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Efficient Counterfactual Learning from Bandit Feedback

AAAI 2019 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Causal and structured bandits · 22 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use an estimated propensity score instead of the known true scoreSelf-normalized inverse probability weighting for ad CTR evaluation · CyberAgent ads — existing logging and best-action policiesConfidence interval width: 6-34%Helped
Use the best advertisement predicted for each context instead of the logging policyCyberAgent ad policy · CyberAgent adsCTR: 10-15%Helped
Estimate propensity scores with ridge logistic regression rather than use the true scoreSelf-normalized inverse probability weighting · CyberAgent ads — existing logging policyCI length reduction: 0 -> -30.2%Helped
Estimate propensity scores with ridge logistic regression rather than use the true scoreSelf-normalized inverse probability weighting · CyberAgent ads — choose best action by contextCI length reduction: 0 -> -34.1%Helped
Use gradient boosting rather than random forest to estimate the propensity scoreSelf-normalized inverse probability weighting · CyberAgent ads — existing logging policyCI length reduction: -6.62% -> -22.5%Helped

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