mlsanityData to 14 Oct 2026

Model-based Bootstrap for Offline Policy Evaluation in Tabular Reinforcement Learning

arXiv 2609.20389 ↗First posted 17 Sep 2026stat.ML cs.LGcited by 0

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Abstract (arXiv)

Offline policy evaluation (OPE) is crucial in high-stakes reinforcement learning applications, where new policies must be assessed reliably before deployment. In such settings, point estimates alone are insufficient; principled uncertainty quantification, such as confidence intervals and variance estimates, is essential for safe and risk-aware decision-making. A comprehensive way to unify these tasks is to estimate the sampling distribution of the evaluation error. Existing approaches, however, often suffer from limited robustness, scalability, or finite-sample validity. In this paper, we propose a model-based bootstrap framework for uncertainty quantification of OPE in finite-horizon, time-inhomogeneous Markov decision processes (MDPs). Unlike classical bootstrap methods that rely on resampling complete episodes, the proposed method regenerates trajectories from an estimated MDP and can therefore accommodate a much broader range of offline data formats, including complete trajectories, transition-level observations, and trajectory fragments. This flexibility further improves finite-sample statistical efficiency. We establish bootstrap distributional consistency, asymptotically valid confidence intervals, and consistent variance estimation for the target policy value. Extensive simulations show that the proposed method accurately captures the sampling distribution of the OPE estimator, yielding tighter confidence intervals and more accurate variance estimates in most settings.

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References · 18

  1. 2020Offline Reinforcement Learning: Tutorial, Review, and Perspectives on Open Problemscited by 1,920
  2. 2015Doubly Robust Off-policy Value Evaluation for Reinforcement Learningcited by 339
  3. 2016Data-Efficient Off-Policy Policy Evaluation for Reinforcement Learningcited by 286
  4. 2018Breaking the Curse of Horizon: Infinite-Horizon Off-Policy Estimationcited by 227
  5. 2018More Robust Doubly Robust Off-policy Evaluationcited by 141
  6. 2019Towards Optimal Off-Policy Evaluation for Reinforcement Learning with Marginalized Importance Samplingcited by 119
  7. 2016Estimating Dynamic Treatment Regimes in Mobile Health Using V-learningcited by 65
  8. 2020Asymptotically Efficient Off-Policy Evaluation for Tabular Reinforcement Learningcited by 60
  9. 2025Drive-R1: Bridging Reasoning and Planning in VLMs for Autonomous Driving with Reinforcement Learningcited by 38
  10. 2020Accountable Off-Policy Evaluation With Kernel Bellman Statisticscited by 36
  11. 2021Deeply-Debiased Off-Policy Interval Estimationcited by 36
  12. 2020Statistical Bootstrapping for Uncertainty Estimation in Off-Policy Evaluationcited by 28
6 more
  1. 2022Conformal Off-Policy Prediction in Contextual Banditscited by 25
  2. 2022Off-Policy Fitted Q-Evaluation with Differentiable Function Approximators: Z-Estimation and Inference Theorycited by 18
  3. 2021Non-asymptotic Confidence Intervals of Off-policy Evaluation: Primal and Dual Boundscited by 11
  4. 2024Efficient Multi-Policy Evaluation for Reinforcement Learningcited by 9
  5. 2023Counterfactual-Augmented Importance Sampling for Semi-Offline Policy Evaluationcited by 7
  6. 2025Model Selection for Off-policy Evaluation: New Algorithms and Experimental Protocolcited by 6

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  1. 2026Model-based Bootstrap of Controlled Markov Chains
  2. 2021Bootstrapping Fitted Q-Evaluation for Off-Policy Inference
  3. 2022Pessimistic Bootstrapping for Uncertainty-Driven Offline Reinforcement Learning
  4. 2023Offline Policy Evaluation for Reinforcement Learning with Adaptively Collected Data
  5. 2025PERRY: Policy Evaluation with Confidence Intervals using Auxiliary Data
  6. 2020Reliable Off-policy Evaluation for Reinforcement Learning
  7. 2022Conservative Bayesian Model-Based Value Expansion for Offline Policy Optimization
  8. 2021Projected State-action Balancing Weights for Offline Reinforcement Learning