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  • Adaptive Estimator Selection For Off-Policy Evaluation

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    Thomas Lee
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    Adaptive Estimator Selection for Off-Policy Evaluation presents a generic data-driven method for selecting estimators in off-policy policy evaluation. The method establishes strong performance guarantees, showing it is competitive with the optimal estimator up to a constant factor. Case studies demonstrate the method's generality in contextual bandits and reinforcement learning. Extensive experiments show the empirical efficacy of the approach compared to related methods.

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    Adaptive Estimator Selection for Off-Policy Evaluation presents a generic data-driven method for selecting estimators in off-policy policy evaluation. The method establishes strong performance guarantees, showing it is competitive with the optimal estimator up to a constant factor. Case studies demonstrate the method's generality in contextual bandits and reinforcement learning. Extensive experiments show the empirical efficacy of the approach compared to related methods.

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    11 views1 page

    Adaptive Estimator Selection For Off-Policy Evaluation

    Uploaded by

    Thomas Lee
    Adaptive Estimator Selection for Off-Policy Evaluation presents a generic data-driven method for selecting estimators in off-policy policy evaluation. The method establishes strong performance guarantees, showing it is competitive with the optimal estimator up to a constant factor. Case studies demonstrate the method's generality in contextual bandits and reinforcement learning. Extensive experiments show the empirical efficacy of the approach compared to related methods.

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    8/19/2020 Paper

    Adaptive Estimator Selection for Off-Policy Evaluation


    Part of Proceedings of the International Conference on Machine Learning 119 pre-proceedings (ICML 2020)
    Bibtex » Metadata » Paper » Supplemental »

    Authors
    Yi Su, Pavithra Srinath, Akshay Krishnamurthy
    Abstract
    We develop a generic data-driven method for estimator selection in off-policy policy evaluation settings. We establish a strong
    performance guarantee for the method, showing that it is competitive with the oracle estimator, up to a constant factor. Via in-depth
    case studies in contextual bandits and reinforcement learning, we demonstrate the generality and applicability of the method. We also
    perform comprehensive experiments, demonstrating the empirical efficacy of our approach and comparing with related approaches. In
    both case studies, our method compares favorably with existing methods.

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    https://proceedings.icml.cc/book/2020/hash/074177d3eb6371e32c16c55a3b8f706b 1/1

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