmic design choices, where the policy is repeatedly executed in the…

We address the challenge of policy evaluation in real-world applications of reinforcement learning systems where the available historical data is limited due to ethical, practical, or security considerations. This constrained distribution…

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…

We introduce a distributionally robust approach that enhances the reliability of offline policy evaluation in contextual bandits under general covariate shifts. Our method aims to deliver robust policy evaluation results in the presence of…

Off-policy learning, referring to the procedure of policy optimization with access only to logged feedback data, has shown importance in various real-world applications, such as search engines, recommender systems, and etc. While the…

Off-policy stochastic actor-critic methods rely on approximating the stochastic policy gradient in order to derive an optimal policy. One may also derive the optimal policy by approximating the action-value gradient. The use of action-value…

Off-policy learning plays a pivotal role in optimizing and evaluating policies prior to the online deployment. However, during the real-time serving, we observe varieties of interventions and constraints that cause inconsistency between the…

To accumulate knowledge and improve its policy of behaviour, a reinforcement learning agent can learn `off-policy' about policies that differ from the policy used to generate its experience. This is important to learn counterfactuals, or…

Policy evaluation algorithms are essential to reinforcement learning due to their ability to predict the performance of a policy. However, there are two long-standing issues lying in this prediction problem that need to be tackled:…

Counterfactual estimators are critical for learning and refining policies using logged data, a process known as Off-Policy Evaluation (OPE). OPE allows researchers to assess new policies without costly experiments, speeding up the…

Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior policy to evaluate and learn new policies, is crucial in applications where experimentation is limited such as medicine. We study the estimation of…

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

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…

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…

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…

Efficient methods to evaluate new algorithms are critical for improving interactive bandit and reinforcement learning systems such as recommendation systems. A/B tests are reliable, but are time- and money-consuming, and entail a risk of…

Recently, robust reinforcement learning (RL) methods designed to handle adversarial input observations have received significant attention, motivated by RL's inherent vulnerabilities. While existing approaches have demonstrated reasonable…

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…

We develop confidence bounds that hold uniformly over time for off-policy evaluation in the contextual bandit setting. These confidence sequences are based on recent ideas from martingale analysis and are non-asymptotic, non-parametric, and…

We develop an estimator for applications where the variable of interest is endogenous and researchers have access to aggregate instruments. Our method addresses the critical identification challenge -- unobserved confounding, which renders…