17 citations · 71 across the 33 of their papers we have counts for
10 papers · 2 filters
Quantile Off-Policy Evaluation via Deep Conditional Generative Learning
Yang Xu, Chengchun Shi, Shikai Luo +2
Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of…
A Review of Off-Policy Evaluation in Reinforcement Learning
Masatoshi Uehara, Chengchun Shi, Nathan Kallus
Reinforcement learning (RL) is one of the most vibrant research frontiers in machine learning and has been recently applied to solve a number of challenging problems. In this paper…
An Instrumental Variable Approach to Confounded Off-Policy Evaluation
Yang Xu, Jin Zhu, Chengchun Shi +2
Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior polic…
Doubly Inhomogeneous Reinforcement Learning
Liyuan Hu, Mengbing Li, Chengchun Shi +2
This paper studies reinforcement learning (RL) in doubly inhomogeneous environments under temporal non-stationarity and subject heterogeneity. In a number of applications, it is co…
Optimizing Pessimism in Dynamic Treatment Regimes: A Bayesian Learning Approach
Yunzhe Zhou, Zhengling Qi, Chengchun Shi +1
In this article, we propose a novel pessimism-based Bayesian learning method for optimal dynamic treatment regimes in the offline setting. When the coverage condition does not hold…
Conformal Off-policy Prediction
Yingying Zhang, Chengchun Shi, Shikai Luo
Off-policy evaluation is critical in a number of applications where new policies need to be evaluated offline before online deployment. Most existing methods focus on the expected…
Testing Stationarity and Change Point Detection in Reinforcement Learning
Mengbing Li, Chengchun Shi, Zhenke Wu +1
We consider offline reinforcement learning (RL) methods in possibly nonstationary environments. Many existing RL algorithms in the literature rely on the stationarity assumption th…
Statistically Efficient Advantage Learning for Offline Reinforcement Learning in Infinite Horizons
Chengchun Shi, Shikai Luo, Yuan Le +2
We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications. Most of existing policy optimizati…
Off-Policy Confidence Interval Estimation with Confounded Markov Decision Process
Chengchun Shi, Jin Zhu, Ye Shen +3
This paper is concerned with constructing a confidence interval for a target policy's value offline based on a pre-collected observational data in infinite horizon settings. Most o…
A Multi-Agent Reinforcement Learning Framework for Off-Policy Evaluation in Two-sided Markets
Chengchun Shi, Runzhe Wan, Ge Song +3
The two-sided markets such as ride-sharing companies often involve a group of subjects who are making sequential decisions across time and/or location. With the rapid development o…