High-Probability Sample Complexities for Policy Evaluation With Linear Function Approximation

Author:

Li Gen1,Wu Weichen2ORCID,Chi Yuejie3ORCID,Ma Cong4ORCID,Rinaldo Alessandro5,Wei Yuting6ORCID

Affiliation:

1. Department of Statistics, The Chinese University of Hong Kong, Hong Kong, China

2. Department of Statistics and Data Science, Carnegie Mellon University, Pittsburgh, PA, USA

3. Department of Electrical and Computer Engineering, Carnegie Mellon University, Pittsburgh, PA, USA

4. Department of Statistics, The University of Chicago, Chicago, IL, USA

5. Department of Statistics and Data Science, The University of Texas at Austin, Austin, UT, USA

6. Department of Statistics and Data Science, The Wharton School, University of Pennsylvania, Philadelphia, PA, USA

Funder

Chinese University of Hong Kong (CUHK) Direct Grant for Research

NIH

Office of Naval Research

NSF

NSF CAREER Award

Google Research Scholar Award

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Reference69 articles.

1. Optimal dynamic treatment regimes

2. Time Series Experiments and Causal Estimands: Exact Randomization Tests and Trading

3. Model selection for offline reinforcement learning: Practical considerations for healthcare settings;Tang

4. Policy evaluation with temporal differences: A survey and comparison;Dann;J. Mach. Learn. Res.,2014

5. Data-driven Interpretable Policy Construction for Personalized Mobile Health

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