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Understanding the Curse of Horizon in Off-Policy Evaluation via Conditional Importance Sampling

ICML 2020 · Reinforcement learning › MDPs and planning · approach: Robust MDP policy gradient · 10 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use PDIS instead of crude ISOff-policy evaluation in the two-step MDP · Example 1variance: 0.12 -> 0.2448Hurt
Use SIS instead of PDISOff-policy evaluation in the two-step MDP · Example 1variance: 0.2448 -> 0.2Helped
Use PDIS instead of crude ISOff-policy evaluation in the two-step MDP · Example 2variance: 0.5424 -> 0.4528Helped
Use SIS instead of PDISOff-policy evaluation in the two-step MDP · Example 2variance: 0.4528 -> 0.52Hurt
Use PDIS instead of crude ISOff-policy evaluation in the two-step MDP · Example 3variance: 0.2304 -> 0.2688Hurt
Use SIS instead of PDISOff-policy evaluation in the two-step MDP · Example 3variance: 0.2688 -> 0.32Hurt
Use SIS with the stated bounded-ratio conditions in the long-horizon settingOff-policy evaluation · Asymptotic horizon Tvariance growth: from exp(T) to O(T^2)Helped
Use PDIS under the stated sufficient conditionsOff-policy evaluation · Asymptotic horizon Tvariance growth: O(T^2)Helped
Replace crude IS with PDIS or SIS without checking covariance conditionsOff-policy evaluation in finite-horizon MDPs · Finite horizonvarianceMixed

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