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Marginal Density Ratio for Off-Policy Evaluation in Contextual Bandits

NeurIPS 2023 · Probabilistic and scientific modeling › Treatment effects · approach: Distributional treatment effects · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use MR instead of the strongest listed baselinecontextual-bandit OPE · DigitsMSE: 0.0847$\pm$0.0025 -> 0.0034$\pm$0.0001Helped
Use MR instead of the strongest listed baselinecontextual-bandit OPE · LetterMSE: 0.0886$\pm$0.0026 -> 0.0018$\pm$0.0004Helped
Use MR instead of the strongest listed baselinecontextual-bandit OPE · OptDigitsMSE: 0.0384$\pm$0.0025 -> 0.0006$\pm$0.0002Helped
Use MR instead of the strongest listed baselinecontextual-bandit OPE · PenDigitsMSE: 0.0138$\pm$0.0029 -> 0.0008$\pm$0.0002Helped
Use MR instead of the strongest listed baselinecontextual-bandit OPE · SatImageMSE: 0.0078$\pm$0.0008 -> 0.0016$\pm$0.0003Helped
Use MR instead of the strongest listed baselinecontextual-bandit OPE · MnistMSE: 0.1109$\pm$0.0014 -> 0.0121$\pm$0.0009Helped
Use MR instead of the strongest listed baselinecontextual-bandit OPE · CIFAR-100MSE: 0.0020$\pm$0.0001 -> 0.0007$\pm$0.0002Helped
Use MR instead of DMATE estimation · Twins (n=50)absolute ATE error: 0.092$\pm$0.003 -> 0.062$\pm$0.007Helped
Use MR instead of DRATE estimation · Twins (n=200)absolute ATE error: 0.065$\pm$0.009 -> 0.065$\pm$0.007No clear effect
Use MR instead of IPWATE estimation · Twins (n=1600)absolute ATE error: 0.067$\pm$0.007 -> 0.061$\pm$0.005Helped
Use MR instead of IPWATE estimation · Twins (n=3200)absolute ATE error: 0.067$\pm$0.007 -> 0.061$\pm$0.006Helped
Increase policy shift by increasing $\alpha^*$ (ablation)MR · synthetic contextual-bandit dataMSEMixed

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