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Off-Policy Evaluation for Large Action Spaces via Conjunct Effect Modeling

ICML 2023 · Reinforcement learning › Policy gradient and actor-critic · approach: Importance-weighted OPE estimators · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Adding cluster importance weighting plus model-based residual estimation (OffCEM) instead of IPSOffCEM · Synthetic, n=500MSE relative to IPS: OffCEM MSE ratio 0.169 vs IPS (about 83% reduction)Helped
Using OffCEM instead of DR with many actionsOffCEM · Synthetic, |A|=4000MSE relative to DR: ratio 0.112 vs DRHelped
Adding cluster importance weighting and regression to MIPS (gradual ablation) (ablation)MIPS · Synthetic ablationMSEHelped
Cluster importance weighting alone (no residual model) (ablation)MIPS-style estimator · Synthetic ablationMSEHurt
Regression model with marginal importance weights only (no clustering) (ablation)MIPS · Synthetic ablationMSEHurt
Two-step regression instead of one-step regression within OffCEM (ablation)OffCEM · Synthetic ablationMSEHelped
Cluster importance weighting with uniform random clusters and neural regression on real dataOffCEM · EUR-Lex 4K / Wiki10-31KMSEHelped
Increasing number of unsupported actions (common support violation)IPS, DR, MIPS · SyntheticMSEMixed

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