Triply Robust Off-Policy Evaluation

Understand

We propose a robust regression approach to off-policy evaluation (OPE) for contextual bandits.

• We frame OPE as a covariate-shift problem and leverage modern robust regression tools.
• Ours is a general approach that can be used to augment any existing OPE method that utilizes the direct method.
• When augmenting doubly robust methods, we call the resulting method Triply Robust.