Handling confounding for realistic off-policy evaluation

By Saurabh Sohoney, Nikita Prabhu, Vineet Chaoji
2016
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Inverse Propensity Score estimator (IPS) is a basic, unbiased, offpolicy evaluation technique to measure the impact of a user-interactive system without serving live traffic. We present our work on applying IPS to real-world settings by addressing some practical challenges, thereby enabling successful policy evaluation. In particular, we show that off-policy evaluation can be impossible in the absence of a complete context and we describe a systematic way of defining the context.
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