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相关论文: Off-Policy Risk Assessment in Contextual Bandits

200 篇论文

Off-policy evaluation (OPE) estimates the value of a contextual bandit policy prior to deployment. As such, OPE plays a critical role in ensuring safety in high-stakes domains such as healthcare. However, standard OPE approaches are limited…

机器学习 · 计算机科学 2025-11-25 Aishwarya Mandyam , Kalyani Limaye , Barbara E. Engelhardt , Emily Alsentzer

We consider off-policy evaluation in the contextual bandit setting for the purpose of obtaining a robust off-policy selection strategy, where the selection strategy is evaluated based on the value of the chosen policy in a set of proposal…

机器学习 · 计算机科学 2022-03-22 Ilja Kuzborskij , Claire Vernade , András György , Csaba Szepesvári

We study off-policy learning (OPL) in contextual bandits, which plays a key role in a wide range of real-world applications such as recommendation systems and online advertising. Typical OPL in contextual bandits assumes an unconstrained…

Offline policy learning (OPL) leverages existing data collected a priori for policy optimization without any active exploration. Despite the prevalence and recent interest in this problem, its theoretical and algorithmic foundations in…

机器学习 · 计算机科学 2022-03-15 Thanh Nguyen-Tang , Sunil Gupta , A. Tuan Nguyen , Svetha Venkatesh

Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…

机器学习 · 统计学 2025-09-04 Imad Aouali , Otmane Sakhi

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

Off-policy evaluation (OPE) in contextual bandits has seen rapid adoption in real-world systems, since it enables offline evaluation of new policies using only historic log data. Unfortunately, when the number of actions is large, existing…

机器学习 · 计算机科学 2022-06-17 Yuta Saito , Thorsten Joachims

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

Learning effective contextual-bandit policies from past actions of a deployed system is highly desirable in many settings (e.g. voice assistants, recommendation, search), since it enables the reuse of large amounts of log data.…

机器学习 · 计算机科学 2020-06-18 Noveen Sachdeva , Yi Su , Thorsten Joachims

This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to…

The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…

机器学习 · 计算机科学 2024-08-15 Shashank Gupta , Olivier Jeunen , Harrie Oosterhuis , Maarten de Rijke

Off-Policy Evaluation (OPE) in contextual bandits is crucial for assessing new policies using existing data without costly experimentation. However, current OPE methods, such as Inverse Probability Weighting (IPW) and Doubly Robust (DR)…

机器学习 · 统计学 2023-12-05 Muhammad Faaiz Taufiq , Arnaud Doucet , Rob Cornish , Jean-Francois Ton

This paper introduces a new principled approach for off-policy learning in contextual bandits. Unlike previous work, our approach does not derive learning principles from intractable or loose bounds. We analyse the problem through the…

机器学习 · 统计学 2023-05-30 Otmane Sakhi , Pierre Alquier , Nicolas Chopin

Offline contextual bandits allow one to learn policies from historical/offline data without requiring online interaction. However, offline policy optimization that maximizes overall expected rewards can unintentionally amplify the reward…

机器学习 · 计算机科学 2026-01-07 Yihong Guo , Junjie Luo , Guodong Gao , Ritu Agarwal , Anqi Liu

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

It has become increasingly common for data to be collected adaptively, for example using contextual bandits. Historical data of this type can be used to evaluate other treatment assignment policies to guide future innovation or experiments.…

机器学习 · 统计学 2025-09-22 Ruohan Zhan , Vitor Hadad , David A. Hirshberg , Susan Athey

We study the problem of off-policy evaluation for slate bandits, for the typical case in which the logging policy factorizes over the slots of the slate. We slightly depart from the existing literature by taking Bayes risk as the criterion…

机器学习 · 计算机科学 2021-01-08 Nikos Vlassis , Fernando Amat Gil , Ashok Chandrashekar

We consider offline policy optimization (OPO) in contextual bandits, where one is given a fixed dataset of logged interactions. While pessimistic regularizers are typically used to mitigate distribution shift, prior implementations thereof…

机器学习 · 计算机科学 2023-10-27 Lequn Wang , Akshay Krishnamurthy , Aleksandrs Slivkins

We study off-policy evaluation (OPE) in the problem of slate contextual bandits where a policy selects multi-dimensional actions known as slates. This problem is widespread in recommender systems, search engines, marketing, to medical…

机器学习 · 统计学 2024-02-20 Haruka Kiyohara , Masahiro Nomura , Yuta Saito

Computationally efficient contextual bandits are often based on estimating a predictive model of rewards given contexts and arms using past data. However, when the reward model is not well-specified, the bandit algorithm may incur…

机器学习 · 计算机科学 2021-06-14 Sanath Kumar Krishnamurthy , Vitor Hadad , Susan Athey