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There has been a growing interest in off-policy evaluation in the literature such as recommender systems and personalized medicine. We have so far seen significant progress in developing estimators aimed at accurately estimating the…

机器学习 · 计算机科学 2024-04-24 Yuta Saito , Masahiro Nomura

In applying reinforcement learning (RL) to high-stakes domains, quantitative and qualitative evaluation using observational data can help practitioners understand the generalization performance of new policies. However, this type of…

机器学习 · 计算机科学 2023-10-27 Shengpu Tang , Jenna Wiens

This paper focuses on developing Pareto-optimal estimation and policy learning to identify the most effective treatment that maximizes the total reward from both short-term and long-term effects, which might conflict with each other. For…

机器学习 · 计算机科学 2024-03-13 Yingrong Wang , Anpeng Wu , Haoxuan Li , Weiming Liu , Qiaowei Miao , Ruoxuan Xiong , Fei Wu , Kun Kuang

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

机器学习 · 计算机科学 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

Estimating the long-term effects of treatments is of interest in many fields. A common challenge in estimating such treatment effects is that long-term outcomes are unobserved in the time frame needed to make policy decisions. One approach…

统计方法学 · 统计学 2024-08-23 Susan Athey , Raj Chetty , Guido Imbens , Hyunseung Kang

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

Estimating long-term causal effects based on short-term surrogates is a significant but challenging problem in many real-world applications, e.g., marketing and medicine. Despite its success in certain domains, most existing methods…

机器学习 · 计算机科学 2023-11-22 Ruichu Cai , Weilin Chen , Zeqin Yang , Shu Wan , Chen Zheng , Xiaoqing Yang , Jiecheng Guo

We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical…

机器学习 · 统计学 2019-06-04 Nathan Kallus

Off-Policy Evaluation (OPE) aims to assess the effectiveness of counterfactual policies using only offline logged data and is often used to identify the top-k promising policies for deployment in online A/B tests. Existing evaluation…

机器学习 · 计算机科学 2024-03-12 Haruka Kiyohara , Ren Kishimoto , Kosuke Kawakami , Ken Kobayashi , Kazuhide Nakata , Yuta Saito

This paper studies off-policy evaluation (OPE) in reinforcement learning with a focus on behavior policy estimation for importance sampling. Prior work has shown empirically that estimating a history-dependent behavior policy can lead to…

机器学习 · 计算机科学 2025-05-29 Hongyi Zhou , Josiah P. Hanna , Jin Zhu , Ying Yang , Chengchun Shi

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

Importance sampling (IS) is often used to perform off-policy policy evaluation but is prone to several issues, especially when the behavior policy is unknown and must be estimated from data. Significant differences between the target and…

机器学习 · 计算机科学 2021-11-23 Anton Matsson , Fredrik D. Johansson

We study minimax methods for off-policy evaluation (OPE) using value functions and marginalized importance weights. Despite that they hold promises of overcoming the exponential variance in traditional importance sampling, several key…

机器学习 · 计算机科学 2020-11-06 Nan Jiang , Jiawei Huang

Autonomous exploration has many important applications. However, classic information gain-based or frontier-based exploration only relies on the robot current state to determine the immediate exploration goal, which lacks the capability of…

机器人学 · 计算机科学 2023-05-26 Yafei Hu , Junyi Geng , Chen Wang , John Keller , Sebastian Scherer

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

In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…

统计理论 · 数学 2020-09-08 Susan Athey , Stefan Wager

When faced with sequential decision-making problems, it is often useful to be able to predict what would happen if decisions were made using a new policy. Those predictions must often be based on data collected under some previously used…

Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance…

机器学习 · 计算机科学 2019-06-11 Nathan Kallus , Masatoshi Uehara

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

机器学习 · 计算机科学 2023-08-30 Hanhan Zhou , Tian Lan , Vaneet Aggarwal

Learning from human feedback has been central to recent advances in artificial intelligence and machine learning. Since the collection of human feedback is costly, a natural question to ask is if the new feedback always needs to collected.…

机器学习 · 计算机科学 2024-06-17 Aniruddha Bhargava , Lalit Jain , Branislav Kveton , Ge Liu , Subhojyoti Mukherjee