Abstract:Automated decision-making algorithms drive applications such as recommendation systems and search engines. These algorithms often rely on off-policy contextual bandits or off-policy learning (OPL). Conventionally, OPL selects actions that maximize the expected reward from an existing action set. However, in many real-world scenarios, actions, such as news articles or video content, change continuously, and the action space evolves over time after data collection. We define actions introduced after deploying the logging policy as new actions and focus on OPL with new actions. Existing OPL methods identify optimal actions from the existing set effectively but cannot learn and select new actions because no relevant data are logged. To address this limitation, we propose a new OPL method that leverages action features. We first introduce the Local Combination PseudoInverse (LCPI) estimator for the policy gradient, generalizing the PseudoInverse estimator initially proposed for off-policy evaluation of slate bandits. LCPI controls the trade-off between reward-modeling condition and the condition for data collection regarding the action features, capturing the interaction effects among different dimensions of action features. Furthermore, we propose a generalized algorithm called Policy Optimization for Effective New Actions (PONA), which integrates LCPI, a component specialized for new action selection, with Doubly Robust (DR), which excels at learning within existing actions. We define PONA as a weighted sum of the LCPI and DR estimators, optimizing both the selection of existing and new actions, and allowing the proportion of new action selections to be adjusted by the weight parameter. Through extensive experiments, we demonstrate that PONA efficiently selects new actions while maintaining the overall policy performance as opposed to most existing methods that cannot select new actions.
| Comments: | 12pages, 7 figures |
| Subjects: | Machine Learning (cs.LG) |
| Cite as: | arXiv:2605.18509 [cs.LG] |
| (or arXiv:2605.18509v1 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2605.18509 arXiv-issued DOI via DataCite (pending registration) |
From: Ren Kishimoto [view email]
[v1]
Mon, 18 May 2026 15:01:30 UTC (1,701 KB)
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