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In this work, we consider the problem of estimating a behaviour policy for use in Off-Policy Policy Evaluation (OPE) when the true behaviour policy is unknown. Via a series of empirical studies, we demonstrate how accurate OPE is strongly dependent on the calibration of estimated behaviour policy models: how precisely the behaviour policy is estimated from data. We show how powerful parametric models such as neural networks can result in highly uncalibrated behaviour policy models on a real-world medical dataset, and illustrate how a simple, non-parametric, k-nearest neighbours model produces better calibrated behaviour policy estimates and can be used to obtain superior importance sampling-based OPE estimates.
In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment. However, c
Many reinforcement learning applications involve the use of data that is sensitive, such as medical records of patients or financial information. However, most current reinforcement learning methods can leak information contained within the (possibly
In reinforcement learning, it is typical to use the empirically observed transitions and rewards to estimate the value of a policy via either model-based or Q-fitting approaches. Although straightforward, these techniques in general yield biased esti
Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many real-world domains,
Importance sampling-based estimators for off-policy evaluation (OPE) are valued for their simplicity, unbiasedness, and reliance on relatively few assumptions. However, the variance of these estimators is often high, especially when trajectories are