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Off-Policy Evaluation and Learning for External Validity under a Covariate Shift

NeurIPS 2020 · Reinforcement learning › Policy gradient and actor-critic · approach: Confidence intervals and OPE benchmarks · 11 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use DRCS instead of DMOPE on SatImage · SatImage, behavior (a)MSE: 0.042 -> 0.107Hurt
Use DRCS instead of IPWCS-ROPE on SatImage · SatImage, behavior (b)MSE: 0.093 -> 0.096Hurt
Use DRCS instead of IPWCS-ROPE on SatImage · SatImage, behavior (c)MSE: 0.022 -> 0.154Hurt
Use DRCS instead of the strongest listed baselineOPE on Vehicle · Vehicle, behaviors (a), (b), and (c)MSE: 0.038 -> 0.029; 0.089 -> 0.019; 0.210 -> 0.037Helped
Use DRCS instead of the strongest listed baselineOPL on SatImage · SatImage, behaviors (a), (b), and (c)RWD: 0.658 -> 0.723; 0.641 -> 0.710; 0.465 -> 0.652Helped
Use DRCS instead of DMOPL on Vehicle · Vehicle, behaviors (a), (b), and (c)RWD: 0.411 -> 0.496; 0.393 -> 0.510; 0.313 -> 0.480Helped
Use cross-fitting with the doubly robust estimatorDRCS · OPE under covariate shiftasymptotic MSEHelped
Estimate the covariate density ratio and include it in OPEOff-policy evaluation under covariate shift · Covariate-shifted evaluation dataconsistencyHelped

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