Research map / Bandits and online learning / Contextual bandits and Thompson sampling
Off-Policy Risk Assessment in Contextual Bandits
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use the doubly robust CDF estimator instead of IS or WIS | OPRA CDF estimation · PageBlocks | sup-norm CDF error | Helped |
| Use the doubly robust CDF estimator instead of IS or WIS at small sample sizes | OPRA CDF estimation · OptDigits | sup-norm CDF error | Hurt |
| Use the doubly robust CDF estimator instead of IS or WIS as the model improves with more data | OPRA CDF estimation · OptDigits | sup-norm CDF error | Helped |
| Use the doubly robust estimator instead of IS or WIS | OPRA risk estimation · OptDigits | mean, CVaR, and variance estimation error | Mixed |
| Use the direct method instead of IS or DR | OPRA CDF estimation · PageBlocks | sup-norm CDF error | Mixed |
| Use the direct method instead of IS, WIS, or DR | OPRA risk estimation · OptDigits | risk estimate error | Hurt |
| Estimate one CDF and reuse it to evaluate multiple Lipschitz risk functionals | OPRA · Contextual bandit off-policy evaluation | risk-estimation error rate: O(1/√n) | Helped |
Closest papers by meaning
- Optimal and Adaptive Off-policy Evaluation in Contextual Bandits (ICML 2017 · similarity 0.92)
- Empirical Likelihood for Contextual Bandits (NeurIPS 2020 · similarity 0.91)
- Marginal Density Ratio for Off-Policy Evaluation in Contextual Bandits (NeurIPS 2023 · similarity 0.91)
- Conformal Off-Policy Prediction in Contextual Bandits (NeurIPS 2022 · similarity 0.91)
- Logarithmic Smoothing for Pessimistic Off-Policy Evaluation, Selection and Learning (NeurIPS 2024 · similarity 0.90)
- Log-Sum-Exponential Estimator for Off-Policy Evaluation and Learning (ICML 2025 · similarity 0.88)
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