mlsanityData to 14 Oct 2026

Exponential Smoothing for Off-Policy Learning

arXiv 2305.15877 ↗First posted 25 May 2023cs.LG cs.AI stat.MLcited by 15

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Abstract (arXiv)

Off-policy learning (OPL) aims at finding improved policies from logged bandit data, often by minimizing the inverse propensity scoring (IPS) estimator of the risk. In this work, we investigate a smooth regularization for IPS, for which we derive a two-sided PAC-Bayes generalization bound. The bound is tractable, scalable, interpretable and provides learning certificates. In particular, it is also valid for standard IPS without making the assumption that the importance weights are bounded. We demonstrate the relevance of our approach and its favorable performance through a set of learning tasks. Since our bound holds for standard IPS, we are able to provide insight into when regularizing IPS is useful. Namely, we identify cases where regularization might not be needed. This goes against the belief that, in practice, clipped IPS often enjoys favorable performance than standard IPS in OPL.

Key facts. Cited by 15 papers in the map (data through 14 Oct 2026). Builds on 30 of its 66 references that are in the map. First posted on arXiv 25 May 2023.

Builds on

30 of 66 references.

References · 30

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18 more
  1. 2019Doubly robust off-policy evaluation with shrinkagecited by 87
  2. 2020Off-policy Bandits with Deficient Supportcited by 61
  3. 2022Off-Policy Evaluation for Large Action Spaces via Embeddingscited by 54
  4. 2016Cascading Bandits for Large-Scale Recommendation Problemscited by 45
  5. 2020Confident Off-Policy Evaluation and Selection through Self-Normalized Importance Weightingcited by 38
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  7. 2020Optimal Off-Policy Evaluation from Multiple Logging Policiescited by 30
  8. 2021Generalization Bounds for Meta-Learning via PAC-Bayes and Uniform Stabilitycited by 30
  9. 2018Bayesian Counterfactual Risk Minimizationcited by 28
  10. 2019Distributionally Robust Counterfactual Risk Minimizationcited by 26
  11. 2022PAC-Bayesian Offline Contextual Bandits With Guaranteescited by 20
  12. 2020BLOB : A Probabilistic Model for Recommendation that Combines Organic and Bandit Signalscited by 19
  13. 2022Deep Hierarchy in Banditscited by 19
  14. 2019Efron-Stein PAC-Bayesian Inequalitiescited by 16
  15. 2022Mixed-Effect Thompson Samplingcited by 14
  16. 2021Adaptive Importance Sampling meets Mirror Descent: a Bias-variance tradeoffcited by 13
  17. 2022Probabilistic Rank and Reward: A Scalable Model for Slate Recommendationcited by 8
  18. 2021Combining Reward and Rank Signals for Slate Recommendationcited by 5

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Citing papers per year: 2023: 2; 2024: 7; 2025: 6.

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