{"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/policy-learning-with-adaptively-collected","title":"Policy Learning with Adaptively Collected Data","arxiv_id":"2105.02344","date":"2021-05-05","proceeding":null,"authors":["Ruohan Zhan","Zhimei Ren","Susan Athey","Zhengyuan Zhou"],"abstract":"Learning optimal policies from historical data enables personalization in a wide variety of applications including healthcare, digital recommendations, and online education. The growing policy learning literature focuses on settings where the data collection rule stays fixed throughout the experiment. However, adaptive data collection is becoming more common in practice, from two primary sources: 1) data collected from adaptive experiments that are designed to improve inferential efficiency; 2) data collected from production systems that progressively evolve an operational policy to improve performance over time (e.g. contextual bandits). Yet adaptivity complicates the optimal policy identification ex post, since samples are dependent, and each treatment may not receive enough observations for each type of individual. In this paper, we make initial research inquiries into addressing the challenges of learning the optimal policy with adaptively collected data. We propose an algorithm based on generalized augmented inverse propensity weighted (AIPW) estimators, which non-uniformly reweight the elements of a standard AIPW estimator to control worst-case estimation variance. We establish a finite-sample regret upper bound for our algorithm and complement it with a regret lower bound that quantifies the fundamental difficulty of policy learning with adaptive data. When equipped with the best weighting scheme, our algorithm achieves minimax rate optimal regret guarantees even with diminishing exploration. Finally, we demonstrate our algorithm's effectiveness using both synthetic data and public benchmark datasets.","url_abs":"https://arxiv.org/abs/2105.02344v2","url_pdf":"https://arxiv.org/pdf/2105.02344v2.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":"policy-learning-with-adaptively-collected","repo_url":"https://github.com/gsbDBI/PolicyLearning","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"multi-armed-bandits","task_name":"Multi-Armed Bandits"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2105.02344","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2105.02344"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. Samples come from repositories linked to the paper, official or community; repo_kind says which.","repos":[{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/gsbDBI/PolicyLearning","reach":null}],"summary":{"ran_violates":1},"by_repo_kind":{"official":{"samples":1,"ran":1,"repositories":1}},"repo_kind_vocabulary":{"official":"The archive marks this repository official for the paper","named_in_paper":"The archive records that the paper mentions this repository; it is not marked official","listed":"In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper","found_in_text":"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"},"n_pointer_only_for_licence":1,"samples":[{"code_sha256_prefix":"61cf2d533cff0590","entry":"bayesian_update","repo":"gsbDBI/PolicyLearning","repo_kind":"official","path":"utils/bayesian.py","file_url":"https://github.com/gsbDBI/PolicyLearning/blob/HEAD/utils/bayesian.py","link_basis":"first_harvest_node","language":"python","status":"ran_violates","verification_level":1,"contract_check":"VIOLATES","metamorphic_tier":"invariant","behaviour_fingerprint":true,"licence":"GPL-3.0","inline_ok":false,"mcp_get_code":{"code_sha256":"61cf2d533cff0590"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}