Research map / Reinforcement learning / Policy gradient and actor-critic
Importance Sampling with Unequal Support
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Prune samples outside C and rescale using the known probability c | Importance sampling · Illustrative example (Fmax = 0.5) | MSE: 6.08 -> 0.086 | Helped |
| Use unequal-support importance sampling rather than ordinary importance sampling | Importance sampling · Diabetes treatment policy evaluation | variance | Helped |
| Use unequal-support importance sampling rather than ordinary importance sampling | Importance sampling · Diabetes treatment policy evaluation (CRmin = 10.375, c = 1/4) | confidence interval width | Helped |
| Add a constant control variate equal to the expected return under the sampling distribution (ablation) | IS, ISUS, and WIS · Diabetes treatment policy evaluation | MSE | Mixed |
| Use IS rather than ISUS | Importance sampling · Illustrative example (θ = 0, n = 10, Fmax = 1.0) | variance | Helped |
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