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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 problem of off-policy evaluation (OPE) for episodic Partially Observable Markov Decision Processes (POMDPs) with continuous states. Motivated by the recently proposed proximal causal inference framework, we develop a…

机器学习 · 统计学 2022-10-18 Rui Miao , Zhengling Qi , Xiaoke Zhang

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

Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by…

机器学习 · 计算机科学 2020-07-29 Andrew Bennett , Nathan Kallus , Lihong Li , Ali Mousavi

This paper considers adaptive, minimax estimation of a quadratic functional in a nonparametric instrumental variables (NPIV) model, which is an important problem in optimal estimation of a nonlinear functional of an ill-posed inverse…

统计理论 · 数学 2022-02-10 Christoph Breunig , Xiaohong Chen

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing…

机器学习 · 计算机科学 2022-06-17 Chengchun Shi , Masatoshi Uehara , Jiawei Huang , Nan Jiang

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical…

机器学习 · 统计学 2022-02-11 Ruiqi Zhang , Xuezhou Zhang , Chengzhuo Ni , Mengdi Wang

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

In this paper, we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models. We establish…

统计理论 · 数学 2007-09-14 Xiaohong Chen , Markus Reiss

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

Motivated by the many real-world applications of reinforcement learning (RL) that require safe-policy iterations, we consider the problem of off-policy evaluation (OPE) -- the problem of evaluating a new policy using the historical data…

机器学习 · 计算机科学 2020-04-02 Tengyang Xie , Yifei Ma , Yu-Xiang Wang

We consider the off-policy evaluation problem of reinforcement learning using deep convolutional neural networks. We analyze the deep fitted Q-evaluation method for estimating the expected cumulative reward of a target policy, when the data…

机器学习 · 计算机科学 2022-10-05 Xiang Ji , Minshuo Chen , Mengdi Wang , Tuo Zhao

We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric instrumental variables (NPIV) regression in econometrics and a difficult ill-posed inverse problem with unknown operator…

统计理论 · 数学 2017-10-03 Xiaohong Chen , Timothy Christensen

We offer a theoretical characterization of off-policy evaluation (OPE) in reinforcement learning using function approximation for marginal importance weights and $q$-functions when these are estimated using recent minimax methods. Under…

机器学习 · 计算机科学 2022-07-26 Masatoshi Uehara , Masaaki Imaizumi , Nan Jiang , Nathan Kallus , Wen Sun , Tengyang Xie

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) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance…

机器学习 · 计算机科学 2019-06-11 Nathan Kallus , Masatoshi Uehara

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) 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

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

We study minimax methods for off-policy evaluation (OPE) using value functions and marginalized importance weights. Despite that they hold promises of overcoming the exponential variance in traditional importance sampling, several key…

机器学习 · 计算机科学 2020-11-06 Nan Jiang , Jiawei Huang
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