Source note3 min read
On-Policy and Off-Policy Learning for Large Action Spaces
Source
arXiv
arxiv.org/abs/2607.28408v1
Source
- Source name: arXiv
- Source kind: paper
- Authors / organization: Imad Aouali
- Venue: arXiv: cs.LG
- Published: 2026-07-30
- Collected: 2026-07-31
- URL: http://arxiv.org/abs/2607.28408v1
- PDF: https://arxiv.org/pdf/2607.28408v1
- DOI: UNKNOWN
Plain-Language Brief
The paper by Imad Aouali discusses policy learning in interactive systems with large action spaces, where an agent makes decisions and receives partial feedback based on a context. The work focuses on two paradigms: on-policy learning and off-policy learning, each facing challenges such as inefficient exploration, sparse data coverage, and high-variance importance weights. To address these issues, the paper proposes various Bayesian methods for on-policy learning and introduces a structured direct method for off-policy learning.
What the Document Says
- The study focuses on policy learning in interactive systems with large action spaces.
- An agent observes a context, selects an action, and receives feedback based on the context.
- There are two paradigms: on-policy learning and off-policy learning.
- On-policy learning involves the agent interacting sequentially with the environment and minimizing regret.
- Off-policy learning involves learning from logged data collected by a logging policy.
- Challenges in large action spaces include inefficient exploration, sparse data coverage, high-variance importance weights, extrapolation bias, and difficult optimization landscapes.
- The paper proposes structured Bayesian methods for on-policy learning: meTS (mixed-effect extension of Thompson sampling) and dTS (diffusion-inspired priors to model dependencies between actions).
- These methods share information across actions and provide regret guarantees depending on an effective number of actions.
- The paper proposes a structured direct method for off-policy learning called sDM, based on latent variables.
- Optimization error is found to dominate estimation error in large action spaces in off-policy learning.
- Concave, efficiently optimizable policy-weighted log-likelihood objectives are introduced for off-policy learning.
Key Concepts Mentioned
- Policy Learning
- Interactive Systems
- Large Action Spaces
- On-Policy Learning
- Off-Policy Learning
- Contextual Bandits
- Thompson Sampling
- Diffusion-inspired Priors
- Structured Bayesian Methods
- Regret
- Effective Number of Actions
- Latent Variables
- Direct Method
- Optimization Error
- Estimation Error
- Policy-Weighted Log-Likelihood Objectives
Claims Made by the Document
- On-policy and off-policy learning face major challenges in large action spaces.
- The proposed Bayesian methods for on-policy learning provide regret guarantees.
Evidence Used
- The text discusses the challenges faced by on-policy and off-policy learning in large action spaces.
- The paper introduces structured Bayesian methods for on-policy learning with regret guarantees.
Methods / Approach
UNKNOWN
Limitations Stated by the Authors
UNKNOWN
Limitations Noted by the Agent
Agent interpretation — not from the source.
UNKNOWN
Open Questions
UNKNOWN
Notes for Future Q&A
May include interpretation. Labeled where it does.
UNKNOWN
Raw Abstract / Excerpt
This thesis studies policy learning in interactive systems where an agent observes a context, selects an action from a very large set, and receives partial feedback. The main framework is contextual bandits, with two paradigms: on-policy learning, where the agent interacts sequentially with the environment and minimizes regret, and off-policy learning, where it learns from logged data collected by a logging policy. In large action spaces, both settings face major challenges: inefficient exploration, sparse data coverage, high-variance importance weights, extrapolation bias, and difficult optimization landscapes. The first part develops structured Bayesian methods for on-policy learning. We introduce meTS, a mixed-effect extension of Thompson sampling, and dTS, which leverages diffusion-inspired priors to model dependencies between actions. These methods share information across actions and yield regret guarantees depending on an effective number of actions. The second part addresses off-policy learning. We propose sDM, a structured direct method based on latent variables, show that optimization error can dominate estimation error in large action spaces, and introduce concave, efficiently optimizable policy-weighted log-likelihood objectives. Finally, we develop differentiable pessimistic methods based on exponential smoothing and PAC-Bayesian bounds to control the bias-variance trade-off of regularized importance-sampling estimators.
