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Empirical Study of Off-Policy Policy Evaluation for Reinforcement Learning

NeurIPS 2021 · Reinforcement learning › Policy gradient and actor-critic · approach: Confidence intervals and OPE benchmarks · 61 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use MAGIC with FQE rather than the other evaluated estimatorsOPE estimators · All experimentsNear-top Frequency: 0.300211Helped
Increase horizon from T = 10 to T = 100 at the same mild policy mismatchGraph OPE · Graph, N = 50Relative MSE: 1.8E-3 -> 6.0E-2Hurt
Increase policy mismatch while keeping T = 10Graph OPE · Graph, N = 50Relative MSE: 1.8E-3 -> 6.6E-1Hurt
Use IH instead of IS under increased horizon and mild policy mismatchGraph OPE · Graph, T = 100, N = 50Relative MSE: 1.7E-2 -> 4.7E-4Helped
Use IH instead of PDIS under large policy mismatchGraph OPE · Graph, T = 10, N = 50Relative MSE: 5.4E-1 -> 1.4E-2Helped
Use weighted importance sampling rather than standard importance samplingIPS estimators · Graph, T = 100, N = 50, mild policy mismatchRelative MSE: 1.7E-2 -> 9.5E-4Helped
Use FQE as the value estimator in MAGIC rather than direct FQE aloneOPE estimators · All experimentsNear-top Frequency: 0.236786 -> 0.300211Helped
Use a hybrid estimator instead of a direct method under severe representation mismatchOPE estimators · Graph-POMDPNear-top FrequencyHelped
Use hybrid methods instead of direct methods when behavior policy estimates are poor and data are limitedOPE estimators · Pixel-GridworldRelative MSEHurt
Use hybrid methods instead of direct methods in stochastic environments with limited dataOPE estimators · Stochastic GraphRelative MSEHurt
Use weighted doubly robust rather than standard doubly robustHybrid estimators · Across benchmark conditionsRelative MSEHelped
Use direct methods in Enduro's high-dimensional, long-horizon, sparse-reward settingOPE estimators · EnduroRelative MSENo clear effect

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