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Offline Policy Comparison with Confidence: Benchmarks and Baselines
Anurag Koul · Mariano Phielipp · Alan Fern
Event URL: https://openreview.net/forum?id=hfE9u5d3_dw »

Decision makers often wish to use offline historical data to compare sequential-action policies at various world states. Importantly, computational tools should produce confidence values for such offline policy comparison (OPC) to account for statistical variance and limited data coverage. Nevertheless, there is little work that directly evaluates the quality of confidence values for OPC. In this work, we address this issue by creating benchmarks for OPC with Confidence (OPCC), derived by adding sets of policy comparison queries to datasets from offline reinforcement learning. In addition, we present an empirical evaluation of the \emph{risk versus coverage} trade-off for a class of model-based baselines. In particular, the baselines learn ensembles of dynamics models, which are used in various ways to produce simulations for answering queries with confidence values. While our results suggest advantages for certain baseline variations, there appears to be significant room for improvement in future work.

Author Information

Anurag Koul (Oregon State University)
Mariano Phielipp (Intel AI Labs)

Dr. Mariano Phielipp works at the Intel AI Lab inside the Intel Artificial Intelligence Products Group. His work includes research and development in deep learning, deep reinforcement learning, machine learning, and artificial intelligence. Since joining Intel, Dr. Phielipp has developed and worked on Computer Vision, Face Recognition, Face Detection, Object Categorization, Recommendation Systems, Online Learning, Automatic Rule Learning, Natural Language Processing, Knowledge Representation, Energy Based Algorithms, and other Machine Learning and AI-related efforts. Dr. Phielipp has also contributed to different disclosure committees, won an Intel division award related to Robotics, and has a large number of patents and pending patents. He has published on NeuriPS, ICML, ICLR, AAAI, IROS, IEEE, SPIE, IASTED, and EUROGRAPHICS-IEEE Conferences and Workshops.

Alan Fern (Oregon State University)

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