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相关论文: Control Variates for Slate Off-Policy Evaluation

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Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

We introduce the cram method as a general statistical framework for evaluating the final learned policy from a multi-armed contextual bandit algorithm, using the dataset generated by the same bandit algorithm. The proposed on-policy…

机器学习 · 计算机科学 2025-04-16 Zeyang Jia , Kosuke Imai , Michael Lingzhi Li

In machine learning we often try to optimise a decision rule that would have worked well over a historical dataset; this is the so called empirical risk minimisation principle. In the context of learning from recommender system logs,…

信息检索 · 计算机科学 2019-09-19 Olivier Jeunen , Dmytro Mykhaylov , David Rohde , Flavian Vasile , Alexandre Gilotte , Martin Bompaire

Users of music streaming, video streaming, news recommendation, and e-commerce services often engage with content in a sequential manner. Providing and evaluating good sequences of recommendations is therefore a central problem for these…

机器学习 · 计算机科学 2020-08-25 James McInerney , Brian Brost , Praveen Chandar , Rishabh Mehrotra , Ben Carterette

We consider the off-policy evaluation (OPE) problem in contextual bandits, where the goal is to estimate the value of a target policy using the data collected by a logging policy. Most popular approaches to the OPE are variants of the…

机器学习 · 统计学 2024-08-20 Sutanoy Dasgupta , Yabo Niu , Kishan Panaganti , Dileep Kalathil , Debdeep Pati , Bani Mallick

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

计量经济学 · 经济学 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

The ability to perform offline A/B-testing and off-policy learning using logged contextual bandit feedback is highly desirable in a broad range of applications, including recommender systems, search engines, ad placement, and personalized…

机器学习 · 计算机科学 2019-08-30 Yi Su , Lequn Wang , Michele Santacatterina , Thorsten Joachims

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

机器学习 · 计算机科学 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

When learning from a batch of logged bandit feedback, the discrepancy between the policy to be learned and the off-policy training data imposes statistical and computational challenges. Unlike classical supervised learning and online…

机器学习 · 计算机科学 2018-08-02 Yuan Xie , Boyi Liu , Qiang Liu , Zhaoran Wang , Yuan Zhou , Jian Peng

We present and prove properties of a new offline policy evaluator for an exploration learning setting which is superior to previous evaluators. In particular, it simultaneously and correctly incorporates techniques from importance…

机器学习 · 计算机科学 2012-10-19 Miroslav Dudik , Dumitru Erhan , John Langford , Lihong Li

We study the problem of off-policy evaluation in the multi-armed bandit model with bounded rewards, and develop minimax rate-optimal procedures under three settings. First, when the behavior policy is known, we show that the Switch…

机器学习 · 统计学 2021-01-20 Cong Ma , Banghua Zhu , Jiantao Jiao , Martin J. Wainwright

We address policy learning with logged data in contextual bandits. Current offline-policy learning algorithms are mostly based on inverse propensity score (IPS) weighting requiring the logging policy to have \emph{full support} i.e. a…

机器学习 · 统计学 2021-07-27 Hung Tran-The , Sunil Gupta , Thanh Nguyen-Tang , Santu Rana , Svetha Venkatesh

Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…

机器学习 · 计算机科学 2023-10-25 Noveen Sachdeva , Lequn Wang , Dawen Liang , Nathan Kallus , Julian McAuley

We propose the first boosting algorithm for off-policy learning from logged bandit feedback. Unlike existing boosting methods for supervised learning, our algorithm directly optimizes an estimate of the policy's expected reward. We analyze…

机器学习 · 计算机科学 2023-05-03 Ben London , Levi Lu , Ted Sandler , Thorsten Joachims

We propose a new framework for designing estimators for off-policy evaluation in contextual bandits. Our approach is based on the asymptotically optimal doubly robust estimator, but we shrink the importance weights to minimize a bound on…

机器学习 · 计算机科学 2020-09-22 Yi Su , Maria Dimakopoulou , Akshay Krishnamurthy , Miroslav Dudík

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

Contextual bandit and reinforcement learning algorithms have been successfully used in various interactive learning systems such as online advertising, recommender systems, and dynamic pricing. However, they have yet to be widely adopted in…

机器学习 · 计算机科学 2022-09-23 Sorawit Saengkyongam , Nikolaj Thams , Jonas Peters , Niklas Pfister

We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this…

机器学习 · 计算机科学 2016-11-07 Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudik

Unbiased recommender learning (URL) and off-policy evaluation/learning (OPE/L) techniques are effective in addressing the data bias caused by display position and logging policies, thereby consistently improving the performance of…

机器学习 · 统计学 2025-02-14 Tatsuki Takahashi , Chihiro Maru , Hiroko Shoji

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

机器学习 · 计算机科学 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue