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Doubly Robust Bias Reduction in Infinite Horizon Off-Policy Estimation

ICLR 2020 · Reinforcement learning › Policy gradient and actor-critic · approach: Importance-weighted OPE estimators · 29 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Combine state-visitation importance sampling with a value-function correctionInfinite-horizon doubly robust estimator · TaxiMSEHelped
Combine state-visitation importance sampling with a value-function correctionInfinite-horizon doubly robust estimator · Puck-MountainMSEHelped
Combine state-visitation importance sampling with a value-function correctionInfinite-horizon doubly robust estimator · InvertedPendulum-v2MSEHelped
Use a more accurate value function in the estimator (ablation)Infinite-horizon doubly robust estimator · TaxibiasHelped
Use a more accurate density ratio in the estimator (ablation)Infinite-horizon doubly robust estimator · TaxibiasHelped
Increase horizon length while keeping the total number of samples fixed (ablation)Infinite-horizon doubly robust estimator · TaxiMSEHelped
Increase horizon length while keeping the total number of samples fixed (ablation)Finite weighted horizon doubly robust estimator · Puck-MountainvarianceHurt
Increase horizon length while keeping the total number of samples fixed (ablation)Infinite-horizon estimators · Puck-MountainMSENo clear effect
Use a value function close to the true value function (ablation)Doubly robust estimator · Infinite-horizon off-policy evaluationvarianceHelped

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