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

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A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

人工智能 · 计算机科学 2025-10-27 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

机器学习 · 计算机科学 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Off-policy evaluation (OPE) in contextual bandits has seen rapid adoption in real-world systems, since it enables offline evaluation of new policies using only historic log data. Unfortunately, when the number of actions is large, existing…

机器学习 · 计算机科学 2022-06-17 Yuta Saito , Thorsten Joachims

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

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

机器学习 · 计算机科学 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…

机器学习 · 计算机科学 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

Off-policy evaluation (OPE) aims to estimate the benefit of following a counterfactual sequence of actions, given data collected from executed sequences. However, existing OPE estimators often exhibit high bias and high variance in problems…

机器学习 · 计算机科学 2023-07-17 Aaman Rebello , Shengpu Tang , Jenna Wiens , Sonali Parbhoo

In an Markov decision process (MDP), unobservable confounders may exist and have impacts on the data generating process, so that the classic off-policy evaluation (OPE) estimators may fail to identify the true value function of the target…

机器学习 · 统计学 2022-09-13 Miao Lu , Wenhao Yang , Liangyu Zhang , Zhihua Zhang

We study the problem of off-policy evaluation (OPE) for episodic Partially Observable Markov Decision Processes (POMDPs) with continuous states. Motivated by the recently proposed proximal causal inference framework, we develop a…

机器学习 · 统计学 2022-10-18 Rui Miao , Zhengling Qi , Xiaoke Zhang

No unmeasured confounding is often assumed in estimating treatment effects in observational data when using approaches such as propensity scores and inverse probability weighting. However, in many such studies due to the limitation of the…

应用统计 · 统计学 2019-08-06 Rong Huang , Ronghui Xu , Parambir S. Dulai

Unobserved confounding is a fundamental challenge for estimating causal effects. To address unobserved confounding, recent literature has turned to two different approaches -- proxy variables and the use of multiple treatments. The first…

统计方法学 · 统计学 2026-05-20 Aytijhya Saha , Stephen Bates , Devavrat Shah

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

统计方法学 · 统计学 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

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…

Causal inference in continuous-time sequential decision problems is challenged by hidden confounders. We show that, in latent state-space models with time-varying interventions, observability of the latent dynamics from observed data is…

机器学习 · 计算机科学 2026-05-14 Jennifer Wendland , Nicolas Freitag , Maik Kschischo

Off-policy evaluation (OPE) is critical for applying contextual bandit algorithms to high-stakes decision-making settings such as healthcare, where new treatment policies must be evaluated prior to deployment. Unfortunately, OPE techniques…

机器学习 · 计算机科学 2026-05-28 Aishwarya Mandyam , Shengpu Tang , Jiayu Yao , Jenna Wiens , Barbara E. Engelhardt

Unobserved confounding arises when an unmeasured feature influences both the treatment and the outcome, leading to biased causal effect estimates. This issue undermines observational studies in fields like economics, medicine, ecology or…

机器学习 · 计算机科学 2025-09-09 Alexander Merkov , David Rohde , Alexandre Gilotte , Benjamin Heymann

A major challenge in estimating treatment effects in observational studies is the reliance on untestable conditions such as the assumption of no unmeasured confounding. In this work, we propose an algorithm that can falsify the assumption…

统计方法学 · 统计学 2025-06-03 Rickard K. A. Karlsson , Jesse H. Krijthe

Evaluating a policy by deploying it in the real world can be risky and costly. Off-policy policy evaluation (OPE) algorithms use historical data collected from running a previous policy to evaluate a new policy, which provides a means for…

人工智能 · 计算机科学 2017-12-07 Zhaohan Daniel Guo , Philip S. Thomas , Emma Brunskill

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

机器学习 · 计算机科学 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

Causal effect estimation has been studied by many researchers when only observational data is available. Sound and complete algorithms have been developed for pointwise estimation of identifiable causal queries. For non-identifiable causal…

机器学习 · 统计学 2023-06-26 Ziwei Jiang , Lai Wei , Murat Kocaoglu