mlsanityData to 7 Oct 2026

Offline Policy Comparison under Limited Historical Agent-Environment Interactions

arXiv 2106.03934 ↗First posted 7 Jun 2021cs.LG cs.AIcited by 3

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Abstract (arXiv)

We address the challenge of policy evaluation in real-world applications of reinforcement learning systems where the available historical data is limited due to ethical, practical, or security considerations. This constrained distribution of data samples often leads to biased policy evaluation estimates. To remedy this, we propose that instead of policy evaluation, one should perform policy comparison, i.e. to rank the policies of interest in terms of their value based on available historical data. In addition we present the Limited Data Estimator (LDE) as a simple method for evaluating and comparing policies from a small number of interactions with the environment. According to our theoretical analysis, the LDE is shown to be statistically reliable on policy comparison tasks under mild assumptions on the distribution of the historical data. Additionally, our numerical experiments compare the LDE to other policy evaluation methods on the task of policy ranking and demonstrate its advantage in various settings.

Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 35 of its 69 references that are in the map. First posted on arXiv 7 Jun 2021.

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35 of 69 references.

References · 35

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23 more
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Citing papers per year: 2022: 2; 2023: 0; 2024: 1.

3 papers.