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There are many scenarios where short- and long-term causal effects of an intervention are different. For example, low-quality ads may increase short-term ad clicks but decrease the long-term revenue via reduced clicks. This work, therefore,…

应用统计 · 统计学 2020-12-23 Lu Cheng , Ruocheng Guo , Huan Liu

From incorporating LLMs in education, to identifying new drugs and improving ways to charge batteries, innovators constantly try new strategies in search of better long-term outcomes for students, patients and consumers. One major…

机器学习 · 计算机科学 2024-07-11 Hyunji Alex Nam , Yash Chandak , Emma Brunskill

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…

A recently popular approach to solving reinforcement learning is with data from human preferences. In fact, human preference data are now used with classic reinforcement learning algorithms such as actor-critic methods, which involve…

机器学习 · 计算机科学 2024-02-28 Zihao Li , Xiang Ji , Minshuo Chen , Mengdi Wang

Off-policy evaluation provides an essential tool for evaluating the effects of different policies or treatments using only observed data. When applied to high-stakes scenarios such as medical diagnosis or financial decision-making, it is…

机器学习 · 计算机科学 2020-10-30 Ziyang Tang , Yihao Feng , Na Zhang , Jian Peng , Qiang Liu

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

机器学习 · 计算机科学 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes, where the evaluation policy depends only on observable variables but the behavior policy depends on latent states (Tennenholtz et al. (2020a)). Prior…

机器学习 · 计算机科学 2021-09-23 Yash Nair , Nan Jiang

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

Off-policy evaluation is critical in a number of applications where new policies need to be evaluated offline before online deployment. Most existing methods focus on the expected return, define the target parameter through averaging and…

机器学习 · 统计学 2023-02-10 Yingying Zhang , Chengchun Shi , Shikai Luo

Recent work on policy learning from observational data has highlighted the importance of efficient policy evaluation and has proposed reductions to weighted (cost-sensitive) classification. But, efficient policy evaluation need not yield…

机器学习 · 计算机科学 2020-02-13 Andrew Bennett , Nathan Kallus

Off-policy evaluation (OPE) is critical for applying contextual bandit algorithms to high-stakes decision-making settings such as healthcare, where new treatment policies must be evaluated prior to deployment. Unfortunately, OPE techniques…

机器学习 · 计算机科学 2026-05-28 Aishwarya Mandyam , Shengpu Tang , Jiayu Yao , Jenna Wiens , Barbara E. Engelhardt

Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes…

Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would benefit significantly from having a confidence interval (CI)…

机器学习 · 统计学 2021-06-09 Chengchun Shi , Runzhe Wan , Victor Chernozhukov , Rui Song

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

机器学习 · 计算机科学 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

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

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

机器学习 · 计算机科学 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

Off-Policy Evaluation (OPE) is employed to assess the potential impact of a hypothetical policy using logged contextual bandit feedback, which is crucial in areas such as personalized medicine and recommender systems, where online…

机器学习 · 计算机科学 2025-07-10 Yuqi Bai , Ziyu Zhao , Chenxin Lyu , Minqin Zhu , Kun Kuang

Offline optimization is an emerging problem in many experimental engineering domains including protein, drug or aircraft design, where online experimentation to collect evaluation data is too expensive or dangerous. To avoid that, one has…

机器学习 · 计算机科学 2024-05-10 Yassine Chemingui , Aryan Deshwal , Trong Nghia Hoang , Janardhan Rao Doppa

We study off-policy evaluation (OPE) from multiple logging policies, each generating a dataset of fixed size, i.e., stratified sampling. Previous work noted that in this setting the ordering of the variances of different importance sampling…

机器学习 · 计算机科学 2020-10-22 Nathan Kallus , Yuta Saito , Masatoshi Uehara

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