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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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67134201268 · Jun 202019922001200920172026
48 results for off-policy inference

Paper improves bootstrapping for off-policy reinforcement learning inference.

problem Improving bootstrapping for off-policy reinforcement learning inference.
method Proposes a bootstrapping FQE method for off-policy statistical inference and a subsampling procedure to improve runtime.
result Asymptotically efficient and distributionally consistent bootstrapping FQE method for off-policy inference.

This paper improves causal inference using deep neural networks for low-dimensional covariates.

problem Improving causal inference with deep learning for high-dimensional covariates.
method Doubly robust off-policy learning with deep neural networks on low-dimensional manifolds.
result Nonasymptotic regret bounds for finite- and continuous-action scenarios, converging at a fast rate depending on intrinsic manifold dimension.

A new estimator improves off-policy evaluation in RL, outperforming existing methods.

problem Estimating performance of a new policy using historical data from a different policy.
method Doubly-robust estimator based on Targeted Maximum Likelihood Estimation, with variance reduction techniques.
result Our estimator uniformly outperforms existing methods across various RL environments and levels of model misspecification.

The paper studies OPE with missing data, showing bias under nonignorable missingness and proposing a solution.

problem Estimating value of a target policy from logged data with missingness.
method Investigates OPE with monotone missingness, proposes an IPW value estimator, and conducts statistical inference.
result Value estimates remain unbiased under ignorable missingness but can be biased under nonignorable missingness.

Adaptive inference for MM-estimators in bandit data with model misspecification.

problem Challenges in off-policy inference for adaptively collected bandit data with a misspecified model.
method A novel approach to define a projected solution over a stationary evaluation policy, stabilizing variance with flexible methods.
result Valid inference for MM-estimators in adaptive settings, even with unstable treatment policies.

SUNRISE improves off-policy RL algorithms by integrating ensemble methods.

problem Stability and exploration issues in off-policy RL algorithms.
method SUNRISE combines ensemble-based weighted Bellman backups and upper-confidence bounds for efficient exploration.
result SUNRISE improves the performance of off-policy RL algorithms across various domains.

FQE with deep neural networks achieves asymptotic normality and finite-sample bounds.

problem Theoretical understanding of FQE with general differentiable function approximators.
method Z-estimation theory applied to FQE with deep neural networks.
result FQE estimation error is asymptotically normal with explicit variance.

PRL improves off-policy evaluation in partially observed MDPs.

problem Confounding and bias in offline reinforcement learning with unobserved state factors.
method Extends proximal causal inference to POMDPs, identifying and estimating target policy value.
result Semiparametrically efficient estimators for PRL in partially observed MDPs.

New estimator reduces variance in off-policy evaluation for contextual bandits.

problem High variance in current OPE methods for contextual bandits.
method Marginal Density Ratio (MR) estimator focusing on marginal distribution shift.
result MR estimator reduces variance compared to IPW and DR methods.

EHR-MPC optimizes sepsis treatment using digital twins and inference-time control.

problem Optimal sepsis treatment policies are contested and difficult to adapt during inference.
method EHR-MPC decouples learning patient dynamics from treatment optimization, enabling inference-time control over learned digital twins.
result EHR-MPC achieves comparable off-policy performance and improved simulation performance compared to RL baselines.

New methods improve robust decision-making under uncertainty in off-policy evaluation.

problem Statistical uncertainty and causal considerations in off-policy evaluation.
method Marginal Ratio (MR) estimator, Conformal Off-Policy Prediction (COPP), causal bounds.
result Improved robustness and uncertainty quantification in off-policy decision-making.

Develops RL algorithm for lifelong non-stationary environments.

problem Challenges of reinforcement learning in environments with persistent change.
method Formalizes lifelong non-stationarity, uses latent variable models, and leverages online learning and probabilistic inference.
result Substantial improvement in performance over non-reasoning approaches in lifelong non-stationary environments.

A new causal deepset framework improves off-policy evaluation under complex interference.

problem Handling spatio-temporal interference in off-policy evaluation.
method Permutation invariance assumption and novel algorithms incorporating it.
result Significantly more precise estimations than existing methods.

This paper proposes a method to evaluate policies using quantile metrics, improving upon existing mean-based approaches.

problem Evaluating policies using mean-based metrics ignores the variability of outcomes, especially in skewed reward distributions.
method The paper introduces a doubly-robust inference procedure for quantile off-policy evaluation using deep conditional generative learning.
result The proposed estimator outperforms classical OPE estimators for mean outcomes in heavy-tailed reward distributions.

Validates policies using past observational data with guarantees about out-of-sample performance.

problem Evaluating decision policies using past data observed under a different policy.
method Sample-splitting method to draw inferences about the entire loss distribution with finite-sample coverage guarantees.
result Valid inferences about out-of-sample loss with finite-sample coverage guarantees, accounting for model misspecifications.

We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise a novel class of iterative solutions to the stochastic optimal control problem …

2010-09-20abs ↗pdf ↗

This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large errors. We define the problem of off-policy evaluation for Partially Observable Mark…

2019-09-09abs ↗pdf ↗

A new approach combines prior knowledge with learning to adapt quickly to new tasks.

problem Adapting quickly to new tasks using prior knowledge.
method Combines behavior prior, robust off-policy learning, and value function representation.
result Achieves competitive adaptation performance compared to meta reinforcement learning baselines.

Study evaluates policies in partially observable environments without full model specification.

problem Evaluating policies in partially observable environments without full model specification.
method Developed non-parametric identification and recursive fitted-Q-evaluation algorithm.
result Established finite-sample error bounds for policy value estimation.

New approach to off-policy evaluation connects causal graph to policy effects.

problem Evaluating policies using observational data from different policies.
method Formalizes off-policy evaluation within a causal graph framework.
result Identifies specific causal estimands and highlights necessary experimental data.

New method reduces state distribution mismatch in off-policy RL.

problem State distribution mismatch in off-policy RL algorithms.
method Develops a novel constrained off-policy gradient objective to minimize state distribution shift.
result Minimizing state distribution shift improves performance in off-policy RL algorithms.

New method for estimating value of optimal policies in uncertain scenarios.

problem Inference for optimal policies when they are non-unique or nearly deterministic.
method Semiparametric efficiency bound, uniformly weighted estimator, NSAVE method.
result Proposes NSAVE method for robust inference in uncertain optimal policies.

We propose and analyze an alternate approach to off-policy multi-step temporal difference learning, in which off-policy returns are corrected with the current Q-function in terms of rewards, rather than with the target policy in terms of transition probabilities. We prove that such approximate corrections are sufficien…

2016-02-16abs ↗pdf ↗

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true value function VV. Two novel algorithms are proposed to approximate the true value…

2017-04-17abs ↗pdf ↗

Stabilizes policy optimization with off-policy data using divergence augmentation.

problem Premature convergence and instability in policy optimization with off-policy data.
method Incorporates Bregman divergence between behavior and current policies to ensure safe policy updates.
result Empirically shows better performance in data-scarce scenarios compared to other algorithms.

Monotonic policy improvement and off-policy learning are two main desirable properties for reinforcement learning algorithms. In this paper, by lower bounding the performance difference of two policies, we show that the monotonic policy improvement is guaranteed from on- and off-policy mixture samples. An optimization …

2017-10-10abs ↗pdf ↗

The principal contribution of this paper is a conceptual framework for off-policy reinforcement learning, based on conditional expectations of importance sampling ratios. This framework yields new perspectives and understanding of existing off-policy algorithms, and reveals a broad space of unexplored algorithms. We th…

2019-10-16abs ↗pdf ↗

Paper proposes a framework for reliable off-policy evaluation in reinforcement learning.

problem Quantifying uncertainty in off-policy estimates for safe deployment of target policies.
method Distributionally robust optimization for creating confidence bounds.
result Non-asymptotic and asymptotic guarantees for robust cumulative reward estimates.

Off-policy reinforcement learning aims to leverage experience collected from prior policies for sample-efficient learning. However, in practice, commonly used off-policy approximate dynamic programming methods based on Q-learning and actor-critic methods are highly sensitive to the data distribution, and can make only …

2019-06-03abs ↗pdf ↗