Off-Policy Evaluation in Markov Decision Processes under Weak Distributional Overlap
弱分布重叠下马尔可夫决策过程的离策略评估
Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically efficient in large samples, and to allow for modular implementation where preliminary estimation tasks can be executed using standard reinforcement learning techniques. Existing results, however, make heavy use of a strong distributional overlap…