Additive Control Variates Dominate Self-Normalisation in Off-Policy Evaluation
- URL: http://arxiv.org/abs/2602.14914v1
- Date: Mon, 16 Feb 2026 16:49:23 GMT
- Title: Additive Control Variates Dominate Self-Normalisation in Off-Policy Evaluation
- Authors: Olivier Jeunen, Shashank Gupta,
- Abstract summary: We show that SNIPS is equivalent to using a specific -- but generally sub-optimal -- additive baseline.<n>Our results justify shifting from self-normalisation to optimal baseline corrections for both ranking and recommendation.
- Score: 8.907440501295346
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Off-policy evaluation (OPE) is essential for assessing ranking and recommendation systems without costly online interventions. Self-Normalised Inverse Propensity Scoring (SNIPS) is a standard tool for variance reduction in OPE, leveraging a multiplicative control variate. Recent advances in off-policy learning suggest that additive control variates (baseline corrections) may offer superior performance, yet theoretical guarantees for evaluation are lacking. This paper provides a definitive answer: we prove that $β^\star$-IPS, an estimator with an optimal additive baseline, asymptotically dominates SNIPS in Mean Squared Error. By analytically decomposing the variance gap, we show that SNIPS is asymptotically equivalent to using a specific -- but generally sub-optimal -- additive baseline. Our results theoretically justify shifting from self-normalisation to optimal baseline corrections for both ranking and recommendation.
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