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Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior policy to evaluate and learn new policies, is crucial in applications where experimentation is limited such as medicine. We study the estimation of…

机器学习 · 计算机科学 2020-06-09 Nathan Kallus , Masatoshi Uehara

Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many…

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

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

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

We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…

人工智能 · 计算机科学 2018-05-25 Mehrdad Farajtabar , Yinlam Chow , Mohammad Ghavamzadeh

On a variety of complex decision-making tasks, from doctors prescribing treatment to judges setting bail, machine learning algorithms have been shown to outperform expert human judgments. One complication, however, is that it is often…

统计方法学 · 统计学 2018-05-07 Jongbin Jung , Ravi Shroff , Avi Feller , Sharad Goel

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

This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…

机器学习 · 计算机科学 2019-11-26 Guy Tennenholtz , Shie Mannor , Uri Shalit

Off-policy evaluation (OPE) is widely applied in sectors such as pharmaceuticals and e-commerce to evaluate the efficacy of novel products or policies from offline datasets. This paper introduces a causal deepset framework that relaxes…

机器学习 · 统计学 2024-07-26 Runpeng Dai , Jianing Wang , Fan Zhou , Shikai Luo , Zhiwei Qin , Chengchun Shi , Hongtu Zhu

Convenient access to observational data enables us to learn causal effects without randomized experiments. This research direction draws increasing attention in research areas such as economics, healthcare, and education. For example, we…

社会与信息网络 · 计算机科学 2019-12-03 Ruocheng Guo , Jundong Li , Huan Liu

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

机器学习 · 计算机科学 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some variables that confound actions are not observed, and (ii)…

机器学习 · 计算机科学 2023-03-21 Siyu Chen , Yitan Wang , Zhaoran Wang , Zhuoran Yang

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

系统与控制 · 电气工程与系统科学 2025-03-20 Dongdong Li , Jiuxiang Dong

The estimation of treatment effects is a pervasive problem in medicine. Existing methods for estimating treatment effects from longitudinal observational data assume that there are no hidden confounders, an assumption that is not testable…

机器学习 · 计算机科学 2020-09-21 Ioana Bica , Ahmed M. Alaa , Mihaela van der Schaar

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

机器学习 · 计算机科学 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

Modern medical research demands specialized causal inference methods evaluating complex continuous-time dynamic treatment regimens using observational data. For instance, obtaining the causal effects of intravenous administration, a…

统计方法学 · 统计学 2026-04-02 Haiyan Zhu , Yingchun Zhou

We consider off-policy evaluation (OPE) in continuous treatment settings, such as personalized dose-finding. In OPE, one aims to estimate the mean outcome under a new treatment decision rule using historical data generated by a different…

机器学习 · 统计学 2021-11-08 Hengrui Cai , Chengchun Shi , Rui Song , Wenbin Lu

Offline Reinforcement Learning promises to learn effective policies from previously-collected, static datasets without the need for exploration. However, existing Q-learning and actor-critic based off-policy RL algorithms fail when…

机器学习 · 计算机科学 2021-05-19 Yue Wu , Shuangfei Zhai , Nitish Srivastava , Joshua Susskind , Jian Zhang , Ruslan Salakhutdinov , Hanlin Goh

Off-policy learning plays a pivotal role in optimizing and evaluating policies prior to the online deployment. However, during the real-time serving, we observe varieties of interventions and constraints that cause inconsistency between the…

机器学习 · 计算机科学 2022-03-01 Da Xu , Yuting Ye , Chuanwei Ruan , Bo Yang