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This paper investigates the off-policy evaluation (OPE) problem from a distributional perspective. Rather than focusing solely on the expectation of the total return, as in most existing OPE methods, we aim to estimate the entire return…

机器学习 · 统计学 2026-04-27 Qi Kuang , Chao Wang , Yuling Jiao , Fan Zhou

Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…

机器学习 · 计算机科学 2023-09-11 Olivier Jeunen , Ben London

Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…

机器学习 · 计算机科学 2023-10-25 Noveen Sachdeva , Lequn Wang , Dawen Liang , Nathan Kallus , Julian McAuley

In many experimental and observational studies, the outcome of interest is often difficult or expensive to observe, reducing effective sample sizes for estimating average treatment effects (ATEs) even when identifiable. We study how…

机器学习 · 统计学 2024-10-11 Nathan Kallus , Xiaojie Mao

We study off-policy evaluation (OPE) of contextual bandit policies for large discrete action spaces where conventional importance-weighting approaches suffer from excessive variance. To circumvent this variance issue, we propose a new…

机器学习 · 统计学 2023-06-12 Yuta Saito , Qingyang Ren , Thorsten Joachims

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

Many sequential decision making problems are high-stakes and require off-policy evaluation (OPE) of a new policy using historical data collected using some other policy. One of the most common OPE techniques that provides unbiased estimates…

机器学习 · 计算机科学 2021-12-06 Christina J. Yuan , Yash Chandak , Stephen Giguere , Philip S. Thomas , Scott Niekum

Policy evaluation algorithms are essential to reinforcement learning due to their ability to predict the performance of a policy. However, there are two long-standing issues lying in this prediction problem that need to be tackled:…

机器学习 · 计算机科学 2021-12-30 Daoming Lyu , Bo Liu , Matthieu Geist , Wen Dong , Saad Biaz , Qi Wang

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

机器学习 · 计算机科学 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

We offer an experimental benchmark and empirical study for off-policy policy evaluation (OPE) in reinforcement learning, which is a key problem in many safety critical applications. Given the increasing interest in deploying learning-based…

机器学习 · 计算机科学 2021-11-30 Cameron Voloshin , Hoang M. Le , Nan Jiang , Yisong Yue

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

This paper proposes a new class of distributional causal quantities, referred to as the \textit{outcome conditioned partial policy effects} (OCPPEs), to measure the \textit{average} effect of a general counterfactual intervention of a…

计量经济学 · 经济学 2024-07-25 Zhengyu Zhang , Zequn Jin , Lihua Lin

Reinforcement learning (RL) has been extensively researched for enhancing human-environment interactions in various human-centric tasks, including e-learning and healthcare. Since deploying and evaluating policies online are high-stakes in…

机器学习 · 计算机科学 2023-02-21 Ge Gao , Song Ju , Markel Sanz Ausin , Min Chi

Policy optimization is an effective reinforcement learning approach to solve continuous control tasks. Recent achievements have shown that alternating online and offline optimization is a successful choice for efficient trajectory reuse.…

机器学习 · 计算机科学 2018-11-01 Alberto Maria Metelli , Matteo Papini , Francesco Faccio , Marcello Restelli

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

This paper is concerned with constructing a confidence interval for a target policy's value offline based on a pre-collected observational data in infinite horizon settings. Most of the existing works assume no unmeasured variables exist…

机器学习 · 统计学 2022-11-07 Chengchun Shi , Jin Zhu , Ye Shen , Shikai Luo , Hongtu Zhu , Rui Song

The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…

机器学习 · 计算机科学 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

机器学习 · 计算机科学 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

Using state-level opioid overdose mortality data from 1999-2016, we simulated four time-varying treatment scenarios, which correspond to real-world policy dynamics (ramp up, ramp down, temporary and inconsistent). We then evaluated seven…

The world currently offers an abundance of data in multiple domains, from which we can learn reinforcement learning (RL) policies without further interaction with the environment. RL agents learning offline from such data is possible but…

机器学习 · 计算机科学 2022-12-19 Hager Radi , Josiah P. Hanna , Peter Stone , Matthew E. Taylor