Corpus ID: 231698338

High-Confidence Off-Policy (or Counterfactual) Variance Estimation

@article{Chandak2021HighConfidenceO,
  title={High-Confidence Off-Policy (or Counterfactual) Variance Estimation},
  author={Yash Chandak and Shiv Shankar and P. S. Thomas},
  journal={ArXiv},
  year={2021},
  volume={abs/2101.09847}
}
Many sequential decision-making systems leverage data collected using prior policies to propose a new policy. For critical applications, it is important that high-confidence guarantees on the new policy’s behavior are provided before deployment, to ensure that the policy will behave as desired. Prior works have studied high-confidence off-policy estimation of the expected return, however, high-confidence off-policy estimation of the variance of returns can be equally critical for high-risk… Expand

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