An instrumental variable approach to confounded off-policy evaluation

Y Xu, J Zhu, C Shi, S Luo… - … Conference on Machine …, 2023 - proceedings.mlr.press
Off-policy evaluation (OPE) aims to estimate the return of a target policy using some pre-
collected observational data generated by a potentially different behavior policy. In many …

Efficiently breaking the curse of horizon in off-policy evaluation with double reinforcement learning

N Kallus, M Uehara - Operations Research, 2022 - pubsonline.informs.org
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 …

Policy-adaptive estimator selection for off-policy evaluation

T Udagawa, H Kiyohara, Y Narita, Y Saito… - Proceedings of the AAAI …, 2023 - ojs.aaai.org
Off-policy evaluation (OPE) aims to accurately evaluate the performance of counterfactual
policies using only offline logged data. Although many estimators have been developed …

Efficiently breaking the curse of horizon in off-policy evaluation with double reinforcement learning

N Kallus, M Uehara - arXiv preprint arXiv:1909.05850, 2019 - arxiv.org
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 …

Off-policy evaluation with deficient support using side information

N Felicioni, M Ferrari Dacrema… - Advances in …, 2022 - proceedings.neurips.cc
Abstract The Off-Policy Evaluation (OPE) problem consists in evaluating the performance of
new policies from the data collected by another one. OPE is crucial when evaluating a new …

Quantile off-policy evaluation via deep conditional generative learning

Y Xu, C Shi, S Luo, L Wang, R Song - arXiv preprint arXiv:2212.14466, 2022 - arxiv.org
Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline
data generated by a potentially different behavior policy. It is critical in a number of …

Deeply-debiased off-policy interval estimation

C Shi, R Wan, V Chernozhukov… - … conference on machine …, 2021 - proceedings.mlr.press
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 …

State-action similarity-based representations for off-policy evaluation

B Pavse, J Hanna - Advances in Neural Information …, 2024 - proceedings.neurips.cc
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 …

Understanding the curse of horizon in off-policy evaluation via conditional importance sampling

Y Liu, PL Bacon, E Brunskill - International Conference on …, 2020 - proceedings.mlr.press
Off-policy policy estimators that use importance sampling (IS) can suffer from high variance
in long-horizon domains, and there has been particular excitement over new IS methods that …

Off-policy evaluation for large action spaces via conjunct effect modeling

Y Saito, Q Ren, T Joachims - international conference on …, 2023 - proceedings.mlr.press
We study off-policy evaluation (OPE) of contextual bandit policies for large discrete action
spaces where conventional importance-weighting approaches suffer from excessive …