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Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

机器学习 · 计算机科学 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

Off-policy evaluation (OPE) is to evaluate a target policy with data generated by other policies. Most previous OPE methods focus on precisely estimating the true performance of a policy. We observe that in many applications, (1) the end…

机器学习 · 计算机科学 2022-06-22 Yue Jin , Yue Zhang , Tao Qin , Xudong Zhang , Jian Yuan , Houqiang Li , Tie-Yan Liu

This study addresses the problem of off-policy evaluation (OPE) from dependent samples obtained via the bandit algorithm. The goal of OPE is to evaluate a new policy using historical data obtained from behavior policies generated by the…

机器学习 · 统计学 2020-06-15 Masahiro Kato

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 methods are important in recommendation systems and search engines, where data collected under an existing logging policy is used to estimate the performance of a new proposed policy. A common approach to this problem…

机器学习 · 计算机科学 2023-01-04 Jaron J. R. Lee , David Arbour , Georgios Theocharous

We consider the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of an evaluation policy, $\pi_e$, using a fixed dataset, $\mathcal{D}$, collected by one or more policies…

机器学习 · 计算机科学 2022-12-16 Brahma S. Pavse , Josiah P. Hanna

Ranking interfaces are everywhere in online platforms. There is thus an ever growing interest in their Off-Policy Evaluation (OPE), aiming towards an accurate performance evaluation of ranking policies using logged data. A de-facto approach…

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 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

While the classic off-policy evaluation (OPE) literature commonly assumes decision time points to be evenly spaced for simplicity, in many real-world scenarios, such as those involving user-initiated visits, decisions are made at…

统计方法学 · 统计学 2024-09-17 Xin Chen , Wenbin Lu , Shu Yang , Dipankar Bandyopadhyay

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 off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

计量经济学 · 经济学 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

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 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

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…

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

In applying reinforcement learning (RL) to high-stakes domains, quantitative and qualitative evaluation using observational data can help practitioners understand the generalization performance of new policies. However, this type of…

机器学习 · 计算机科学 2023-10-27 Shengpu Tang , Jenna Wiens

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

Many practical reinforcement learning environments have a discrete factored action space that induces a large combinatorial set of actions, thereby posing significant challenges. Existing approaches leverage the regular structure of the…

机器学习 · 计算机科学 2025-05-01 Junkyu Lee , Tian Gao , Elliot Nelson , Miao Liu , Debarun Bhattacharjya , Songtao Lu

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