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相关论文: High-Confidence Off-Policy (or Counterfactual) Var…

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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 reinforcement learning, it is typical to use the empirically observed transitions and rewards to estimate the value of a policy via either model-based or Q-fitting approaches. Although straightforward, these techniques in general yield…

机器学习 · 计算机科学 2020-07-28 Ilya Kostrikov , Ofir Nachum

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

For an autonomous agent, executing a poor policy may be costly or even dangerous. For such agents, it is desirable to determine confidence interval lower bounds on the performance of any given policy without executing said policy. Current…

人工智能 · 计算机科学 2018-09-25 Josiah P. Hanna , Peter Stone , Scott Niekum

Large scale reinforcement learning has become a central tool for improving reasoning in large language models. At this scale, generation is often lagged or asynchronous, so updates are performed on data collected by older policies. This…

机器学习 · 计算机科学 2026-05-28 Otmane Sakhi , Aleksei Arzhantsev , Imad Aouali , Flavian Vasile

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

机器学习 · 计算机科学 2016-05-27 Nan Jiang , Lihong Li

Before A/B testing online a new version of a recommender system, it is usual to perform some offline evaluations on historical data. We focus on evaluation methods that compute an estimator of the potential uplift in revenue that could…

We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a…

机器学习 · 计算机科学 2019-05-13 Josiah P. Hanna , Scott Niekum , Peter Stone

Offline Reinforcement learning is commonly used for sequential decision-making in domains such as healthcare and education, where the rewards are known and the transition dynamics $T$ must be estimated on the basis of batch data. A key…

机器学习 · 计算机科学 2023-08-10 Leo Benac , Sonali Parbhoo , Finale Doshi-Velez

Importance sampling is a central idea underlying off-policy prediction in reinforcement learning. It provides a strategy for re-weighting samples from a distribution to obtain unbiased estimates under another distribution. However,…

机器学习 · 计算机科学 2023-06-28 Kristopher De Asis , Eric Graves , Richard S. Sutton

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

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 learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

机器学习 · 计算机科学 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior policy to evaluate and learn new policies, is crucial in applications where experimentation is limited such as medicine. We study the estimation of…

机器学习 · 计算机科学 2020-06-09 Nathan Kallus , Masatoshi Uehara

Off-policy policy evaluation (OPE) estimates the outcome of a new policy using historical data collected from a different policy. However, existing OPE methods cannot handle cases when the new policy introduces novel actions. This issue…

人工智能 · 计算机科学 2025-02-04 Hyunji Nam , Allen Nie , Ge Gao , Vasilis Syrgkanis , Emma Brunskill

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

机器学习 · 计算机科学 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

We study estimator selection and hyper-parameter tuning in off-policy evaluation. Although cross-validation is the most popular method for model selection in supervised learning, off-policy evaluation relies mostly on theory, which provides…

机器学习 · 计算机科学 2024-12-23 Matej Cief , Branislav Kveton , Michal Kompan

This paper proposes a novel approach for constructing effective personalized policies when the observed data lacks counter-factual information, is biased and possesses many features. The approach is applicable in a wide variety of settings…

机器学习 · 统计学 2018-07-11 Onur Atan , William R. Zame , Qiaojun Feng , Mihaela van der Schaar

The presence of uncertainty in policy evaluation significantly complicates the process of policy ranking and selection in real-world settings. We formally consider offline policy selection as learning preferences over a set of policy…

机器学习 · 计算机科学 2020-12-15 Mengjiao Yang , Bo Dai , Ofir Nachum , George Tucker , Dale Schuurmans

A central challenge to applying many off-policy reinforcement learning algorithms to real world problems is the variance introduced by importance sampling. In off-policy learning, the agent learns about a different policy than the one being…

机器学习 · 计算机科学 2022-06-20 Eric Graves , Sina Ghiassian