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相关论文: Off-Policy Evaluation with Irregularly-Spaced, Out…

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This work aims to study off-policy evaluation (OPE) under scenarios where two key reinforcement learning (RL) assumptions -- temporal stationarity and individual homogeneity are both violated. To handle the ``double inhomogeneities", we…

统计方法学 · 统计学 2024-08-20 Zeyu Bian , Chengchun Shi , Zhengling Qi , Lan Wang

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 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 policy evaluation (OPE) estimates the outcome of a new policy using historical data collected from a different policy. However, existing OPE methods cannot handle cases when the new policy introduces novel actions. This issue…

人工智能 · 计算机科学 2025-02-04 Hyunji Nam , Allen Nie , Ge Gao , Vasilis Syrgkanis , Emma Brunskill

This paper addresses the problem of policy selection in domains with abundant logged data, but with a restricted interaction budget. Solving this problem would enable safe evaluation and deployment of offline reinforcement learning policies…

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 off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown…

机器学习 · 计算机科学 2021-10-20 Nathan Kallus , Angela Zhou

We consider evaluating and training a new policy for the evaluation data by using the historical data obtained from a different policy. The goal of off-policy evaluation (OPE) is to estimate the expected reward of a new policy over the…

机器学习 · 统计学 2020-10-19 Masahiro Kato , Masatoshi Uehara , Shota Yasui

Matching users based on mutual preferences is a fundamental aspect of services driven by reciprocal recommendations, such as job search and dating applications. Although A/B tests remain the gold standard for evaluating new policies in…

机器学习 · 计算机科学 2025-07-21 Yudai Hayashi , Shuhei Goda , Yuta Saito

Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…

统计方法学 · 统计学 2024-08-19 Ian Waudby-Smith , Lili Wu , Aaditya Ramdas , Nikos Karampatziakis , Paul Mineiro

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

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…

机器学习 · 计算机科学 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

We consider off-policy evaluation of dynamic treatment rules under sequential ignorability, given an assumption that the underlying system can be modeled as a partially observed Markov decision process (POMDP). We propose an estimator,…

机器学习 · 计算机科学 2023-05-10 Yuchen Hu , Stefan Wager

Evaluating a policy by deploying it in the real world can be risky and costly. Off-policy policy evaluation (OPE) algorithms use historical data collected from running a previous policy to evaluate a new policy, which provides a means for…

人工智能 · 计算机科学 2017-12-07 Zhaohan Daniel Guo , Philip S. Thomas , Emma Brunskill

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy from samples obtained via different policies. Recently, applying OPE methods for bandit problems has garnered attention. For the theoretical guarantees of…

机器学习 · 计算机科学 2020-10-26 Masahiro Kato , Kenshi Abe , Kaito Ariu , Shota Yasui

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

Off-policy evaluation (OPE) is crucial for assessing a target policy's impact offline before its deployment. However, achieving accurate OPE in large state spaces remains challenging. This paper studies state abstractions -- originally…

机器学习 · 统计学 2025-03-05 Meiling Hao , Pingfan Su , Liyuan Hu , Zoltan Szabo , Qingyuan Zhao , Chengchun Shi

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

Off-policy evaluation (OPE) is important for closing the gap between offline training and evaluation of reinforcement learning (RL), by estimating performance and/or rank of target (evaluation) policies using offline trajectories only. It…

机器学习 · 计算机科学 2023-10-17 Qitong Gao , Ge Gao , Juncheng Dong , Vahid Tarokh , Min Chi , Miroslav Pajic

Off-policy evaluation (OPE) in reinforcement learning is notoriously difficult in long- and infinite-horizon settings due to diminishing overlap between behavior and target policies. In this paper, we study the role of Markovian and…

机器学习 · 统计学 2023-01-18 Nathan Kallus , Masatoshi Uehara