{"title":"当人们改变主意:非平稳推荐环境下的非政策评估","authors":"R. Jagerman, I. Markov, M. de Rijke","doi":"10.1145/3289600.3290958","DOIUrl":null,"url":null,"abstract":"We consider the novel problem of evaluating a recommendation policy offline in environments where the reward signal is non-stationary. Non-stationarity appears in many Information Retrieval (IR) applications such as recommendation and advertising, but its effect on off-policy evaluation has not been studied at all. We are the first to address this issue. First, we analyze standard off-policy estimators in non-stationary environments and show both theoretically and experimentally that their bias grows with time. Then, we propose new off-policy estimators with moving averages and show that their bias is independent of time and can be bounded. Furthermore, we provide a method to trade-off bias and variance in a principled way to get an off-policy estimator that works well in both non-stationary and stationary environments. We experiment on publicly available recommendation datasets and show that our newly proposed moving average estimators accurately capture changes in non-stationary environments, while standard off-policy estimators fail to do so.","PeriodicalId":143253,"journal":{"name":"Proceedings of the Twelfth ACM International Conference on Web Search and Data Mining","volume":"10 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"48","resultStr":"{\"title\":\"When People Change their Mind: Off-Policy Evaluation in Non-stationary Recommendation Environments\",\"authors\":\"R. Jagerman, I. Markov, M. de Rijke\",\"doi\":\"10.1145/3289600.3290958\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We consider the novel problem of evaluating a recommendation policy offline in environments where the reward signal is non-stationary. Non-stationarity appears in many Information Retrieval (IR) applications such as recommendation and advertising, but its effect on off-policy evaluation has not been studied at all. We are the first to address this issue. First, we analyze standard off-policy estimators in non-stationary environments and show both theoretically and experimentally that their bias grows with time. Then, we propose new off-policy estimators with moving averages and show that their bias is independent of time and can be bounded. Furthermore, we provide a method to trade-off bias and variance in a principled way to get an off-policy estimator that works well in both non-stationary and stationary environments. We experiment on publicly available recommendation datasets and show that our newly proposed moving average estimators accurately capture changes in non-stationary environments, while standard off-policy estimators fail to do so.\",\"PeriodicalId\":143253,\"journal\":{\"name\":\"Proceedings of the Twelfth ACM International Conference on Web Search and Data Mining\",\"volume\":\"10 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-01-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"48\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the Twelfth ACM International Conference on Web Search and Data Mining\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1145/3289600.3290958\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the Twelfth ACM International Conference on Web Search and Data Mining","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1145/3289600.3290958","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
When People Change their Mind: Off-Policy Evaluation in Non-stationary Recommendation Environments
We consider the novel problem of evaluating a recommendation policy offline in environments where the reward signal is non-stationary. Non-stationarity appears in many Information Retrieval (IR) applications such as recommendation and advertising, but its effect on off-policy evaluation has not been studied at all. We are the first to address this issue. First, we analyze standard off-policy estimators in non-stationary environments and show both theoretically and experimentally that their bias grows with time. Then, we propose new off-policy estimators with moving averages and show that their bias is independent of time and can be bounded. Furthermore, we provide a method to trade-off bias and variance in a principled way to get an off-policy estimator that works well in both non-stationary and stationary environments. We experiment on publicly available recommendation datasets and show that our newly proposed moving average estimators accurately capture changes in non-stationary environments, while standard off-policy estimators fail to do so.