mlsanityData to 14 Oct 2026

Off-Policy Evaluation Under Nonignorable Missing Data

arXiv 2507.06961 ↗First posted 9 Jul 2025stat.ML cs.LGcited by 2

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Abstract (arXiv)

Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been extensively studied in the literature, a theoretical understanding of how missing data affects OPE results remains unclear. In this paper, we investigate OPE in the presence of monotone missingness and theoretically demonstrate that the value estimates remain unbiased under ignorable missingness but can be biased under nonignorable (informative) missingness. To retain the consistency of value estimation, we propose an inverse probability weighted value estimator and conduct statistical inference to quantify the uncertainty of the estimates. Through a series of numerical experiments, we empirically demonstrate that our proposed estimator yields a more reliable value inference under missing data.

Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 30 of its 78 references that are in the map. First posted on arXiv 9 Jul 2025.

Builds on

30 of 78 references.

References · 30

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  2. 2018Off-Policy Deep Reinforcement Learning without Explorationcited by 1,241
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18 more
  1. 2017Deep Reinforcement Learning for Sepsis Treatmentcited by 71
  2. 2017Continuous State-Space Models for Optimal Sepsis Treatment - a Deep Reinforcement Learning Approachcited by 68
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  4. 2018Real-Time Bidding with Multi-Agent Reinforcement Learning in Display Advertisingcited by 65
  5. 2020Statistical Inference of the Value Function for Reinforcement Learning in Infinite Horizon Settingscited by 65
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  7. 2017A Reinforcement Learning Approach to Weaning of Mechanical Ventilation in Intensive Care Unitscited by 50
  8. 2019Doubly Robust Bias Reduction in Infinite Horizon Off-Policy Estimationcited by 48
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  13. 2022An Instrumental Variable Approach to Confounded Off-Policy Evaluationcited by 20
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  15. 2019Robust Reinforcement Learning in POMDPs with Incomplete and Noisy Observationscited by 10
  16. 2016Semiparametric Estimation with Data Missing Not at Random Using an Instrumental Variablecited by 9
  17. 2020Optimizing Medical Treatment for Sepsis in Intensive Care: from Reinforcement Learning to Pre-Trial Evaluationcited by 8
  18. 2019A Versatile Estimation Procedure without Estimating the Nonignorable Missingness Mechanismcited by 4

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2 papers.