mlsanityData to 7 Oct 2026

Efficient Counterfactual Learning from Bandit Feedback

arXiv 1809.03084 ↗First posted 10 Sep 2018cs.LG cs.AI cs.IRcited by 15

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Abstract (arXiv)

What is the most statistically efficient way to do off-policy evaluation and optimization with batch data from bandit feedback? For log data generated by contextual bandit algorithms, we consider offline estimators for the expected reward from a counterfactual policy. Our estimators are shown to have lowest variance in a wide class of estimators, achieving variance reduction relative to standard estimators. We then apply our estimators to improve advertisement design by a major advertisement company. Consistent with the theoretical result, our estimators allow us to improve on the existing bandit algorithm with more statistical confidence compared to a state-of-the-art benchmark.

Key facts. Cited by 15 papers in the map (data through 7 Oct 2026). First posted on arXiv 10 Sep 2018.

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Citing papers per year: 2021: 5; 2022: 3; 2023: 3; 2024: 2; 2025: 1; 2026: 1.

15 papers.

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