{"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/sope-spectrum-of-off-policy-estimators","title":"SOPE: Spectrum of Off-Policy Estimators","arxiv_id":"2111.03936","date":"2021-11-06","proceeding":"NeurIPS 2021 12","authors":["Christina J. Yuan","Yash Chandak","Stephen Giguere","Philip S. Thomas","Scott Niekum"],"abstract":"Many sequential decision making problems are high-stakes and require off-policy evaluation (OPE) of a new policy using historical data collected using some other policy. One of the most common OPE techniques that provides unbiased estimates is trajectory based importance sampling (IS). However, due to the high variance of trajectory IS estimates, importance sampling methods based on state-action visitation distributions (SIS) have recently been adopted. Unfortunately, while SIS often provides lower variance estimates for long horizons, estimating the state-action distribution ratios can be challenging and lead to biased estimates. In this paper, we present a new perspective on this bias-variance trade-off and show the existence of a spectrum of estimators whose endpoints are SIS and IS. Additionally, we also establish a spectrum for doubly-robust and weighted version of these estimators. We provide empirical evidence that estimators in this spectrum can be used to trade-off between the bias and variance of IS and SIS and can achieve lower mean-squared error than both IS and SIS.","url_abs":"https://arxiv.org/abs/2111.03936v3","url_pdf":"https://arxiv.org/pdf/2111.03936v3.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":"sope-spectrum-of-off-policy-estimators","repo_url":"https://github.com/pearl-utexas/sope","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok"}}],"tasks":[{"task_slug":"decision-making","task_name":"Decision Making"},{"task_slug":"off-policy-evaluation","task_name":"Off-policy evaluation"},{"task_slug":"sequential-decision-making","task_name":"Sequential Decision Making"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2111.03936","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2111.03936"}},"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":"deterministic:regex_extraction","url":"https://github.com/Pearl-UTexas/SOPE","reach":{"status":"ok"}},{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/pearl-utexas/sope","reach":{"status":"ok"}}],"summary":{"ran_draft_wrong":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":"ef6b4abd3af36782","entry":"analysis","repo":"pearl-utexas/sope","repo_kind":"official","path":"ope/experiment_tools/experiment.py","file_url":"https://github.com/pearl-utexas/sope/blob/HEAD/ope/experiment_tools/experiment.py","link_basis":"first_harvest_node","language":"python","status":"ran_draft_wrong","verification_level":1,"contract_check":"OUTPUT_MISDECLARED","metamorphic_tier":"deterministic","behaviour_fingerprint":false,"licence":"NONE","inline_ok":false,"mcp_get_code":{"code_sha256":"ef6b4abd3af36782"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}