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相关论文: Causal Deepsets for Off-policy Evaluation under Sp…

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Reinforcement learning (RL) can be used to learn treatment policies and aid decision making in healthcare. However, given the need for generalization over complex state/action spaces, the incorporation of function approximators (e.g., deep…

机器学习 · 计算机科学 2021-07-26 Shengpu Tang , Jenna Wiens

Off-policy evaluation (OPE) estimates the performance of a target policy using offline data collected from a behavior policy, and is crucial in domains such as robotics or healthcare where direct interaction with the environment is costly…

Evaluating policies using off-policy data is crucial for applying reinforcement learning to real-world problems such as healthcare and autonomous driving. Previous methods for off-policy evaluation (OPE) generally suffer from high variance…

机器学习 · 计算机科学 2024-10-04 Shreyas Chaudhari , Ameet Deshpande , Bruno Castro da Silva , Philip S. Thomas

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…

One of the core problems in statistical models is the estimation of a posterior distribution. For topic models, the problem of posterior inference for individual texts is particularly important, especially when dealing with data streams,…

机器学习 · 统计学 2016-08-18 Khoat Than , Tung Doan

We consider off-policy evaluation (OPE) in contextual bandits with finite action space. Inverse Propensity Score (IPS) weighting is a widely used method for OPE due to its unbiased, but it suffers from significant variance when the action…

机器学习 · 计算机科学 2025-10-15 Kushagra Chandak , Vincent Liu , Haanvid Lee

Causal machine learning holds promise for estimating individual treatment effects from complex data. For successful real-world applications of machine learning methods, it is of paramount importance to obtain reliable insights into which…

机器学习 · 计算机科学 2026-05-22 Joseph Paillard , Angel Reyero Lobo , Vitaliy Kolodyazhniy , Bertrand Thirion , Denis A. Engemann

In off policy evaluation (OPE) for partially observable Markov decision processes (POMDPs), an agent must infer hidden states from past observations, which exacerbates both the curse of horizon and the curse of memory in existing OPE…

机器学习 · 统计学 2026-03-04 Youheng Zhu , Yiping Lu

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

Causal reasoning is often challenging with spatial data, particularly when handling high-dimensional inputs. To address this, we propose a neural network (NN) based framework integrated with an approximate Gaussian process to manage spatial…

机器学习 · 计算机科学 2024-12-06 Ziyang Jiang , Zach Calhoun , Yiling Liu , Lei Duan , David Carlson

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

Reinforcement learning (RL) is one of the most vibrant research frontiers in machine learning and has been recently applied to solve a number of challenging problems. In this paper, we primarily focus on off-policy evaluation (OPE), one of…

机器学习 · 统计学 2022-12-14 Masatoshi Uehara , Chengchun Shi , Nathan Kallus

Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…

机器学习 · 统计学 2025-09-04 Imad Aouali , Otmane Sakhi

We investigate off-policy evaluation (OPE), a central and fundamental problem in reinforcement learning (RL), in the challenging setting of Partially Observable Markov Decision Processes (POMDPs) with large observation spaces. Recent works…

机器学习 · 计算机科学 2025-03-04 Yuheng Zhang , Nan Jiang

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing…

机器学习 · 计算机科学 2022-06-17 Chengchun Shi , Masatoshi Uehara , Jiawei Huang , Nan Jiang

We study the problem of off-policy evaluation (OPE) for episodic Partially Observable Markov Decision Processes (POMDPs) with continuous states. Motivated by the recently proposed proximal causal inference framework, we develop a…

机器学习 · 统计学 2022-10-18 Rui Miao , Zhengling Qi , Xiaoke Zhang

An important problem in econometrics and marketing is to infer the causal impact that a designed market intervention has exerted on an outcome metric over time. This paper proposes to infer causal impact on the basis of a…

应用统计 · 统计学 2015-06-02 Kay H. Brodersen , Fabian Gallusser , Jim Koehler , Nicolas Remy , Steven L. Scott

We show that the popular reinforcement learning (RL) strategy of estimating the state-action value (Q-function) by minimizing the mean squared Bellman error leads to a regression problem with confounding, the inputs and output noise being…

机器学习 · 计算机科学 2022-12-01 Yutian Chen , Liyuan Xu , Caglar Gulcehre , Tom Le Paine , Arthur Gretton , Nando de Freitas , Arnaud Doucet

In reinforcement learning, off-policy evaluation (OPE) is the problem of estimating the expected return of an evaluation policy given a fixed dataset that was collected by running one or more different policies. One of the more empirically…

机器学习 · 计算机科学 2023-10-31 Brahma S. Pavse , Josiah P. Hanna

Causal effect estimation from observational data is fundamental across various applications. However, selecting an appropriate estimator from dozens of specialized methods demands substantial manual effort and domain expertise. We present…