Paper alert: 📜
We will be presenting our paper "Conformal Off-Policy Prediction" at #NeurIPS2022.
arxiv.org/abs/2206.04405
We present COPP, a novel methodology of quantifying uncertainty in off-policy outcomes. 1/n Given an untested policy and past observational data, how do you find the most likely outcome(s) under this policy without deploying it in the real-world? We solve this problem for contextual bandits using Conformal Prediction, which comes with strong theoretical guarantees. 2/n