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Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies. Therefore, OPE is a key step in applying reinforcement learning to real-world…

机器学习 · 计算机科学 2021-03-11 Yihao Feng , Ziyang Tang , Na Zhang , Qiang Liu

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

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

机器学习 · 计算机科学 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

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

Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many…

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

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

机器学习 · 计算机科学 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

Off-policy evaluation (OPE) is the method that attempts to estimate the performance of decision making policies using historical data generated by different policies without conducting costly online A/B tests. Accurate OPE is essential in…

人工智能 · 计算机科学 2021-09-20 Yuta Saito , Takuma Udagawa , Kei Tateno

We consider off-policy evaluation (OPE) of deterministic target policies for reinforcement learning (RL) in environments with continuous action spaces. While it is common to use importance sampling for OPE, it suffers from high variance…

机器学习 · 计算机科学 2024-05-30 Haanvid Lee , Tri Wahyu Guntara , Jongmin Lee , Yung-Kyun Noh , Kee-Eung Kim

Off-policy Evaluation (OPE) methods are crucial tools for evaluating policies in high-stakes domains such as healthcare, where direct deployment is often infeasible, unethical, or expensive. When deployment environments are expected to…

机器学习 · 计算机科学 2022-09-20 Harvineet Singh , Shalmali Joshi , Finale Doshi-Velez , Himabindu Lakkaraju

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) methods aim to estimate the value of a new reinforcement learning (RL) policy prior to deployment. Recent advances have shown that leveraging auxiliary datasets, such as those synthesized by generative models,…

机器学习 · 计算机科学 2025-07-29 Aishwarya Mandyam , Jason Meng , Ge Gao , Jiankai Sun , Mac Schwager , Barbara E. Engelhardt , Emma Brunskill

In this work, we consider the problem of estimating a behaviour policy for use in Off-Policy Policy Evaluation (OPE) when the true behaviour policy is unknown. Via a series of empirical studies, we demonstrate how accurate OPE is strongly…

We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work…

机器学习 · 统计学 2025-03-13 Sungee Hong , Zhengling Qi , Raymond K. W. Wong

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 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

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

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy from samples obtained via different policies. Recently, applying OPE methods for bandit problems has garnered attention. For the theoretical guarantees of…

机器学习 · 计算机科学 2020-10-26 Masahiro Kato , Kenshi Abe , Kaito Ariu , Shota Yasui

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

机器学习 · 计算机科学 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

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
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