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Counterfactual Learning with General Data-Generating Policies

AAAI 2023 · Reinforcement learning › Policy gradient and actor-critic · approach: Importance-weighted OPE estimators · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use APS controls to incorporate local observations near deterministic decision boundaries in addition to the A/B test sampleOPE with mixed stochastic and deterministic logging · Simulation Experiment 1: Mix of A/B Test and Deterministic Logging PolicyRMSE: .118 -> .112Helped
Use APS controls instead of the Direct MethodOPE with deterministic UCB logging · Simulation Experiment 2: Upper Confidence Bound Logging PolicyRMSE: .342 -> .055Helped
Use APS OPE rather than mean differences estimated from the full sampleOPE with mixed stochastic and deterministic logging · Simulation Experiment 1: Mix of A/B Test and Deterministic Logging PolicyRMSE: .128 -> .112Helped
Allow conditional mean reward differences to vary with context (ablation)APS OPE · Simulation Experiment 1: Mix of A/B Test and Deterministic Policy, non-constant reward differencesRMSE: .019 -> .031Hurt
Allow conditional mean reward differences to vary with context (ablation)APS OPE · Simulation Experiment 2: Upper Confidence Bound, non-constant reward differencesRMSE: .117 -> .119Hurt
Use bandwidth δ = 0.1 instead of δ = 1 (ablation)APS OPE · Simulation Experiment 1: Mix of A/B Test and Deterministic Logging PolicyRMSE: .112 -> .115Hurt
Use bandwidth δ = 2.5 instead of δ = 1 (ablation)APS OPE · Simulation Experiment 1: Mix of A/B Test and Deterministic Logging PolicyRMSE: .112 -> .113No clear effect
Use bandwidth δ = 0.1 instead of δ = 1 (ablation)APS OPE · Simulation Experiment 2: Upper Confidence Bound Logging PolicyRMSE: .055 -> .058Hurt
Use bandwidth δ = 2.5 instead of δ = 1 (ablation)APS OPE · Simulation Experiment 2: Upper Confidence Bound Logging PolicyRMSE: .055 -> .055No clear effect
Expand coupon targeting using the APS-estimated effectsMercari coupon targeting policy · Coupon campaign policy recommendationCoupon Cost Effectiveness Measure: 79.57; 96.35; 134; 93.51; 92.07Helped

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