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Off-Policy Confidence Sequences

ICML 2021 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Causal and structured bandits · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use vector betting instead of scalar betting (ablation)MOPE · synthetic environments; average confidence-sequence width over 500000 stepsconfidence-sequence widthHelped
use separate bets for a grid of 200 v values (ablation)MOPE · synthetic environments; average confidence-sequence width over 500000 stepsconfidence-sequence width: 32 sec; 10440 secMixed
maximize exact log wealth rather than its lower bound (ablation)MOPE · synthetic environments; average confidence-sequence width over 500000 stepsconfidence-sequence width: 32 sec; 15882 secNo clear effect
include a bet on w-1 in addition to wr-vMOPE confidence sequence · synthetic coverage experiment, alpha=0.05coverageHelped
add a reward predictorMOPE confidence sequence · MNIST8M, first 1 million sampleslower confidence boundHelped
add a reward predictorMOPE confidence sequence · MNIST8M, first 1 million samplesupper confidence boundHurt
combine predictor-based and predictor-free processes with double hedgingMOPE confidence sequence · MNIST8M, first 1 million samplesconfidence-sequence widthHelped
use off-policy confidence sequences rather than an on-policy A/B testgated deployment of the candidate policy · MNIST8M gated deploymentsamples to decide candidate is better: 657 samples; 440 samples (220 for each policy)Mixed

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