Papers › Marginal Density Ratio for Off-Policy Evaluation in Contextual Bandits
Marginal Density Ratio for Off-Policy Evaluation in Contextual Bandits
Muhammad Faaiz Taufiq, Arnaud Doucet, Rob Cornish, Jean-Francois Ton
Off-Policy Evaluation (OPE) in contextual bandits is crucial for assessing new policies using existing data without costly experimentation. However, current OPE methods, such as Inverse Probability Weighting (IPW) and Doubly Robust (DR) estimators, suffer from high variance, particularly in cases of low overlap between target and behavior policies or large action and context spaces. In this paper, we introduce a new OPE estimator for contextual bandits, the Marginal Ratio (MR) estimator, which focuses on the shift in the marginal distribution of outcomes Y instead of the policies themselves. Through rigorous theoretical analysis, we demonstrate the benefits of the MR estimator compared to conventional methods like IPW and DR in terms of variance reduction. Additionally, we establish a connection between the MR estimator and the state-of-the-art Marginalized Inverse Propensity Score (MIPS) estimator, proving that MR achieves lower variance among a generalized family of MIPS estimators. We further illustrate the utility of the MR estimator in causal inference settings, where it exhibits enhanced performance in estimating Average Treatment Effects (ATE). Our experiments on synthetic and real-world datasets corroborate our theoretical findings and highlight the practical advantages of the MR estimator in OPE for contextual bandits.
In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.
For agents, Syntology's MCP tool lists every function and class Syntology harvested from this paper and whether it ran (how to connect): get_harvested_code_for_paper(arxiv_id="2312.01457")
Code
Syntology Ran 2 of 2 code samples harvested from 1 repository linked to this paper; 0 have no recorded run. Of those that ran: 2 ran with no contract checked.
By repository: official repository: 2 samples from 1 repository, 2 ran. The run record, sample by sample. “Ran” means executed on a synthesized input, not that the code is correct or reproduces the paper.
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
2 samples harvested; 2 ran; 0 honoured the contract we drafted; 0 have no recorded run. Read from Syntology's graph 2026-09-24; that is when this build read the record, not when the samples ran.
Licence: 2 of the 2 samples are pointer only, meaning Syntology does not serve that copy's text. This page shows no code text for any sample; each one links to its file in the repository.
Harvested from faaizT/MR-OPE. “Ran” means the sample executed on a synthesized input. It does not mean the output is correct, and nothing here reproduces the paper's results. “Honoured” and “violated” refer to a contract Syntology drafted from the code itself; “our draft was wrong” and “fixture could not drive it” are failures of Syntology's instrument, not of the code.
Each sample ends with its code_sha256, Syntology's identity for that exact code. An agent fetches the stored sample with Syntology's MCP tool get_code(code_sha256="…") (how to connect); click an identity to copy that call.
Repository labels, per sample. official repository: The archive marks this repository official for the paper. named in the paper: The archive records that the paper mentions this repository; it is not marked official. community (archive-listed): In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper. found in paper text by Syntology: Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted. community: Not in the archive's code links for this paper; a community repository Syntology harvested. Samples from a repository marked official are listed first. Licence labels name the repository's licence as recorded at harvest. “Pointer only” means Syntology does not serve that copy's text, for one of four reasons: no licence file was found; the licence was not identified; the licence is recorded as permissive but that copy's record is not marked cleared; or the licence is outside the permissive list Syntology serves text under (MIT, Apache-2.0, BSD and similar). Some licences outside that list permit redistribution, such as WTFPL, and GPL-3.0 under its conditions; they are simply not on the list. Hover a licence label for the reason. File links open the file on GitHub at the default branch, which may have changed since the harvest.
d0a0a2e6d4e887c8 · report
bc202756013711a0 · report
Tasks
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Methods
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections