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Understanding the Curse of Horizon in Off-Policy Evaluation via Conditional Importance Sampling
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use PDIS instead of crude IS | Off-policy evaluation in the two-step MDP · Example 1 | variance: 0.12 -> 0.2448 | Hurt |
| Use SIS instead of PDIS | Off-policy evaluation in the two-step MDP · Example 1 | variance: 0.2448 -> 0.2 | Helped |
| Use PDIS instead of crude IS | Off-policy evaluation in the two-step MDP · Example 2 | variance: 0.5424 -> 0.4528 | Helped |
| Use SIS instead of PDIS | Off-policy evaluation in the two-step MDP · Example 2 | variance: 0.4528 -> 0.52 | Hurt |
| Use PDIS instead of crude IS | Off-policy evaluation in the two-step MDP · Example 3 | variance: 0.2304 -> 0.2688 | Hurt |
| Use SIS instead of PDIS | Off-policy evaluation in the two-step MDP · Example 3 | variance: 0.2688 -> 0.32 | Hurt |
| Use SIS with the stated bounded-ratio conditions in the long-horizon setting | Off-policy evaluation · Asymptotic horizon T | variance growth: from exp(T) to O(T^2) | Helped |
| Use PDIS under the stated sufficient conditions | Off-policy evaluation · Asymptotic horizon T | variance growth: O(T^2) | Helped |
| Replace crude IS with PDIS or SIS without checking covariance conditions | Off-policy evaluation in finite-horizon MDPs · Finite horizon | variance | Mixed |
Closest papers by meaning
- Breaking the Curse of Horizon: Infinite-Horizon Off-Policy Estimation (NeurIPS 2018 · similarity 0.94)
- State Relevance for Off-Policy Evaluation (ICML 2021 · similarity 0.93)
- Towards Optimal Off-Policy Evaluation for Reinforcement Learning with Marginalized Importance Sampling (NeurIPS 2019 · similarity 0.92)
- Demystifying the Paradox of Importance Sampling with an Estimated History-Dependent Behavior Policy in Off-Policy Evaluation (ICML 2025 · similarity 0.89)
- On the Curses of Future and History in Future-dependent Value Functions for Off-policy Evaluation (NeurIPS 2024 · similarity 0.89)
- Efficient and Sharp Off-Policy Evaluation in Robust Markov Decision Processes (NeurIPS 2024 · similarity 0.87)
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