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arxiv 1612.00367 v2 pith:S6GTTHSG submitted 2016-12-01 cs.LG cs.AIstat.ML

Large-scale Validation of Counterfactual Learning Methods: A Test-Bed

classification cs.LG cs.AIstat.ML
keywords learningoff-policydatamethodstest-bedadvertisinglarge-scalereal-world
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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The ability to perform effective off-policy learning would revolutionize the process of building better interactive systems, such as search engines and recommendation systems for e-commerce, computational advertising and news. Recent approaches for off-policy evaluation and learning in these settings appear promising. With this paper, we provide real-world data and a standardized test-bed to systematically investigate these algorithms using data from display advertising. In particular, we consider the problem of filling a banner ad with an aggregate of multiple products the user may want to purchase. This paper presents our test-bed, the sanity checks we ran to ensure its validity, and shows results comparing state-of-the-art off-policy learning methods like doubly robust optimization, POEM, and reductions to supervised learning using regression baselines. Our results show experimental evidence that recent off-policy learning methods can improve upon state-of-the-art supervised learning techniques on a large-scale real-world data set.

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