Effective Evaluation using Logged Bandit Feedback from Multiple Loggers

Accurately evaluating new policies (e.g. ad-placement models, ranking functions, recommendation functions) is one of the key prerequisites for improving interactive systems. While the conventional approach to evaluation relies on online A/B tests, recent work has shown that counterfactual estimators can provide an inexpensive and fast alternative, since they can be applied offline using log data that was collected from a different policy fielded in the past. In this paper, we address the question of how to estimate the performance of a new target policy when we have log data from multiple historic policies. This question is of great relevance in practice, since policies get updated frequently in most online systems. We show that naively combining data from multiple logging policies can be highly suboptimal. In particular, we find that the standard Inverse Propensity Score (IPS) estimator suffers especially when logging and target policies diverge -- to a point where throwing away data improves the variance of the estimator. We therefore propose two alternative estimators which we characterize theoretically and compare experimentally. We find that the new estimators can provide substantially improved estimation accuracy.Comment: KDD 201

Estimating Position Bias without Intrusive Interventions

Presentation bias is one of the key challenges when learning from implicit feedback in search engines, as it confounds the relevance signal. While it was recently shown how counterfactual learning-to-rank (LTR) approaches \cite{Joachims/etal/17a} can provably overcome presentation bias when observation propensities are known, it remains to show how to effectively estimate these propensities. In this paper, we propose the first method for producing consistent propensity estimates without manual relevance judgments, disruptive interventions, or restrictive relevance modeling assumptions. First, we show how to harvest a specific type of intervention data from historic feedback logs of multiple different ranking functions, and show that this data is sufficient for consistent propensity estimation in the position-based model. Second, we propose a new extremum estimator that makes effective use of this data. In an empirical evaluation, we find that the new estimator provides superior propensity estimates in two real-world systems -- Arxiv Full-text Search and Google Drive Search. Beyond these two points, we find that the method is robust to a wide range of settings in simulation studies

Policy-Adaptive Estimator Selection for Off-Policy Evaluation

Off-policy evaluation (OPE) aims to accurately evaluate the performance of counterfactual policies using only offline logged data. Although many estimators have been developed, there is no single estimator that dominates the others, because the estimators' accuracy can vary greatly depending on a given OPE task such as the evaluation policy, number of actions, and noise level. Thus, the data-driven estimator selection problem is becoming increasingly important and can have a significant impact on the accuracy of OPE. However, identifying the most accurate estimator using only the logged data is quite challenging because the ground-truth estimation accuracy of estimators is generally unavailable. This paper studies this challenging problem of estimator selection for OPE for the first time. In particular, we enable an estimator selection that is adaptive to a given OPE task, by appropriately subsampling available logged data and constructing pseudo policies useful for the underlying estimator selection task. Comprehensive experiments on both synthetic and real-world company data demonstrate that the proposed procedure substantially improves the estimator selection compared to a non-adaptive heuristic.Comment: accepted at AAAI'2

Safe Deployment for Counterfactual Learning to Rank with Exposure-Based Risk Minimization

Counterfactual learning to rank (CLTR) relies on exposure-based inverse propensity scoring (IPS), a LTR-specific adaptation of IPS to correct for position bias. While IPS can provide unbiased and consistent estimates, it often suffers from high variance. Especially when little click data is available, this variance can cause CLTR to learn sub-optimal ranking behavior. Consequently, existing CLTR methods bring significant risks with them, as naively deploying their models can result in very negative user experiences. We introduce a novel risk-aware CLTR method with theoretical guarantees for safe deployment. We apply a novel exposure-based concept of risk regularization to IPS estimation for LTR. Our risk regularization penalizes the mismatch between the ranking behavior of a learned model and a given safe model. Thereby, it ensures that learned ranking models stay close to a trusted model, when there is high uncertainty in IPS estimation, which greatly reduces the risks during deployment. Our experimental results demonstrate the efficacy of our proposed method, which is effective at avoiding initial periods of bad performance when little data is available, while also maintaining high performance at convergence. For the CLTR field, our novel exposure-based risk minimization method enables practitioners to adopt CLTR methods in a safer manner that mitigates many of the risks attached to previous methods.Comment: SIGIR 2023 - Full pape

On (Normalised) Discounted Cumulative Gain as an Off-Policy Evaluation Metric for Top-nn Recommendation

Approaches to recommendation are typically evaluated in one of two ways: (1) via a (simulated) online experiment, often seen as the gold standard, or (2) via some offline evaluation procedure, where the goal is to approximate the outcome of an online experiment. Several offline evaluation metrics have been adopted in the literature, inspired by ranking metrics prevalent in the field of Information Retrieval. (Normalised) Discounted Cumulative Gain (nDCG) is one such metric that has seen widespread adoption in empirical studies, and higher (n)DCG values have been used to present new methods as the state-of-the-art in top-$n$ recommendation for many years. Our work takes a critical look at this approach, and investigates when we can expect such metrics to approximate the gold standard outcome of an online experiment. We formally present the assumptions that are necessary to consider DCG an unbiased estimator of online reward and provide a derivation for this metric from first principles, highlighting where we deviate from its traditional uses in IR. Importantly, we show that normalising the metric renders it inconsistent, in that even when DCG is unbiased, ranking competing methods by their normalised DCG can invert their relative order. Through a correlation analysis between off- and on-line experiments conducted on a large-scale recommendation platform, we show that our unbiased DCG estimates strongly correlate with online reward, even when some of the metric's inherent assumptions are violated. This statement no longer holds for its normalised variant, suggesting that nDCG's practical utility may be limited