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

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We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…

统计方法学 · 统计学 2023-02-06 Dimitris Bertsimas , Kosuke Imai , Michael Lingzhi Li

Off-policy evaluation (OPE) is widely applied in sectors such as pharmaceuticals and e-commerce to evaluate the efficacy of novel products or policies from offline datasets. This paper introduces a causal deepset framework that relaxes…

机器学习 · 统计学 2024-07-26 Runpeng Dai , Jianing Wang , Fan Zhou , Shikai Luo , Zhiwei Qin , Chengchun Shi , Hongtu Zhu

Causal inference with observational data can be performed under an assumption of no unobserved confounders (unconfoundedness assumption). There is, however, seldom clear subject-matter or empirical evidence for such an assumption. We…

统计方法学 · 统计学 2023-11-13 Minna Genbäck , Xavier de Luna

We study off-policy evaluation (OPE) from multiple logging policies, each generating a dataset of fixed size, i.e., stratified sampling. Previous work noted that in this setting the ordering of the variances of different importance sampling…

机器学习 · 计算机科学 2020-10-22 Nathan Kallus , Yuta Saito , Masatoshi Uehara

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…

机器学习 · 计算机科学 2023-09-28 Xiaoying Zhang , Junpu Chen , Hongning Wang , Hong Xie , Yang Liu , John C. S. Lui , Hang Li

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

机器学习 · 计算机科学 2023-03-24 Andrew Bennett , Nathan Kallus

We consider evaluating and training a new policy for the evaluation data by using the historical data obtained from a different policy. The goal of off-policy evaluation (OPE) is to estimate the expected reward of a new policy over the…

机器学习 · 统计学 2020-10-19 Masahiro Kato , Masatoshi Uehara , Shota Yasui

The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

机器学习 · 计算机科学 2020-10-27 Masahiro Kato , Yusuke Kaneko

In reinforcement learning, off-policy evaluation (OPE) is the problem of estimating the expected return of an evaluation policy given a fixed dataset that was collected by running one or more different policies. One of the more empirically…

机器学习 · 计算机科学 2023-10-31 Brahma S. Pavse , Josiah P. Hanna

Convenient access to observational data enables us to learn causal effects without randomized experiments. This research direction draws increasing attention in research areas such as economics, healthcare, and education. For example, we…

社会与信息网络 · 计算机科学 2019-12-03 Ruocheng Guo , Jundong Li , Huan Liu

Many definitions of fairness or inequity involve unobservable causal quantities that cannot be directly estimated without strong assumptions. For instance, it is particularly difficult to estimate notions of fairness that rely on…

机器学习 · 计算机科学 2024-12-10 Yewon Byun , Dylan Sam , Michael Oberst , Zachary C. Lipton , Bryan Wilder

Unmeasured confounding presents a common challenge in observational studies, potentially making standard causal parameters unidentifiable without additional assumptions. Given the increasing availability of diverse data sources, exploiting…

统计方法学 · 统计学 2023-09-18 Shanshan Luo , Yechi Zhang , Wei Li

A common assumption in causal inference from observational data is that there is no hidden confounding. Yet it is, in general, impossible to verify this assumption from a single dataset. Under the assumption of independent causal mechanisms…

统计方法学 · 统计学 2023-11-07 Rickard K. A. Karlsson , Jesse H. Krijthe

Off-Policy Evaluation (OPE) is employed to assess the potential impact of a hypothetical policy using logged contextual bandit feedback, which is crucial in areas such as personalized medicine and recommender systems, where online…

机器学习 · 计算机科学 2025-07-10 Yuqi Bai , Ziyu Zhao , Chenxin Lyu , Minqin Zhu , Kun Kuang

Off-policy policy evaluation methods for sequential decision making can be used to help identify if a proposed decision policy is better than a current baseline policy. However, a new decision policy may be better than a baseline policy for…

机器学习 · 计算机科学 2021-11-30 Ramtin Keramati , Omer Gottesman , Leo Anthony Celi , Finale Doshi-Velez , Emma Brunskill

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

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…

机器学习 · 计算机科学 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

We propose a robust regression approach to off-policy evaluation (OPE) for contextual bandits. We frame OPE as a covariate-shift problem and leverage modern robust regression tools. Ours is a general approach that can be used to augment any…

机器学习 · 计算机科学 2019-11-19 Anqi Liu , Hao Liu , Anima Anandkumar , Yisong Yue

In observational studies, the observed association between an exposure and outcome of interest may be distorted by unobserved confounding. Causal sensitivity analysis can be used to assess the robustness of observed associations to…

统计方法学 · 统计学 2025-11-04 Rui Hu , Ted Westling

The problem of on-line off-policy evaluation (OPE) has been actively studied in the last decade due to its importance both as a stand-alone problem and as a module in a policy improvement scheme. However, most Temporal Difference (TD) based…

机器学习 · 统计学 2017-02-24 Assaf Hallak , Shie Mannor