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Maurizio Ferrari Dacrema

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#machine learning Preprint Oct 2026

Variance-Optimal Off-Policy Evaluation with Conjunct Effect Modeling

Off-policy evaluation (OPE) for contextual bandit policies becomes challenging when action-level importance weighting incurs excessive variance. Doubly robust (DR) estimation remains unbiased under common support but retains these high-variance action-level weights. A prior estimator, Off-policy evaluation with Conjunc...

Nicolò Felicioni, Michael Benigni, Maurizio Ferrari Dacrema et al. · 0 citations

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