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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

Off-policy evaluation can leverage logged data to estimate the effectiveness of new policies in e-commerce, search engines, media streaming services, or automatic diagnostic tools in healthcare. However, the performance of baseline…

机器学习 · 计算机科学 2025-03-03 Daniel Guzman-Olivares , Philipp Schmidt , Jacek Golebiowski , Artur Bekasov

We study the problem of offline policy optimization in stochastic contextual bandit problems, where the goal is to learn a near-optimal policy based on a dataset of decision data collected by a suboptimal behavior policy. Rather than making…

机器学习 · 计算机科学 2023-09-28 Germano Gabbianelli , Gergely Neu , Matteo Papini

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

Off-policy evaluation (OPE) attempts to predict the performance of counterfactual policies using log data from a different policy. We extend its applicability by developing an OPE method for a class of both full support and deficient…

机器学习 · 计算机科学 2022-12-06 Yusuke Narita , Kyohei Okumura , Akihiro Shimizu , Kohei Yata

Off-policy evaluation (OPE) is critical for applying contextual bandit algorithms to high-stakes decision-making settings such as healthcare, where new treatment policies must be evaluated prior to deployment. Unfortunately, OPE techniques…

机器学习 · 计算机科学 2026-05-28 Aishwarya Mandyam , Shengpu Tang , Jiayu Yao , Jenna Wiens , Barbara E. Engelhardt

Evaluating novel contextual bandit policies using logged data is crucial in applications where exploration is costly, such as medicine. But it usually relies on the assumption of no unobserved confounders, which is bound to fail in…

机器学习 · 统计学 2019-08-07 Andrew Bennett , Nathan Kallus

The off-policy paradigm casts recommendation as a counterfactual decision-making task, allowing practitioners to unbiasedly estimate online metrics using offline data. This leads to effective evaluation metrics, as well as learning…

机器学习 · 计算机科学 2024-09-17 Olivier Jeunen , Aleksei Ustimenko

Off-policy evaluation (OPE) in ranking settings with large ranking action spaces, which stems from an increase in both the number of unique actions and length of the ranking, is essential for assessing new recommender policies using only…

机器学习 · 统计学 2025-06-03 Tatsuki Takahashi , Chihiro Maru , Hiroko Shoji

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

We study the problem of off-policy evaluation from batched contextual bandit data with multidimensional actions, often termed slates. The problem is common to recommender systems and user-interface optimization, and it is particularly…

机器学习 · 计算机科学 2021-11-04 Nikos Vlassis , Ashok Chandrashekar , Fernando Amat Gil , Nathan Kallus

In interactive systems, actions are often correlated, presenting an opportunity for more sample-efficient off-policy evaluation (OPE) and learning (OPL) in large action spaces. We introduce a unified Bayesian framework to capture these…

机器学习 · 计算机科学 2025-04-10 Imad Aouali , Victor-Emmanuel Brunel , David Rohde , Anna Korba

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

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 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

Automated decision-making algorithms drive applications such as recommendation systems and search engines. These algorithms often rely on off-policy contextual bandits or off-policy learning (OPL). Conventionally, OPL selects actions that…

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

机器学习 · 计算机科学 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

Off-policy evaluation is a key component of reinforcement learning which evaluates a target policy with offline data collected from behavior policies. It is a crucial step towards safe reinforcement learning and has been used in…

机器学习 · 计算机科学 2020-12-01 Jinlin Lai , Lixin Zou , Jiaxing Song

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) is widely applied in sectors such as pharmaceuticals and e-commerce to evaluate the efficacy of novel products or policies from offline datasets. This paper introduces a causal deepset framework that relaxes…

机器学习 · 统计学 2024-07-26 Runpeng Dai , Jianing Wang , Fan Zhou , Shikai Luo , Zhiwei Qin , Chengchun Shi , Hongtu Zhu