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Off-Policy Evaluation for Large Action Spaces via Embeddings

ICML 2022 · Reinforcement learning › Policy gradient and actor-critic · approach: Confidence intervals and OPE benchmarks · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Increase the action-space size from 10 to 5000IPS · Synthetic OPEvariance and MSE: over 300Hurt
Use marginalized importance weights over action embeddings instead of action-level weightsIPS and DR OPE · Synthetic OPE, |A|=10 to 5000MSE: 1.38; 12.38Helped
Use marginalized importance weights over action embeddings instead of action-level weightsIPS and DR OPE · Synthetic OPE, |A|=1000MSE: 9.10; 4.87Helped
Use true marginal importance weights rather than estimated marginal weights (ablation)MIPS · Synthetic OPE with large action setsMSEHelped
Remove some action-embedding dimensions (ablation)MIPS · Synthetic OPE, 20 embedding dimensionsMSEMixed
Select embedding dimensions with SLOPE (ablation)MIPS · Synthetic OPE, |A|=1000MSEHelped
Select embedding dimensions with SLOPE (ablation)MIPS · Open Bandit Dataset, ALL campaignfraction of bootstrap runs with lower squared error than IPS: about 80%Helped
Use MIPS without action-embedding selection (ablation)MIPS · Open Bandit Dataset, ALL campaignsquared error relative to IPSNo clear effect

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