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More Efficient Off-Policy Evaluation through Regularized Targeted Learning

ICML 2019 · Reinforcement learning › Policy gradient and actor-critic · approach: Importance-weighted OPE estimators · 16 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use RLTMLE 2, an ensemble of regularized LTMLE estimators with weight softening, partial horizons, and penalizationOff-policy evaluation · ModelFail, ModelWin, and GridWorldMSEHelped
Add weight softening (ablation)WDR · ModelWinMSEHelped
Add partial horizons and weight softening (ablation)LTMLE base estimators · ModelWin, low model misspecificationMSEHelped
Add penalization to partial, softened LTMLE (ablation)LTMLE base estimators · ModelWin, high model misspecificationMSEMixed
Use partial importance sampling with a shorter horizon (ablation)LTMLE · Off-policy evaluationMSEMixed

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