中文
相关论文

相关论文: Inverse Propensity Score based offline estimator f…

200 篇论文

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

Anecdotally, using an estimated propensity score is superior to the true propensity score in estimating the average treatment effect based on observational data. However, this claim comes with several qualifications: it holds only if…

统计方法学 · 统计学 2023-04-03 Fangzhou Su , Wenlong Mou , Peng Ding , Martin J. Wainwright

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

Inverse classification uses an induced classifier as a queryable oracle to guide test instances towards a preferred posterior class label. The result produced from the process is a set of instance-specific feature perturbations, or…

机器学习 · 计算机科学 2018-02-15 Michael T. Lash , Qihang Lin , W. Nick Street

We study Off-Policy Evaluation (OPE) in contextual bandit settings with large action spaces. The benchmark estimators suffer from severe bias and variance tradeoffs. Parametric approaches suffer from bias due to difficulty specifying the…

机器学习 · 统计学 2023-12-15 Tatsuhiro Shimizu , Laura Forastiere

Off-policy Evaluation (OPE), or offline evaluation in general, evaluates the performance of hypothetical policies leveraging only offline log data. It is particularly useful in applications where the online interaction involves high stakes…

机器学习 · 统计学 2021-09-01 Yuta Saito , Takuma Udagawa , Haruka Kiyohara , Kazuki Mogi , Yusuke Narita , Kei Tateno

Recent advances in unbiased learning to rank (LTR) count on Inverse Propensity Scoring (IPS) to eliminate bias in implicit feedback. Though theoretically sound in correcting the bias introduced by treating clicked documents as relevant, IPS…

信息检索 · 计算机科学 2021-11-16 Nan Wang , Zhen Qin , Xuanhui Wang , Hongning Wang

In practice, it is essential to compare and rank candidate policies offline before real-world deployment for safety and reliability. Prior work seeks to solve this offline policy ranking (OPR) problem through value-based methods, such as…

机器学习 · 计算机科学 2023-12-20 Longchao Da , Porter Jenkins , Trevor Schwantes , Jeffrey Dotson , Hua Wei

Offline policy optimization could have a large impact on many real-world decision-making problems, as online learning may be infeasible in many applications. Importance sampling and its variants are a commonly used type of estimator in…

机器学习 · 计算机科学 2022-07-05 Yao Liu , Yannis Flet-Berliac , Emma Brunskill

In this paper, we demonstrate how to learn the objective function of a decision-maker while only observing the problem input data and the decision-maker's corresponding decisions over multiple rounds. We present exact algorithms for this…

最优化与控制 · 数学 2020-03-31 Andreas Bärmann , Alexander Martin , Sebastian Pokutta , Oskar Schneider

Optimizing survival outcomes, such as patient survival or customer retention, is a critical objective in data-driven decision-making. Off-Policy Evaluation~(OPE) provides a powerful framework for assessing such decision-making policies…

统计方法学 · 统计学 2026-03-25 Kohsuke Kubota , Mitsuhiro Takahashi , Yuta Saito

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

机器学习 · 计算机科学 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

Off-policy evaluation (OPE) is essential for assessing ranking and recommendation systems without costly online interventions. Self-Normalised Inverse Propensity Scoring (SNIPS) is a standard tool for variance reduction in OPE, leveraging a…

机器学习 · 计算机科学 2026-04-28 Olivier Jeunen , Shashank Gupta

Recommendation systems have been integrated into the majority of large online systems to filter and rank information according to user profiles. It thus influences the way users interact with the system and, as a consequence, bias the…

信息检索 · 计算机科学 2015-11-05 Arnaud De Myttenaere , Boris Golden , Bénédicte Le Grand , Fabrice Rossi

Human decision making is well known to be imperfect and the ability to analyse such processes individually is crucial when attempting to aid or improve a decision-maker's ability to perform a task, e.g. to alert them to potential biases or…

机器学习 · 计算机科学 2022-10-03 Alex J. Chan , Alicia Curth , Mihaela van der Schaar

Estimating consumer preferences is central to many problems in economics and marketing. This paper develops a flexible framework for learning individual preferences from partial ranking information by interpreting observed rankings as…

机器学习 · 统计学 2026-02-19 Yu-Chang Chen , Chen Chian Fuh , Shang En Tsai

Propensity score (PS) methods are widely used in observational studies to reduce confounding and estimate causal treatment effects. However, the validity of PS-based causal estimators depends heavily on correct model specification, and…

Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…

统计方法学 · 统计学 2021-07-06 Ashkan Ertefaie , Nima S. Hejazi , Mark J. van der Laan

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

This paper addresses the problem of policy selection in domains with abundant logged data, but with a restricted interaction budget. Solving this problem would enable safe evaluation and deployment of offline reinforcement learning policies…