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Intrinsically Efficient, Stable, and Bounded Off-Policy Evaluation for Reinforcement Learning

NeurIPS 2019 · Reinforcement learning › Policy gradient and actor-critic · approach: Confidence intervals and OPE benchmarks · 28 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Choose control-variate parameters by REG rather than using DR directlyContextual-bandit OPE · SatImage; behavior policy 0.7πd+0.3πuRMSE×1000: 3.0 -> 2.8Helped
Choose control-variate parameters by EMP rather than using DR directlyContextual-bandit OPE · Pageblock; behavior policy 0.4πd+0.6πuRMSE×1000: 2.7 -> 2.4Helped
Choose control-variate parameters by EMP rather than using DR directlyContextual-bandit OPE · PenDigits; behavior policy 0.4πd+0.6πuRMSE×1000: 2.2 -> 2.0Helped
Use REG with learned control-variate parameters rather than DRWindy GridWorld OPE · Windy GridWorld; size 250RMSE: 0.17 -> 0.09Helped
Use EMP with learned control-variate parameters rather than MDRCliff Walking OPE · Cliff Walking; size 2000RMSE: 2.2 -> 1.5Helped
Use REG with learned control-variate parameters rather than DRMountain Car OPE · Mountain Car; size 3000RMSE: 1.4 -> 1.0Helped
Use EMP instead of REGOPE estimators · Windy GridWorld; size 250RMSE: 0.09 -> 0.09No clear effect
Optimize too many parameters in MDR rather than using the REG/EMP parameterizationMDR · Contextual-bandit experimentsRMSEHurt

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