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相关论文: Off-policy Policy Evaluation For Sequential Decisi…

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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

When decision-makers can directly intervene, policy evaluation algorithms give valid causal estimates. In off-policy evaluation (OPE), there may exist unobserved variables that both impact the dynamics and are used by the unknown behavior…

机器学习 · 计算机科学 2022-04-05 David Bruns-Smith

Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by…

机器学习 · 计算机科学 2020-07-29 Andrew Bennett , Nathan Kallus , Lihong Li , Ali Mousavi

We develop a novel method for personalized off-policy learning in scenarios with unobserved confounding. Thereby, we address a key limitation of standard policy learning: standard policy learning assumes unconfoundedness, meaning that no…

机器学习 · 计算机科学 2026-02-18 Konstantin Hess , Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

Off-policy evaluation of sequential decision policies from observational data is necessary in applications of batch reinforcement learning such as education and healthcare. In such settings, however, unobserved variables confound observed…

机器学习 · 计算机科学 2020-07-14 Nathan Kallus , Angela Zhou

Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

机器学习 · 统计学 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding. Previous approaches, which assume unconfoundedness, i.e., that no unobserved confounders affect…

机器学习 · 计算机科学 2019-11-05 Nathan Kallus , Angela Zhou

Off-policy evaluation (OPE) is a critical challenge in robust decision-making that seeks to assess the performance of a new policy using data collected under a different policy. However, the existing OPE methodologies suffer from several…

机器学习 · 统计学 2025-02-11 Muhammad Faaiz Taufiq

Offline reinforcement learning is important in domains such as medicine, economics, and e-commerce where online experimentation is costly, dangerous or unethical, and where the true model is unknown. However, most methods assume all…

机器学习 · 统计学 2025-10-30 David Bruns-Smith , Angela Zhou

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

Predictive algorithms inform consequential decisions in settings with selective labels: outcomes are observed only for units selected by past decision makers. This creates an identification problem under unobserved confounding -- when…

计量经济学 · 经济学 2025-11-07 Ashesh Rambachan , Amanda Coston , Edward Kennedy

This paper develops a robust and efficient method for policy learning from observational data in the presence of unobserved confounding, complementing existing instrumental variable (IV) based approaches. We employ the marginal sensitivity…

计量经济学 · 经济学 2025-07-29 Zequn Jin , Gaoqian Xu , Xi Zheng , Yahong Zhou

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

This paper studies off-policy evaluation (OPE) in the presence of unmeasured confounders. Inspired by the two-way fixed effects regression model widely used in the panel data literature, we propose a two-way unmeasured confounding…

机器学习 · 计算机科学 2024-12-10 Shuguang Yu , Shuxing Fang , Ruixin Peng , Zhengling Qi , Fan Zhou , Chengchun Shi

Off-policy estimation (OPE) methods enable unbiased offline evaluation of recommender systems, directly estimating the online reward some target policy would have obtained, from offline data and with statistical guarantees. The theoretical…

机器学习 · 统计学 2025-08-12 Olivier Jeunen

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 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

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy using historical data collected under a different logging policy. OPE methods typically assume overlap between the target and logging policy, enabling…

统计方法学 · 统计学 2024-03-12 Samir Khan , Martin Saveski , Johan Ugander

Off-policy evaluation (OPE) constructs confidence intervals for the value of a target policy using data generated under a different behavior policy. Most existing inference methods focus on fixed target policies and may fail when the target…

统计理论 · 数学 2026-01-21 Haoyu Wei

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…

机器学习 · 计算机科学 2024-09-17 Olivier Jeunen , Aleksei Ustimenko
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