Policy-Adaptive Estimator Selection for Off-Policy Evaluation

Off-policy evaluation (OPE) aims to accurately evaluate the performance of counterfactual policies using only offline logged data. Although many estimators have been developed, there is no single estimator that dominates the others, because the estimators' accuracy can vary greatly depending on a given OPE task such as the evaluation policy, number of actions, and noise level. Thus, the data-driven estimator selection problem is becoming increasingly important and can have a significant impact on the accuracy of OPE. However, identifying the most accurate estimator using only the logged data is quite challenging because the ground-truth estimation accuracy of estimators is generally unavailable. This paper studies this challenging problem of estimator selection for OPE for the first time. In particular, we enable an estimator selection that is adaptive to a given OPE task, by appropriately subsampling available logged data and constructing pseudo policies useful for the underlying estimator selection task. Comprehensive experiments on both synthetic and real-world company data demonstrate that the proposed procedure substantially improves the estimator selection compared to a non-adaptive heuristic.

Data-Driven Off-Policy Estimator Selection: An Application in User Marketing on An Online Content Delivery Service

Off-policy evaluation (OPE) is the method that attempts to estimate the performance of decision making policies using historical data generated by different policies without conducting costly online A/B tests. Accurate OPE is essential in domains such as healthcare, marketing or recommender systems to avoid deploying poor performing policies, as such policies may hart human lives or destroy the user experience. Thus, many OPE methods with theoretical backgrounds have been proposed. One emerging challenge with this trend is that a suitable estimator can be different for each application setting. It is often unknown for practitioners which estimator to use for their specific applications and purposes. To find out a suitable estimator among many candidates, we use a data-driven estimator selection procedure for off-policy policy performance estimators as a practical solution. As proof of concept, we use our procedure to select the best estimator to evaluate coupon treatment policies on a real-world online content delivery service. In the experiment, we first observe that a suitable estimator might change with different definitions of the outcome variable, and thus the accurate estimator selection is critical in real-world applications of OPE. Then, we demonstrate that, by utilizing the estimator selection procedure, we can easily find out suitable estimators for each purpose.

Evaluating the Robustness of Off-Policy Evaluation

Off-policy Evaluation (OPE), or offline evaluation in general, evaluates the performance of hypothetical policies leveraging only offline log data. It is particularly useful in applications where the online interaction involves high stakes and expensive setting such as precision medicine and recommender systems. Since many OPE estimators have been proposed and some of them have hyperparameters to be tuned, there is an emerging challenge for practitioners to select and tune OPE estimators for their specific application. Unfortunately, identifying a reliable estimator from results reported in research papers is often difficult because the current experimental procedure evaluates and compares the estimators' performance on a narrow set of hyperparameters and evaluation policies. Therefore, it is difficult to know which estimator is safe and reliable to use. In this work, we develop Interpretable Evaluation for Offline Evaluation (IEOE), an experimental procedure to evaluate OPE estimators' robustness to changes in hyperparameters and/or evaluation policies in an interpretable manner. Then, using the IEOE procedure, we perform extensive evaluation of a wide variety of existing estimators on Open Bandit Dataset, a large-scale public real-world dataset for OPE. We demonstrate that our procedure can evaluate the estimators' robustness to the hyperparamter choice, helping us avoid using unsafe estimators. Finally, we apply IEOE to real-world e-commerce platform data and demonstrate how to use our protocol in practice.