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相关论文: Off-Policy Fitted Q-Evaluation with Differentiable…

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Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of sequential decision making problems ranging from healthcare…

机器学习 · 统计学 2023-01-02 Yang Xu , Chengchun Shi , Shikai Luo , Lan Wang , Rui Song

We are concerned with the problem of hyperparameter selection for the fitted Q-evaluation (FQE). FQE is one of the state-of-the-art method for offline policy evaluation (OPE), which is essential to the reinforcement learning without…

机器学习 · 统计学 2022-02-21 Kohei Miyaguchi

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment.…

机器学习 · 计算机科学 2019-11-26 Alex Irpan , Kanishka Rao , Konstantinos Bousmalis , Chris Harris , Julian Ibarz , Sergey Levine

Off-policy evaluation (OPE) aims to estimate the benefit of following a counterfactual sequence of actions, given data collected from executed sequences. However, existing OPE estimators often exhibit high bias and high variance in problems…

机器学习 · 计算机科学 2023-07-17 Aaman Rebello , Shengpu Tang , Jenna Wiens , Sonali Parbhoo

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

Off-policy evaluation (OPE) aims to accurately evaluate the performance of counterfactual policies using only offline logged data. Although many estimators have been developed, there is no single estimator that dominates the others, because…

机器学习 · 计算机科学 2023-01-31 Takuma Udagawa , Haruka Kiyohara , Yusuke Narita , Yuta Saito , Kei Tateno

We consider off-policy evaluation (OPE) of deterministic target policies for reinforcement learning (RL) in environments with continuous action spaces. While it is common to use importance sampling for OPE, it suffers from high variance…

机器学习 · 计算机科学 2024-05-30 Haanvid Lee , Tri Wahyu Guntara , Jongmin Lee , Yung-Kyun Noh , Kee-Eung Kim

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

In off-policy policy evaluation (OPE) tasks within reinforcement learning, Temporal Difference Learning(TD) and Fitted Q-Iteration (FQI) have traditionally been viewed as differing in the number of updates toward the target value function:…

机器学习 · 计算机科学 2025-12-02 Zechen Wu , Amy Greenwald , Ronald Parr

We study the novel problem of future off-policy evaluation (F-OPE) and learning (F-OPL) for estimating and optimizing the future value of policies in non-stationary environments, where distributions vary over time. In e-commerce…

机器学习 · 计算机科学 2025-06-26 Tatsuhiro Shimizu , Kazuki Kawamura , Takanori Muroi , Yusuke Narita , Kei Tateno , Takuma Udagawa , Yuta Saito

We consider estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation (\textsf{OPE}) in contextual bandits, and estimation of the…

机器学习 · 统计学 2024-11-21 Jeonghwan Lee , Cong Ma

Off-policy evaluation (OPE) is the method that attempts to estimate the performance of decision making policies using historical data generated by different policies without conducting costly online A/B tests. Accurate OPE is essential in…

人工智能 · 计算机科学 2021-09-20 Yuta Saito , Takuma Udagawa , Kei Tateno

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

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

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

机器学习 · 计算机科学 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

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 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

A recently popular approach to solving reinforcement learning is with data from human preferences. In fact, human preference data are now used with classic reinforcement learning algorithms such as actor-critic methods, which involve…

机器学习 · 计算机科学 2024-02-28 Zihao Li , Xiang Ji , Minshuo Chen , Mengdi Wang

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

机器学习 · 计算机科学 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

$Q$-learning with function approximation is one of the most popular methods in reinforcement learning. Though the idea of using function approximation was proposed at least 60 years ago, even in the simplest setup, i.e, approximating…

机器学习 · 计算机科学 2019-11-05 Simon S. Du , Yuping Luo , Ruosong Wang , Hanrui Zhang