{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/doubly-robust-off-policy-evaluation-with","title":"Doubly robust off-policy evaluation with shrinkage","arxiv_id":"1907.09623","date":"2019-07-22","proceeding":"ICML 2020 1","authors":["Yi Su","Maria Dimakopoulou","Akshay Krishnamurthy","Miroslav Dudík"],"abstract":"We propose a new framework for designing estimators for off-policy evaluation in contextual bandits. Our approach is based on the asymptotically optimal doubly robust estimator, but we shrink the importance weights to minimize a bound on the mean squared error, which results in a better bias-variance tradeoff in finite samples. We use this optimization-based framework to obtain three estimators: (a) a weight-clipping estimator, (b) a new weight-shrinkage estimator, and (c) the first shrinkage-based estimator for combinatorial action sets. Extensive experiments in both standard and combinatorial bandit benchmark problems show that our estimators are highly adaptive and typically outperform state-of-the-art methods.","url_abs":"https://arxiv.org/abs/1907.09623v2","url_pdf":"https://arxiv.org/pdf/1907.09623v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"doubly-robust-off-policy-evaluation-with","repo_url":"https://github.com/PlaytikaOSS/pybandits","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok","spdx":"NOASSERTION"}}],"tasks":[{"task_slug":"model-selection","task_name":"Model Selection"},{"task_slug":"multi-armed-bandits","task_name":"Multi-Armed Bandits"},{"task_slug":"off-policy-evaluation","task_name":"Off-policy evaluation"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1907.09623","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}