Deeply-Debiased Off-Policy Interval Estimation
Not on the map. Why?
Abstract (arXiv)
Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would benefit significantly from having a confidence interval (CI) that quantifies the uncertainty of the point estimate. In this paper, we propose a novel deeply-debiasing procedure to construct an efficient, robust, and flexible CI on a target policy's value. Our method is justified by theoretical results and numerical experiments. A Python implementation of the proposed procedure is available at https://github.com/RunzheStat/D2OPE.
Key facts. Cited by 36 papers in the map (data through 14 Oct 2026). Builds on 31 of its 62 references that are in the map. First posted on arXiv 10 May 2021.
Builds on
31 of 62 references.
References · 31
- 2016OpenAI Gymcited by 1,736
- 2018Learning Dexterous In-Hand Manipulationcited by 687
- 2015Doubly Robust Off-policy Value Evaluation for Reinforcement Learningcited by 339
- 2016Data-Efficient Off-Policy Policy Evaluation for Reinforcement Learningcited by 286
- 2019DualDICE: Behavior-Agnostic Estimation of Discounted Stationary Distribution Correctionscited by 254
- 2019Batch Policy Learning under Constraintscited by 244
- 2018A Finite Time Analysis of Temporal Difference Learning With Linear Function Approximationcited by 229
- 2018Breaking the Curse of Horizon: Infinite-Horizon Off-Policy Estimationcited by 227
- 2017Deep Reinforcement Learning framework for Autonomous Drivingcited by 225
- 2019A Theoretical Analysis of Deep Q-Learningcited by 215
- 2016Statistics of Robust Optimization: A Generalized Empirical Likelihood Approachcited by 183
- 2019Minimax Weight and Q-Function Learning for Off-Policy Evaluationcited by 150
19 more
- 2018More Robust Doubly Robust Off-policy Evaluationcited by 141
- 2019Double Reinforcement Learning for Efficient Off-Policy Evaluation in Markov Decision Processescited by 119
- 2019Confidence Intervals for Policy Evaluation in Adaptive Experimentscited by 95
- 2019Finite-Sample Analysis for SARSA with Linear Function Approximationcited by 85
- 2017Double/Debiased/Neyman Machine Learning of Treatment Effectscited by 76
- 2019Efficiently Breaking the Curse of Horizon in Off-Policy Evaluation with Double Reinforcement Learningcited by 75
- 2020Batch Policy Learning in Average Reward Markov Decision Processescited by 69
- 2020Statistical Inference of the Value Function for Reinforcement Learning in Infinite Horizon Settingscited by 65
- 2020CoinDICE: Off-Policy Confidence Interval Estimationcited by 64
- 2020Inference for Batched Banditscited by 63
- 2019Doubly Robust Bias Reduction in Infinite Horizon Off-Policy Estimationcited by 48
- 2017Accurate Inference for Adaptive Linear Modelscited by 39
- 2020Adaptive Estimator Selection for Off-Policy Evaluationcited by 38
- 2020Accountable Off-Policy Evaluation With Kernel Bellman Statisticscited by 36
- 2020Does the Markov Decision Process Fit the Data: Testing for the Markov Property in Sequential Decision Makingcited by 30
- 2017Orthogonal Machine Learning: Power and Limitationscited by 28
- 2017Randomized incomplete U-statistics in high dimensionscited by 12
- 2020Testing Mediation Effects Using Logic of Boolean Matricescited by 6
- 2016Evaluating the Impact of Treating the Optimal Subgroupcited by 5
Built on by
Citing papers per year: 2021: 3; 2022: 11; 2023: 10; 2024: 3; 2025: 7; 2026: 2.
36 papers.
Sort:
By area:
- 2022A Review of Off-Policy Evaluation in Reinforcement Learningcited by 95
- 2021A Minimax Learning Approach to Off-Policy Evaluation in Confounded Partially Observable Markov Decision Processescited by 36
- 2022On Well-posedness and Minimax Optimal Rates of Nonparametric Q-function Estimation in Off-policy Evaluationcited by 33
- 2022Off-Policy Confidence Interval Estimation with Confounded Markov Decision Processcited by 31
- 2022An Instrumental Variable Approach to Confounded Off-Policy Evaluationcited by 20
- 2021Projected State-action Balancing Weights for Offline Reinforcement Learningcited by 16
- 2022Safe Exploration for Efficient Policy Evaluation and Comparisoncited by 15
- 2022Conformal Off-policy Predictioncited by 14
- 2023Hallucinated Adversarial Control for Conservative Offline Policy Evaluationcited by 13
- 2025Doubly Robust Alignment for Large Language Modelscited by 12
- 2022Statistically Efficient Advantage Learning for Offline Reinforcement Learning in Infinite Horizonscited by 10
- 2022Policy Evaluation for Temporal and/or Spatial Dependent Experimentscited by 8
24 more
- 2023Value Enhancement of Reinforcement Learning via Efficient and Robust Trust Region Optimizationcited by 7
- 2023Off-policy Evaluation in Doubly Inhomogeneous Environmentscited by 7
- 2023Robust Offline Reinforcement learning with Heavy-Tailed Rewardscited by 7
- 2023Conformal Off-Policy Evaluation in Markov Decision Processescited by 6
- 2023Distributional Shift-Aware Off-Policy Interval Estimation: A Unified Error Quantification Frameworkcited by 6
- 2024Combining Experimental and Historical Data for Policy Evaluationcited by 6
- 2022Quantile Off-Policy Evaluation via Deep Conditional Generative Learningcited by 5
- 2024Two-way Deconfounder for Off-policy Evaluation in Causal Reinforcement Learningcited by 5
- 2025Balancing Interference and Correlation in Spatial Experimental Designs: A Causal Graph Cut Approachcited by 5
- 2022A Multi-Agent Reinforcement Learning Framework for Off-Policy Evaluation in Two-sided Marketscited by 4
- 2024Off-policy Evaluation with Deeply-abstracted Statescited by 4
- 2023STEEL: Singularity-aware Reinforcement Learningcited by 3
- 2022On the Reuse Bias in Off-Policy Reinforcement Learningcited by 2
- 2025Statistical Inference in Reinforcement Learning: A Selective Surveycited by 2
- 2025Off-Policy Evaluation Under Nonignorable Missing Datacited by 2
- 2021Dynamic Selection in Algorithmic Decision-makingcited by 1
- 2025Demystifying the Paradox of Importance Sampling with an Estimated History-Dependent Behavior Policy in Off-Policy Evaluationcited by 1
- 2026Designing Time Series Experiments in A/B Testing with Transformer Reinforcement Learningcited by 1
- 2023Deep Spectral Q-learning with Application to Mobile Healthcited by 0
- 2023Minimax Weight Learning for Absorbing MDPscited by 0
- 2023Asymptotic Inference for Multi-Stage Stationary Treatment Policy with Variable Selectioncited by 0
- 2025An Orthogonal Learner for Individualized Outcomes in Markov Decision Processescited by 0
- 2025Scalable Offline Metrics for Autonomous Drivingcited by 0
- 2026Model-based Bootstrap for Offline Policy Evaluation in Tabular Reinforcement Learningcited by 0
- 2026Model-based Bootstrap for Offline Policy Evaluation in Tabular Reinforcement Learning17 Sep 2026
- 2026Designing Time Series Experiments in A/B Testing with Transformer Reinforcement Learning2 Feb 2026
- 2025Scalable Offline Metrics for Autonomous Driving9 Oct 2025
- 2025An Orthogonal Learner for Individualized Outcomes in Markov Decision Processes30 Sep 2025
- 2025Off-Policy Evaluation Under Nonignorable Missing Data9 Jul 2025
- 2025Doubly Robust Alignment for Large Language Models1 Jun 2025
- 2025Demystifying the Paradox of Importance Sampling with an Estimated History-Dependent Behavior Policy in Off-Policy Evaluation28 May 2025
- 2025Balancing Interference and Correlation in Spatial Experimental Designs: A Causal Graph Cut Approach26 May 2025
- 2025Statistical Inference in Reinforcement Learning: A Selective Survey22 Feb 2025
- 2024Two-way Deconfounder for Off-policy Evaluation in Causal Reinforcement Learning8 Dec 2024
- 2024Off-policy Evaluation with Deeply-abstracted States27 Jun 2024
- 2024Combining Experimental and Historical Data for Policy Evaluation1 Jun 2024
24 more
- 2023Robust Offline Reinforcement learning with Heavy-Tailed Rewards28 Oct 2023
- 2023Distributional Shift-Aware Off-Policy Interval Estimation: A Unified Error Quantification Framework23 Sep 2023
- 2023Off-policy Evaluation in Doubly Inhomogeneous Environments14 Jun 2023
- 2023Conformal Off-Policy Evaluation in Markov Decision Processes5 Apr 2023
- 2023Hallucinated Adversarial Control for Conservative Offline Policy Evaluation2 Mar 2023
- 2023STEEL: Singularity-aware Reinforcement Learning30 Jan 2023
- 2023Asymptotic Inference for Multi-Stage Stationary Treatment Policy with Variable Selection29 Jan 2023
- 2023Minimax Weight Learning for Absorbing MDPs9 Jan 2023
- 2023Value Enhancement of Reinforcement Learning via Efficient and Robust Trust Region Optimization5 Jan 2023
- 2023Deep Spectral Q-learning with Application to Mobile Health3 Jan 2023
- 2022An Instrumental Variable Approach to Confounded Off-Policy Evaluation29 Dec 2022
- 2022Quantile Off-Policy Evaluation via Deep Conditional Generative Learning29 Dec 2022
- 2022A Review of Off-Policy Evaluation in Reinforcement Learning13 Dec 2022
- 2022On the Reuse Bias in Off-Policy Reinforcement Learning15 Sep 2022
- 2022Conformal Off-policy Prediction14 Jun 2022
- 2022Safe Exploration for Efficient Policy Evaluation and Comparison26 Feb 2022
- 2022Statistically Efficient Advantage Learning for Offline Reinforcement Learning in Infinite Horizons26 Feb 2022
- 2022Policy Evaluation for Temporal and/or Spatial Dependent Experiments22 Feb 2022
- 2022Off-Policy Confidence Interval Estimation with Confounded Markov Decision Process22 Feb 2022
- 2022A Multi-Agent Reinforcement Learning Framework for Off-Policy Evaluation in Two-sided Markets21 Feb 2022
- 2022On Well-posedness and Minimax Optimal Rates of Nonparametric Q-function Estimation in Off-policy Evaluation17 Jan 2022
- 2021A Minimax Learning Approach to Off-Policy Evaluation in Confounded Partially Observable Markov Decision Processes12 Nov 2021
- 2021Projected State-action Balancing Weights for Offline Reinforcement Learning10 Sep 2021
- 2021Dynamic Selection in Algorithmic Decision-making28 Aug 2021
- 2024Two-way Deconfounder for Off-policy Evaluation in Causal Reinforcement Learningcited by 5
- 2025Statistical Inference in Reinforcement Learning: A Selective Surveycited by 2
- 2025Demystifying the Paradox of Importance Sampling with an Estimated History-Dependent Behavior Policy in Off-Policy Evaluationcited by 1
- 2026Designing Time Series Experiments in A/B Testing with Transformer Reinforcement Learningcited by 1
- 2026Designing Time Series Experiments in A/B Testing with Transformer Reinforcement Learning2 Feb 2026
- 2025Demystifying the Paradox of Importance Sampling with an Estimated History-Dependent Behavior Policy in Off-Policy Evaluation28 May 2025
- 2025Statistical Inference in Reinforcement Learning: A Selective Survey22 Feb 2025
- 2024Two-way Deconfounder for Off-policy Evaluation in Causal Reinforcement Learning8 Dec 2024
- 2021Projected State-action Balancing Weights for Offline Reinforcement Learningcited by 16
- 2022Statistically Efficient Advantage Learning for Offline Reinforcement Learning in Infinite Horizonscited by 10
- 2023Robust Offline Reinforcement learning with Heavy-Tailed Rewardscited by 7
- 2023STEEL: Singularity-aware Reinforcement Learningcited by 3
- 2023Robust Offline Reinforcement learning with Heavy-Tailed Rewards28 Oct 2023
- 2023STEEL: Singularity-aware Reinforcement Learning30 Jan 2023
- 2022Statistically Efficient Advantage Learning for Offline Reinforcement Learning in Infinite Horizons26 Feb 2022
- 2021Projected State-action Balancing Weights for Offline Reinforcement Learning10 Sep 2021
- 2025Doubly Robust Alignment for Large Language Modelscited by 12
- 2025Doubly Robust Alignment for Large Language Models1 Jun 2025
- 2025Scalable Offline Metrics for Autonomous Drivingcited by 0
- 2025Scalable Offline Metrics for Autonomous Driving9 Oct 2025
- 2022A Review of Off-Policy Evaluation in Reinforcement Learningcited by 95
- 2021A Minimax Learning Approach to Off-Policy Evaluation in Confounded Partially Observable Markov Decision Processescited by 36
- 2022On Well-posedness and Minimax Optimal Rates of Nonparametric Q-function Estimation in Off-policy Evaluationcited by 33
- 2022Off-Policy Confidence Interval Estimation with Confounded Markov Decision Processcited by 31
- 2022An Instrumental Variable Approach to Confounded Off-Policy Evaluationcited by 20
- 2022Safe Exploration for Efficient Policy Evaluation and Comparisoncited by 15
- 2022Conformal Off-policy Predictioncited by 14
- 2023Hallucinated Adversarial Control for Conservative Offline Policy Evaluationcited by 13
- 2022Policy Evaluation for Temporal and/or Spatial Dependent Experimentscited by 8
- 2023Value Enhancement of Reinforcement Learning via Efficient and Robust Trust Region Optimizationcited by 7
- 2023Off-policy Evaluation in Doubly Inhomogeneous Environmentscited by 7
- 2023Conformal Off-Policy Evaluation in Markov Decision Processescited by 6
12 most cited of 26 All 26 (JSON)
- 2026Model-based Bootstrap for Offline Policy Evaluation in Tabular Reinforcement Learning17 Sep 2026
- 2025An Orthogonal Learner for Individualized Outcomes in Markov Decision Processes30 Sep 2025
- 2025Off-Policy Evaluation Under Nonignorable Missing Data9 Jul 2025
- 2025Balancing Interference and Correlation in Spatial Experimental Designs: A Causal Graph Cut Approach26 May 2025
- 2024Off-policy Evaluation with Deeply-abstracted States27 Jun 2024
- 2024Combining Experimental and Historical Data for Policy Evaluation1 Jun 2024
- 2023Distributional Shift-Aware Off-Policy Interval Estimation: A Unified Error Quantification Framework23 Sep 2023
- 2023Off-policy Evaluation in Doubly Inhomogeneous Environments14 Jun 2023
- 2023Conformal Off-Policy Evaluation in Markov Decision Processes5 Apr 2023
- 2023Hallucinated Adversarial Control for Conservative Offline Policy Evaluation2 Mar 2023
- 2023Asymptotic Inference for Multi-Stage Stationary Treatment Policy with Variable Selection29 Jan 2023
- 2023Minimax Weight Learning for Absorbing MDPs9 Jan 2023
12 newest of 26 All 26 (JSON)