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相关论文: Off-policy Evaluation in Infinite-Horizon Reinforc…

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Evaluating policies using off-policy data is crucial for applying reinforcement learning to real-world problems such as healthcare and autonomous driving. Previous methods for off-policy evaluation (OPE) generally suffer from high variance…

机器学习 · 计算机科学 2024-10-04 Shreyas Chaudhari , Ameet Deshpande , Bruno Castro da Silva , Philip S. Thomas

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

Learning from Observations (LfO) is a practical reinforcement learning scenario from which many applications can benefit through the reuse of incomplete resources. Compared to conventional imitation learning (IL), LfO is more challenging…

机器学习 · 计算机科学 2021-03-01 Zhuangdi Zhu , Kaixiang Lin , Bo Dai , Jiayu Zhou

We consider off-policy evaluation of dynamic treatment rules under sequential ignorability, given an assumption that the underlying system can be modeled as a partially observed Markov decision process (POMDP). We propose an estimator,…

机器学习 · 计算机科学 2023-05-10 Yuchen Hu , Stefan Wager

Off-policy evaluation (OPE) estimates the value of a target treatment policy (e.g., a recommender system) using data collected by a different logging policy. It enables high-stakes experimentation without live deployment, yet in practice…

机器学习 · 统计学 2026-05-18 Connor Douglas , Joel Persson , Foster Provost

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

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 consider the off-policy evaluation problem of reinforcement learning using deep convolutional neural networks. We analyze the deep fitted Q-evaluation method for estimating the expected cumulative reward of a target policy, when the data…

机器学习 · 计算机科学 2022-10-05 Xiang Ji , Minshuo Chen , Mengdi Wang , Tuo Zhao

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown…

机器学习 · 计算机科学 2021-10-20 Nathan Kallus , Angela Zhou

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

In this paper, we investigate the sample complexity of policy evaluation in infinite-horizon offline reinforcement learning (also known as the off-policy evaluation problem) with linear function approximation. We identify a hard regime…

机器学习 · 计算机科学 2021-03-19 Lin Chen , Bruno Scherrer , Peter L. Bartlett

We study the novel problem of future off-policy evaluation (F-OPE) and learning (F-OPL) for estimating and optimizing the future value of policies in non-stationary environments, where distributions vary over time. In e-commerce…

机器学习 · 计算机科学 2025-06-26 Tatsuhiro Shimizu , Kazuki Kawamura , Takanori Muroi , Yusuke Narita , Kei Tateno , Takuma Udagawa , Yuta Saito

We consider off-policy evaluation (OPE), which evaluates the performance of a new policy from observed data collected from previous experiments, without requiring the execution of the new policy. This finds important applications in areas…

机器学习 · 计算机科学 2020-08-18 Yihao Feng , Tongzheng Ren , Ziyang Tang , Qiang Liu

In real-world recommender systems and search engines, optimizing ranking decisions to present a ranked list of relevant items is critical. Off-policy evaluation (OPE) for ranking policies is thus gaining a growing interest because it…

Off-policy evaluation (OPE) methods allow us to compute the expected reward of a policy by using the logged data collected by a different policy. OPE is a viable alternative to running expensive online A/B tests: it can speed up the…

机器学习 · 计算机科学 2024-10-23 Matej Cief , Jacek Golebiowski , Philipp Schmidt , Ziawasch Abedjan , Artur Bekasov

This paper studies offline reinforcement learning with linear function approximation in a setting with decision-theoretic, but not estimation sparsity. The structural restrictions of the data-generating process presume that the transitions…

机器学习 · 统计学 2024-01-24 Angela Zhou

We study offline reinforcement learning (RL) in partially observable Markov decision processes. In particular, we aim to learn an optimal policy from a dataset collected by a behavior policy which possibly depends on the latent state. Such…

机器学习 · 计算机科学 2024-04-02 Miao Lu , Yifei Min , Zhaoran Wang , Zhuoran Yang

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

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