{"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/variance-regularized-counterfactual-risk","title":"Variance Regularized Counterfactual Risk Minimization via Variational Divergence Minimization","arxiv_id":null,"date":"2018-01-01","proceeding":"ICLR 2018 1","authors":["Hang Wu"],"abstract":"Off-policy learning, the task of evaluating and improving policies using historic data collected from a logging policy, is important because on-policy evaluation is usually expensive and has adverse impacts. One of the major challenge of off-policy learning is to derive counterfactual estimators that also has low variance and thus low generalization error. \nIn this work, inspired by learning bounds for importance sampling problems, we present a new counterfactual learning principle for off-policy learning with bandit feedbacks.Our method regularizes the generalization error by minimizing the distribution divergence between the logging policy and the new policy, and removes the need for iterating through all training samples to compute sample variance regularization in prior work. With neural network policies, our end-to-end training algorithms using variational divergence minimization showed significant improvement over conventional baseline algorithms and is also consistent with our theoretical results.","url_abs":"https://openreview.net/forum?id=SyPMT6gAb","url_pdf":"https://openreview.net/pdf?id=SyPMT6gAb","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":"variance-regularized-counterfactual-risk","repo_url":"https://github.com/hang-wu/VRCRM","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":null,"task_name":"counterfactual"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}