Matthieu Komorowski

Kernel weighted importance sampling for off-policy evaluation in contextual bandits

Joshua Spear, Matthieu Komorowski, Rebecca Pope, Neil J Sebire, Erica E. M. Moodie

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 weight…Read more