相关论文: Doubly Robust Estimator for Off-Policy Evaluation …

We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…

Suppose we are interested in the mean of an outcome variable missing not at random. Suppose however that one has available a fully observed shadow variable, which is associated with the outcome but independent of the missingness process…

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

The doubly-robust (DR) estimator is popular for evaluating causal effects in observational studies and is often perceived as more desirable than inverse probability weighting (IPW) or outcome modeling alone because it provides extra…

Due to concerns about parametric model misspecification, there is interest in using machine learning to adjust for confounding when evaluating the causal effect of an exposure on an outcome. Unfortunately, exposure effect estimators that…

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…

Micro-randomized trials (MRTs) are increasingly used to evaluate mobile health interventions with binary proximal outcomes. Standard inverse probability weighting (IPW) estimators are unbiased but unstable in small samples or under extreme…

We show that on-policy policy gradient (PG) and its variance reduction variants can be derived by taking finite difference of function evaluations supplied by estimators from the importance sampling (IS) family for off-policy evaluation…

Gradient-based methods for optimisation of objectives in stochastic settings with unknown or intractable dynamics require estimators of derivatives. We derive an objective that, under automatic differentiation, produces low-variance…

Reinforcement learning has demonstrated impressive performance in various challenging problems such as robotics, board games, and classical arcade games. However, its real-world applications can be hindered by the absence of robustness and…

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

We consider risk-sensitive Markov decision processes (MDPs), where the MDP model is influenced by a parameter which takes values in a compact metric space. We identify sufficient conditions under which small perturbations in the model…

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can…

Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…

Marginal maximum likelihood estimation (MMLE) in item response theory (IRT) is highly sensitive to aberrant responses, such as careless answering and random guessing, which can reduce estimation accuracy. To address this issue, this study…

Model-based offline reinforcement learning (RL) has made remarkable progress, offering a promising avenue for improving generalization with synthetic model rollouts. Existing works primarily focus on incorporating pessimism for policy…

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…

We develop a novel and general framework for reduced-bias $M$-estimation from asymptotically unbiased estimating functions. The framework relies on an empirical approximation of the bias by a function of derivatives of estimating function…

Ensuring the robustness of deep reinforcement learning (DRL) agents against adversarial attacks is critical for their trustworthy deployment. Recent research highlights the challenges of achieving state-adversarial robustness and suggests…

Clicks on rankings suffer from position-bias: generally items on lower ranks are less likely to be examined - and thus clicked - by users, in spite of their actual preferences between items. The prevalent approach to unbiased click-based…