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A review of off-policy evaluation in reinforcement learning

Uehara, Masatoshi, Shi, Chengchun ORCID: 0000-0001-7773-2099 and Kallus, Nathan (2025) A review of off-policy evaluation in reinforcement learning. Statistical Science. ISSN 0883-4237 (In Press)

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Abstract

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, we primarily focus on off-policy evaluation (OPE), one of the most fundamental topics in RL. In recent years, a number of OPE methods have been developed in the statistics and computer science literature. We provide a discussion on the efficiency bound of OPE, some of the existing state-of-the-art OPE methods, their statistical properties and some other related research directions that are currently actively explored.

Item Type: Article
Additional Information: © 2025
Divisions: Statistics
Date Deposited: 14 Apr 2025 14:18
Last Modified: 15 Apr 2025 13:57
URI: http://eprints.lse.ac.uk/id/eprint/127940

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