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Off-Policy Evaluation and Learning from Logged Bandit Feedback: Error Reduction via Surrogate Policy

ICLR 2019 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Causal and structured bandits · 11 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace known logging propensities with ML surrogate policy (NN)IPS · Yeasttest Hamming loss: 4.571 -> 3.630Helped
replace known logging propensities with ML surrogate policy (NN)IPS · Scenetest Hamming loss: 1.342 -> 1.086Helped
replace known logging propensities with ML surrogate policy (NN)IPS · TMCtest Hamming loss: 3.023 -> 2.019Helped
replace known logging propensities with ML surrogate policy (NN)IPS · LYRLtest Hamming loss: 1.108 -> 0.930Helped
add ML surrogate policy to POEM (MLPOEM-NN)POEM · Yeasttest Hamming loss: 4.549 -> 3.477Helped
add ML surrogate policy to POEM (MLPOEM-NN)POEM · LYRLtest Hamming loss: 0.981 -> 0.904Helped
add ML surrogate policy to POEM (MLPOEM-NN)POEM · Scenetest Hamming loss: 1.143 -> 1.086Helped
MLPOEM-NN versus Norm-POEMNorm-POEM · Scene / LYRLtest Hamming loss: Scene 1.045 vs 1.086; LYRL 0.799 vs 0.904Mixed
use ML surrogate policy instead of assuming uniform logging policy when logging policy unknownIPS · Yeasttest Hamming loss: 5.893 -> 3.630Helped
use neural network instead of linear surrogate policy (ablation)MLIPS · Scene, Yeast, TMC, LYRLtest Hamming loss: Yeast 3.778 -> 3.630; LYRL 1.025 -> 0.930No clear effect
replace known logging propensities with NN surrogate policyIPS · Criteo ad placementtest score: 0.551 -> 0.572Helped
replace logging propensities with surrogate policy for gradient estimationIPS · LYRL gradient estimationEuclidean distance to reference gradientHelped

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