Joshua Spear

Joshua Spear, Matthieu Komorowski, Rebecca Pope et al.

This article presents a novel estimator for performing off-policy evaluation using only offline data for contextual bandits. The proposed estimator, Kernel-WIS is demonstrated to be asymptotically consistent and to empirically outperform strong baselines (including vanilla weighted importance sampling), particularly under complex conditions including behaviour policy miss-specification. The benefit of Kernel-WIS is derived from combining the bounded property of vanilla weighted importance sampling with the linearity of vanilla importance sampling.

Joshua Spear, Rebecca Pope, Neil J Sebire

This article explores the application of covariate balance diagnostics for detecting the presence of hidden confounding/model miss-specification in studies applying offline reinforcement learning (RL) to deriving optimal treatment recommendations. The results demonstrate that, either there is a high risk of bias within existing offline RL studies for treatment recommendations or, existing covariate balance metrics are not sufficient to assess such studies. Regardless, existing offline RL studies cannot be concluded as being statistically robust. The conclusions propose future research directions for obtaining more methodologically robust applications of offline RL to treatment recommendation problems.