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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

Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would benefit significantly from having a confidence interval (CI)…

机器学习 · 统计学 2021-06-09 Chengchun Shi , Runzhe Wan , Victor Chernozhukov , Rui Song

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) 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

Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes…

Off-policy learning (OPL) in contextual bandits aims to learn a decision-making policy that maximizes the target rewards by using only historical interaction data collected under previously developed policies. Unfortunately, when rewards…

机器学习 · 计算机科学 2025-06-18 Rikiya Takehi , Masahiro Asami , Kosuke Kawakami , Yuta Saito

Off-policy evaluation (OPE) aims to estimate the performance of hypothetical policies using data generated by a different policy. Because of its huge potential impact in practice, there has been growing research interest in this field.…

机器学习 · 计算机科学 2021-10-27 Yuta Saito , Shunsuke Aihara , Megumi Matsutani , Yusuke Narita

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 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

Off-policy Evaluation (OPE) methods are crucial tools for evaluating policies in high-stakes domains such as healthcare, where direct deployment is often infeasible, unethical, or expensive. When deployment environments are expected to…

机器学习 · 计算机科学 2022-09-20 Harvineet Singh , Shalmali Joshi , Finale Doshi-Velez , Himabindu Lakkaraju

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 study off-policy evaluation (OPE) from multiple logging policies, each generating a dataset of fixed size, i.e., stratified sampling. Previous work noted that in this setting the ordering of the variances of different importance sampling…

机器学习 · 计算机科学 2020-10-22 Nathan Kallus , Yuta Saito , Masatoshi Uehara

Recent advances of gradient temporal-difference methods allow to learn off-policy multiple value functions in parallel with- out sacrificing convergence guarantees or computational efficiency. This opens up new possibilities for sound…

人工智能 · 计算机科学 2014-05-22 Anna Harutyunyan , Tim Brys , Peter Vrancx , Ann Nowe

The varying significance of distinct primitive behaviors during the policy learning process has been overlooked by prior model-free RL algorithms. Leveraging this insight, we explore the causal relationship between different action…

机器学习 · 计算机科学 2024-11-05 Tianying Ji , Yongyuan Liang , Yan Zeng , Yu Luo , Guowei Xu , Jiawei Guo , Ruijie Zheng , Furong Huang , Fuchun Sun , Huazhe Xu

When observed decisions depend only on observed features, off-policy policy evaluation (OPE) methods for sequential decision making problems can estimate the performance of evaluation policies before deploying them. This assumption is…

机器学习 · 统计学 2020-03-13 Hongseok Namkoong , Ramtin Keramati , Steve Yadlowsky , Emma Brunskill

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

Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…

机器学习 · 计算机科学 2023-09-11 Olivier Jeunen , Ben London

We consider a model-based approach to perform batch off-policy evaluation in reinforcement learning. Our method takes a mixture-of-experts approach to combine parametric and non-parametric models of the environment such that the final value…

机器学习 · 计算机科学 2020-02-19 Omer Gottesman , Yao Liu , Scott Sussex , Emma Brunskill , Finale Doshi-Velez

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

机器学习 · 计算机科学 2016-05-27 Nan Jiang , Lihong Li

In this work, we consider the off-policy policy evaluation problem for contextual bandits and finite horizon reinforcement learning in the nonstationary setting. Reusing old data is critical for policy evaluation, but existing estimators…

机器学习 · 计算机科学 2023-02-24 Vincent Liu , Yash Chandak , Philip Thomas , Martha White