Yihong Guo

Yihong Guo, Junjie Luo, Guodong Gao et al.

Offline contextual bandits allow one to learn policies from historical/offline data without requiring online interaction. However, offline policy optimization that maximizes overall expected rewards can unintentionally amplify the reward disparities across groups. As a result, some groups might benefit more than others from the learned policy, raising concerns about fairness, especially when the resources are limited. In this paper, we study a group-sensitive fairness constraint in offline contextual bandits, reducing group-wise reward disparities that may arise during policy learning. We tackle the following common-parity requirements: the reward disparity is constrained within some user-defined threshold or the reward disparity should be minimized during policy optimization. We propose a constrained offline policy optimization framework by introducing group-wise reward disparity constraints into an off-policy gradient-based optimization procedure. To improve the estimation of the group-wise reward disparity during training, we employ a doubly robust estimator and further provide a convergence guarantee for policy optimization. Empirical results in synthetic and real-world datasets demonstrate that our method effectively reduces reward disparities while maintaining competitive overall performance.

Yihong Guo, Hao Liu, Yisong Yue et al.

We introduce a distributionally robust approach that enhances the reliability of offline policy evaluation in contextual bandits under general covariate shifts. Our method aims to deliver robust policy evaluation results in the presence of discrepancies in both context and policy distribution between logging and target data. Central to our methodology is the application of robust regression, a distributionally robust technique tailored here to improve the estimation of conditional reward distribution from logging data. Utilizing the reward model obtained from robust regression, we develop a comprehensive suite of policy value estimators, by integrating our reward model into established evaluation frameworks, namely direct methods and doubly robust methods. Through theoretical analysis, we further establish that the proposed policy value estimators offer a finite sample upper bound for the bias, providing a clear advantage over traditional methods, especially when the shift is large. Finally, we designed an extensive range of policy evaluation scenarios, covering diverse magnitudes of shifts and a spectrum of logging and target policies. Our empirical results indicate that our approach significantly outperforms baseline methods, most notably in 90% of the cases under the policy shift-only settings and 72% of the scenarios under the general covariate shift settings.