Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can confound the action-reward or action-next-state relationships, rendering many existing OPE approaches ineffective. This paper develops an instrumental variable (IV)-based method for consistent OPE in confounded Markov decision processes (MDPs). Similar to single-stage decision making, we show that IV enables us to correctly identify the target policy's value in infinite horizon settings as well. Furthermore, we propose an efficient and robust value estimator and illustrate its effectiveness through extensive simulations and analysis of real data from a world-leading short-video platform.
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Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of sequential decision making problems ranging from healthcare to technology industries. Most of the work in existing literature is focused on evaluating the mean outcome of a given policy, and ignores the variability of the outcome. However, in a variety of applications, criteria other than the mean may be more sensible. For example, when the reward distribution is skewed and asymmetric, quantile-based metrics are often preferred for their robustness. In this paper, we propose a doubly-robust inference procedure for quantile OPE in sequential decision making and study its asymptotic properties. In particular, we propose utilizing state-of-the-art deep conditional generative learning methods to handle parameter-dependent nuisance function estimation. We demonstrate the advantages of this proposed estimator through both simulations and a real-world dataset from a short-video platform. In particular, we find that our proposed estimator outperforms classical OPE estimators for the mean in settings with heavy-tailed reward distributions.
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在许多应用程序中,在线部署之前需要离线评估新政策,因此非政策评估至关重要。大多数现有方法都集中在预期的回报上,通过平均定义目标参数,并仅提供点估计器。在本文中,我们开发了一种新的程序,以从任何初始状态开始为目标策略的回报产生可靠的间隔估计器。我们的提案说明了回报围绕其期望的可变性,重点关注个人效果,并提供有效的不确定性量化。我们的主要思想在于设计伪策略,该伪政策像从目标策略中取样一样生成子样本,以便现有的保形预测算法适用于预测间隔构建。我们的方法是由来自短视频平台的理论,合成数据和真实数据证明是合理的。
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我们考虑在离线域中的强化学习(RL)方法,没有其他在线数据收集,例如移动健康应用程序。计算机科学文献中的大多数现有策略优化算法都是在易于收集或模拟的在线设置中开发的。通过预采用的离线数据集,它们对移动健康应用程序的概括尚不清楚。本文的目的是开发一个新颖的优势学习框架,以便有效地使用预采用的数据进行策略优化。所提出的方法采用由任何现有的最新RL算法计算的最佳Q-估计器作为输入,并输出一项新策略,其价值比基于初始Q-得出的策略更快地收敛速度。估计器。进行广泛的数值实验以支持我们的理论发现。我们提出的方法的Python实现可在https://github.com/leyuanheart/seal上获得。
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基于A/B测试的政策评估引起了人们对数字营销的极大兴趣,但是在乘车平台(例如Uber和Didi)中的这种评估主要是由于其时间和/或空间依赖性实验的复杂结构而被很好地研究。 。本文的目的是在乘车平台中的政策评估中进行,目的是在平台的政策和换回设计下的感兴趣结果之间建立因果关系。我们提出了一个基于时间变化系数决策过程(VCDP)模型的新型潜在结果框架,以捕获时间依赖性实验中的动态治疗效果。我们通过将其分解为直接效应总和(DE)和间接效应(IE)来进一步表征平均治疗效应。我们为DE和IE制定了估计和推理程序。此外,我们提出了一个时空VCDP来处理时空依赖性实验。对于这两个VCDP模型,我们都建立了估计和推理程序的统计特性(例如弱收敛和渐近力)。我们进行广泛的模拟,以研究拟议估计和推理程序的有限样本性能。我们研究了VCDP模型如何帮助改善DIDI中各种派遣和处置政策的政策评估。
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本文关注的是,基于无限视野设置中预采用的观察数据,为目标策略的价值离线构建置信区间。大多数现有作品都假定不存在混淆观察到的动作的未测量变量。但是,在医疗保健和技术行业等实际应用中,这种假设可能会违反。在本文中,我们表明,使用一些辅助变量介导动作对系统动态的影响,目标策略的价值在混杂的马尔可夫决策过程中可以识别。基于此结果,我们开发了一个有效的非政策值估计器,该估计值可用于潜在模型错误指定并提供严格的不确定性定量。我们的方法是通过理论结果,从乘车共享公司获得的模拟和真实数据集证明的。python实施了建议的过程,请访问https://github.com/mamba413/cope。
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乘车共享公司等双面市场通常涉及一组跨时间和/或位置做出顺序决策的主题。随着智能手机和物联网的快速发展,它们实质上改变了人类的运输格局。在本文中,我们考虑了乘车共享公司的大规模车队管理,这些公司涉及随着时间的推移接收产品(或治疗)序列的不同领域的多个单元。在这些研究中出现了主要的技术挑战,例如政策评估,因为(i)空间和时间附近会导致位置和时间之间的干扰; (ii)大量位置导致维度的诅咒。为了同时解决这两个挑战,我们介绍了在这些研究中进行政策评估的多机构增强学习(MARL)框架。我们提出了新的估计量,即在不同产品下的平均结果,尽管州行动空间具有很高的差异性。提出的估计量在模拟实验中有利。我们进一步说明了我们的方法使用从双面市场公司获得的真实数据集来评估应用不同的补贴策略的效果。我们提出的方法的Python实现可在https://github.com/runzhestat/causalmarl上获得。
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A / B测试或在线实验是一种标准的业务策略,可以在制药,技术和传统行业中与旧产品进行比较。在双面市场平台(例如优步)的在线实验中出现了主要挑战,其中只有一个单位接受一系列处理随着时间的推移。在这些实验中,给定时间的治疗会影响当前结果以及未来的结果。本文的目的是引入用于在这些实验中携带A / B测试的加强学习框架,同时表征长期治疗效果。我们所提出的测试程序允许顺序监控和在线更新。它通常适用于不同行业的各种治疗设计。此外,我们系统地研究了我们测试程序的理论特性(例如,尺寸和功率)。最后,我们将框架应用于模拟数据和从技术公司获得的真实数据示例,以说明其在目前的实践中的优势。我们的测试的Python实现是在https://github.com/callmespring/causalrl上找到的。
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Weakly-supervised object localization aims to indicate the category as well as the scope of an object in an image given only the image-level labels. Most of the existing works are based on Class Activation Mapping (CAM) and endeavor to enlarge the discriminative area inside the activation map to perceive the whole object, yet ignore the co-occurrence confounder of the object and context (e.g., fish and water), which makes the model inspection hard to distinguish object boundaries. Besides, the use of CAM also brings a dilemma problem that the classification and localization always suffer from a performance gap and can not reach their highest accuracy simultaneously. In this paper, we propose a casual knowledge distillation method, dubbed KD-CI-CAM, to address these two under-explored issues in one go. More specifically, we tackle the co-occurrence context confounder problem via causal intervention (CI), which explores the causalities among image features, contexts, and categories to eliminate the biased object-context entanglement in the class activation maps. Based on the de-biased object feature, we additionally propose a multi-teacher causal distillation framework to balance the absorption of classification knowledge and localization knowledge during model training. Extensive experiments on several benchmarks demonstrate the effectiveness of KD-CI-CAM in learning clear object boundaries from confounding contexts and addressing the dilemma problem between classification and localization performance.
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In this paper, a semantic communication framework for image transmission is developed. In the investigated framework, a set of servers cooperatively transmit images to a set of users utilizing semantic communication techniques. To evaluate the performance of studied semantic communication system, a multimodal metric is proposed to measure the correlation between the extracted semantic information and the original image. To meet the ISS requirement of each user, each server must jointly determine the semantic information to be transmitted and the resource blocks (RBs) used for semantic information transmission. We formulate this problem as an optimization problem aiming to minimize each server's transmission latency while reaching the ISS requirement. To solve this problem, a value decomposition based entropy-maximized multi-agent reinforcement learning (RL) is proposed, which enables servers to coordinate for training and execute RB allocation in a distributed manner to approach to a globally optimal performance with less training iterations. Compared to traditional multi-agent RL, the proposed RL improves the valuable action exploration of servers and the probability of finding a globally optimal RB allocation policy based on local observation. Simulation results show that the proposed algorithm can reduce the transmission delay by up to 16.1% compared to traditional multi-agent RL.
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