Active Offline Policy Selection

This paper addresses the problem of policy selection in domains with abundant logged data, but with a very restricted interaction budget. Solving this problem would enable safe evaluation and deployment of offline reinforcement learning policies in industry, robotics, and recommendation domains among others. Several off-policy evaluation (OPE) techniques have been proposed to assess the value of policies using only logged data. However, there is still a big gap between the evaluation by OPE and the full online evaluation in the real environment. At the same time, large amount of online interactions is often not feasible in practice. To overcome this problem, we introduce \emph{active offline policy selection} -- a novel sequential decision approach that combines logged data with online interaction to identify the best policy. This approach uses OPE estimates to warm start the online evaluation. Then, in order to utilize the limited environment interactions wisely, it relies on a Bayesian optimization method, with a kernel function that represents policy similarity, to decide which policy to evaluate next. We use multiple benchmarks with a large number of candidate policies to show that the proposed approach improves upon state-of-the-art OPE estimates and pure online policy evaluation.