Tokyo Institute of Technology: SharpeRatio@k - Novel Metric for Evaluation of Risk-Return Tradeoff in Off-Policy Evaluation
April 23, 2024
April 23, 2024
TOKYO, Japan, April 23 (TNSres) -- Tokyo Institute of Technology issued the following news release:
SharpeRatio@k, a novel evaluation metric for Off-Policy Evaluation estimators, effectively measures the risk-return tradeoff of evaluating policies used in reinforcement learning and contextual bandits, which are typically ignored by conventional metrics, show scientists at Tokyo Tech. This novel metric, inspired from risk assessment in financial portfolio management, provides a more . . .
SharpeRatio@k, a novel evaluation metric for Off-Policy Evaluation estimators, effectively measures the risk-return tradeoff of evaluating policies used in reinforcement learning and contextual bandits, which are typically ignored by conventional metrics, show scientists at Tokyo Tech. This novel metric, inspired from risk assessment in financial portfolio management, provides a more . . .