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

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Reinforcement learning algorithms have had tremendous successes in online learning settings. However, these successes have relied on low-stakes interactions between the algorithmic agent and its environment. In many settings where RL could…

机器学习 · 计算机科学 2020-06-05 James Bannon , Brad Windsor , Wenbo Song , Tao Li

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can…

机器学习 · 统计学 2023-02-03 Yang Xu , Jin Zhu , Chengchun Shi , Shikai Luo , Rui Song

The Off-Policy Evaluation (OPE) problem consists of evaluating the performance of counterfactual policies with data collected by another one. To solve the OPE problem, we resort to estimators, which aim to estimate in the most accurate way…

机器学习 · 计算机科学 2024-11-12 Nicolò Felicioni , Michael Benigni , Maurizio Ferrari Dacrema

Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been…

机器学习 · 统计学 2025-07-10 Han Wang , Yang Xu , Wenbin Lu , Rui Song

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) 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…

Off-policy evaluation of sequential decision policies from observational data is necessary in applications of batch reinforcement learning such as education and healthcare. In such settings, however, unobserved variables confound observed…

机器学习 · 计算机科学 2020-07-14 Nathan Kallus , Angela Zhou

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

Evaluating off-policy decisions using batch data poses significant challenges due to limited sample sizes leading to high variance. To improve Off-Policy Evaluation (OPE), we must identify and address the sources of this variance. Recent…

机器学习 · 统计学 2024-12-02 Ritam Majumdar , Jack Teversham , Sonali Parbhoo

Statistical inferential results generally come with a measure of reliability for decision-making purposes. For a policy implementer, the value of implementing published policy research depends critically upon this reliability. For a policy…

其他统计学 · 统计学 2024-08-21 Duncan Ermini Leaf

Off-policy learning refers to the problem of learning the value function of a way of behaving, or policy, while following a different policy. Gradient-based off-policy learning algorithms, such as GTD and TDC/GQ, converge even when using…

人工智能 · 计算机科学 2015-12-15 Lucas Lehnert , Doina Precup

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

In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance…

人工智能 · 计算机科学 2018-06-26 Daniel S. Brown , Scott Niekum

Off-policy estimation for long-horizon problems is important in many real-life applications such as healthcare and robotics, where high-fidelity simulators may not be available and on-policy evaluation is expensive or impossible. Recently,…

机器学习 · 计算机科学 2020-03-26 Ali Mousavi , Lihong Li , Qiang Liu , Denny Zhou

Learning the value function of a given policy (target policy) from the data samples obtained from a different policy (behavior policy) is an important problem in Reinforcement Learning (RL). This problem is studied under the setting of…

机器学习 · 计算机科学 2019-11-14 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…

机器学习 · 计算机科学 2019-11-26 Guy Tennenholtz , Shie Mannor , Uri Shalit

Off-policy evaluation provides an essential tool for evaluating the effects of different policies or treatments using only observed data. When applied to high-stakes scenarios such as medical diagnosis or financial decision-making, it is…

机器学习 · 计算机科学 2020-10-30 Ziyang Tang , Yihao Feng , Na Zhang , Jian Peng , Qiang Liu

Off-policy Actor-Critic algorithms have demonstrated phenomenal experimental performance but still require better explanations. To this end, we show its policy evaluation error on the distribution of transitions decomposes into: a Bellman…

机器学习 · 计算机科学 2021-10-07 Ting-Han Fan , Peter J. Ramadge

We develop a generic data-driven method for estimator selection in off-policy policy evaluation settings. We establish a strong performance guarantee for the method, showing that it is competitive with the oracle estimator, up to a constant…

机器学习 · 计算机科学 2020-08-25 Yi Su , Pavithra Srinath , Akshay Krishnamurthy

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…