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Combining parametric and nonparametric models for off-policy evaluation

ICML 2019 · Reinforcement learning › Policy gradient and actor-critic · approach: Importance-weighted OPE estimators · 10 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Combine parametric and nonparametric models, switching to the data-based model where observed transitions are abundantMoE · 2D motivating examplevalue estimate accuracy: true -40; Parametric -18; Nonparametric -$\infty$; MoE -31Helped
Plan model choices over entire trajectories instead of greedily minimizing immediate transition errorMoE · 2D planning toy, accurate reward modelvalue estimation error: 39.5 -> 17Helped
Plan model choices over entire trajectories instead of greedily minimizing immediate transition errorMoE · 2D planning toy, inaccurate reward modelvalue estimation error: 41.5 -> 19.5Helped
Combine parametric and nonparametric models using greedy model selectionModel-based OPE · Cancerrelative value estimation RMSE: 0.021 -> 0.020Helped
Add planning over model choicesMoE · Cancerrelative value estimation RMSE: 0.020 -> 0.019Helped
Combine parametric and nonparametric models using greedy model selectionModel-based OPE · HIVrelative value estimation RMSE: 0.65 -> 0.64Helped
Add planning over model choicesMoE · HIVrelative value estimation RMSE: 0.64 -> 0.63Helped
Use the nonparametric model alone rather than mixing modelsMoE · Acrobotvalue estimate RMSEMixed
Use a model-based estimator rather than importance-sampling estimatorsOff-policy evaluation · Cancer and HIVvalue estimation errorHelped
Use Euclidean distance for state error when one state dimension matters more to rewardMCTS-MoE · HIVpolicy evaluation errorHurt

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