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pith:2026:HVZQWB6DJZM5KAUBJCRXRRPHMS
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Additive Control Variates Dominate Self-Normalisation in Off-Policy Evaluation

Olivier Jeunen, Shashank Gupta

An optimal additive baseline estimator asymptotically dominates self-normalized IPS in off-policy evaluation mean squared error.

arxiv:2602.14914 v3 · 2026-02-16 · cs.LG · cs.IR

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4 Citations open
5 Replications open
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Claims

C1strongest claim

we prove that β∗-IPS, an estimator with an optimal additive baseline, asymptotically dominates SNIPS in Mean Squared Error. By analytically decomposing the variance gap, we show that SNIPS is asymptotically equivalent to using a specific -- but generally sub-optimal -- additive baseline.

C2weakest assumption

The asymptotic dominance result assumes standard regularity conditions for OPE estimators (finite variances, bounded propensities, and existence of the optimal baseline) that are not detailed in the abstract and must hold for the variance decomposition to apply.

C3one line summary

Optimal additive baseline IPS asymptotically dominates SNIPS in off-policy evaluation mean squared error.

Formal links

1 machine-checked theorem link

Receipt and verification
First computed 2026-07-28T01:22:29.926587Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

3d730b07c34e59d5028148a378c5e764ba77381e887d7517eceafa3c7e2dfaf3

Aliases

arxiv: 2602.14914 · arxiv_version: 2602.14914v3 · doi: 10.48550/arxiv.2602.14914 · pith_short_12: HVZQWB6DJZM5 · pith_short_16: HVZQWB6DJZM5KAUB · pith_short_8: HVZQWB6D
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Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/HVZQWB6DJZM5KAUBJCRXRRPHMS \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 3d730b07c34e59d5028148a378c5e764ba77381e887d7517eceafa3c7e2dfaf3
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "8b9737bb5bf00d562733b84c087ed81f149a3d75395ee16b6de5a6038d63bbfe",
    "cross_cats_sorted": [
      "cs.IR"
    ],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "primary_cat": "cs.LG",
    "submitted_at": "2026-02-16T16:49:23Z",
    "title_canon_sha256": "f75d5e9a94a14acb3dd4a1eb7e5729b76acd24c59369923ccd7022ff5328454e"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2602.14914",
    "kind": "arxiv",
    "version": 3
  }
}