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Bayesian Counterfactual Risk Minimization

ICML 2019 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Nonparametric and PAC-Bayes Bayesian learning · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace standard L2 regularization with logging-policy regularization in IPSIPS-L2 · Fashion-MNIST testexpected reward (stoch.): 0.7778 -> 0.7955Helped
Replace standard L2 regularization with logging-policy regularization in IPSIPS-L2 · CIFAR-100 testexpected reward (stoch.): 0.3475 -> 0.5553Helped
Use weighted negative log-likelihood with logging-policy regularization instead of variance regularizationPOEM · Fashion-MNIST testexpected reward (stoch.): 0.8060 -> 0.7978No clear effect
Use weighted negative log-likelihood with logging-policy regularization instead of variance regularizationPOEM · CIFAR-100 testexpected reward (stoch.): 0.3338 -> 0.6143Helped
Estimate the logging policy from logged actions and use it for LPR (ablation)IPS-LPR · Fashion-MNIST testexpected reward (stoch.): 0.7955 -> 0.7950No clear effect
Estimate the logging policy from logged actions and use it for LPR (ablation)WNLL-LPR · CIFAR-100 testexpected reward (stoch.): 0.6143 -> 0.6143No clear effect
Make the logging policy more uniform (ablation)IPS-LPR relative to IPS-L2 · Fashion-MNIST simulated logging policiesexpected test rewardMixed
Use logging-policy regularization when the logging policy is worse than uniform (ablation)IPS-LPR relative to IPS-L2 · simulated logging policy worse than uniformexpected test rewardHurt
Use variance regularization instead of LPRIPS-LPR · Fashion-MNIST trainingtraining time: 25%Hurt

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