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Off-Policy Policy Evaluation for Sequential Decisions under Unobserved Confounding

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AuthorsHongseok Namkoong, Ramtin Keramati, Steve Yadlowsky, Emma Brunskill
JournalarXiv
Year2020

What Problem It Solves

Importance sampling and doubly robust OPE estimators are invalid if the behavior policy used hidden state unavailable to the evaluator.

What problem it solves

Importance sampling and doubly robust OPE estimators are invalid if the behavior policy used hidden state unavailable to the evaluator.

How it works

The paper develops evaluation bounds or estimators that remain informative under controlled departures from sequential ignorability.

When to use it

Use for offline RL evaluation where logged human or production policies may use private information not in the dataset.

Limitations and failure modes

It does not identify exact values without restrictions; the output is only as useful as the confounding model is credible.

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