Tail-Influence Sampling for CVaR Policy Evaluation

  • 类型:arxiv
  • 标识:2609.38096
  • 链接:https://arxiv.org/abs/2609.38096
  • 主分类:evaluation
  • 形态:method
  • TLDR:Policies with similar mean returns can differ sharply in rare failures, yet estimating lower-tail conditional value-at-risk (CVaR) accurately can require many costly rollouts. When different conditional components of a stochastic workflow can be queried separately, we ask how to allocate a fixed evaluation budget to estimate a fixed policy's CVaR most accurately. We derive a tail influence for each queryable conditional law that aggregates how its uncertainty affects CVaR across every Bellman reuse. Its variance yields the fixed-design efficiency bound and the oracle Neyman allocation. Tail-In
  • 待LLM分类:否
  • 标题中文:面向 CVaR 策略评估的尾部影响采样
  • TLDR中文:平均回报相近的策略在罕见故障上的表现可能截然不同,但准确估计下尾条件风险价值(CVaR)通常需要大量高成本 rollout。当随机工作流中不同的条件分量可以被独立查询时,我们研究如何在固定评估预算下分配查询,以最准确地估计固定策略的 CVaR。我们为每个可查询的条件分布推导了一个尾部影响,用以聚合其不确定性在每次 Bellman 复用中对 CVaR 的整体作用;其方差给出了固定设计的效率下界以及对应的 oracle Neyman 分配。尾部影响(Tail-Influence)……
  • 来源文件:
  • /inbox/tom/_candidates/2026-10-06-agent-rag-longcontext-candidates.json