Coverage Cliffs in Off-Policy Quantile Certification
Abstract
We study when logged contextual-bandit data can certify an upper tail quantile for a policy selected from the same sample. We construct a PAC-Bayes Bernstein lower-confidence envelope for the target cumulative distribution function (CDF), simultaneous over a predeclared threshold grid and all data-dependent posteriors. The resulting procedure, TailCert, uses the envelope's first crossing of level p to return an atom-safe upper confidence bound on the selected posterior's pooled p-quantile (or inconclusive). It can also be used to select a policy under a certified tail constraint. The concentration ingredients are standard; the main theoretical contribution is a matched finite-class certification boundary comparing full logs with their joint weighted CDF indicators at a fixed threshold. On an explicit rare-action class, the required sample size grows linearly with the overlap factor W, logarithmically with policy-search and confidence complexity, and quadratically with the inverse CDF safety margin; the upper and lower bounds agree up to constants in the stated regime. On this class, the CDF reduction hides which actions exceeded the budget; retaining action counts restores the full-log rate. Simulations verify the predicted search-complexity shift, winner's-curse failure of naive reuse, and the power cost of splitting.
Figures & tables
| Observation | 1 | 2 | 3 | 4 |
|---|---|---|---|---|
| Tail flag | 0 | 1 | 0 | 1 |
| Action in | 1 | 1 | 2 | 1 |
| Action in | 1 | 2 | 2 | 2 |
| Exceedance | CDF | |||||
|---|---|---|---|---|---|---|
| PB | Bet | EB | EB | PB | ||
| 0.90 | 1 | 1.2 | 0.8 | 1.0 | 7.3 | 11.5 |
| 0.90 | 0.5 | 2.3 | 1.5 | 1.8 | 4.4 | 22.5 |
| 0.90 | 0.2 | 5.5 | 3.6 | 4.4 | 6.5 | 58.8 |
| 0.95 | 1 | 2.3 | 1.5 | 1.9 | 26.7 | 43.4 |
| 0.95 | 0.5 | 4.4 | 2.9 | 3.6 | 12.7 | 83.5 |
| Method | Deployed quality | Cert. rate |
|---|---|---|
| , | ||
| Exc-EB / recovered | ||
| Norm-Bet | ||
| CDF-EB | ||
| CDF-PB | ||
| , | ||
Appendix figures & tables15 assets
Supplementary material from the paper’s appendix.
Appendix
| Prior tool or result | What is already available | What the present comparison adds |
|---|---|---|
| CCDF inference ( Huang et al., 2022b ) | Tail-sensitive exceedance estimates, empirical-Bernstein bounds, and CDF/CCDF combination. | Matched selection-and-certification costs for full logs versus the joint CDF reduction. |
| Normalized off-policy inference ( Kuzborskij et al., 2021 ; Karampatziakis et al., 2021 ) | Valid use of weight normalization and policy-selection inference. | An explicit binary-model sufficiency and recovery explanation ; no universal advantage over normalized methods is claimed. |
| PAC-Bayes nonnegative-loss bounds ( Gabbianelli et al., 2024 ; Thiemann et al., 2017 ) | Posterior-uniform concentration and small-mean adaptation. | Application to the pooled tail constraint, used as supporting machinery . |
| Off-policy lower bounds ( Li et al., 2015 ; Huang et al., 2022b ; Wan et al., 2026 ) | Lower bounds for their estimation or learning targets. | Tail-constraint certification converses on explicit families, including a shared-action construction under a cross-moment condition. |
| Categorical mode identification ( Anand Jain et al., 2022 ) | Identification from categorical observations using KL information. | Comparison of the categorical reduction with the fuller off-policy experiment and its recoverable failure labels . |
| Router (log size) | Bound | Observed exceedance | 90th percentile (tokens) | Accuracy |
|---|---|---|---|---|
| Exc-Bet certified, stratified ( k) | ||||
| Exc-PB on same log: fallback ( k) | – | |||
| Exc-PB certified ( k, pool) | ||||
| Always reason, 30B (uncertified) | – |
| Procedure | |||
|---|---|---|---|
| Exc-PB (PAC-Bayes) | 0.0000 | 0.0000 | 0.0000 |
| Exc-Bet (betting) | 0.0038 | 0.0027 | 0.0030 |
| CDF, PAC-Bayes Bernstein | 0.0000 | 0.0001 | 0.0001 |
| CDF, emp. Bernstein / UnO | 0.0002 | 0.0006 | 0.0012 |
| Split | 0.0000 | 0.0000 | 0.0000 |
| Exact binomial (reference) | 0.0266 | 0.0248 | 0.0238 |
| CDF only | Exceedance | With counts | Ratios | |||||||
| Setting | EB | Bet | Exact | EB | Bet | Exact | Norm-Bet | CDF/counts | ||
| 0.8 | 2.2 | 2.2 | 1.0 | 0.8 | 0.5 | 0.3 | 0.5 | 3.6 | 4 | |
| 0.9 | 8.0 | 9.1 | 4.2 | 1.6 | 1.1 | 0.6 | 1.1 | 6.9 | 9 | |
| 0.95 | 30.2 | 36.6 | 16.7 | 3.1 | 2.2 | 1.3 | 2.2 | 12.7 | 19 | |
| 0.98 | 190 | 227 | 110 | 7.8 | 5.5 | 3.2 | 5.4 | 33.9 | 49 | |
| 0.99 | 740 | 922 | 421 | 15.6 | 11.2 | 6.8 | 11.3 | 61.5 | 99 | |
| Rule | family null | near boundary | alternatives |
|---|---|---|---|
| CDF-EB | 0.0025 | 0.0035 | 0.0010 |
| CDF-Bet | 0.0025 | 0.0050 | 0.0010 |
| CDF-exact | 0.0515 | 0.0640 | 0.0425 |
| Exc-EB | 0.0000 | 0.0010 | 0.0000 |
| Exc-Bet | 0.0010 | 0.0105 | 0.0000 |
| Counts-exact | 0.0085 | 0.0390 | 0.0035 |
| Exc-EB | Exc-Bet | Norm-Bet | Counts-exact | CDF-EB | CDF-exact | ||
|---|---|---|---|---|---|---|---|
| 0.9 | 15.4 | 14.7 | 14.0 | 7.1 | 112 | 64.4 | |
| 0.9 | 17.7 | 17.5 | 16.6 | 8.7 | 131 | 79.3 | |
| 0.9 | 19.7 | 19.2 | 17.9 | 10.0 | 144 | 89.5 | |
| 0.9 | 22.1 | 21.9 | 20.5 | 11.3 | 160 | 103 | |
| 0.9 | 23.8 | 23.7 | 21.8 | 12.6 | 172 | 118 | |
| 0.9 | 26.5 | 26.3 | 24.2 | 14.3 | 189 | 131 |
| Exc. pred. | Exc. obs. | CDF pred. | CDF obs. | ||
|---|---|---|---|---|---|
| 0.90 | 1 | 940 | 881 | 7,464 | 4,870 |
| 0.90 | 0.5 | 1,766 | 1,682 | 3,562 | 3,473 |
| 0.90 | 0.2 | 4,327 | 4,065 | 5,473 | 5,285 |
| 0.95 | 1 | 1,776 | 1,689 | 26,317 | 15,480 |
| 0.95 | 0.5 | 3,432 | 3,261 | 9,359 | 8,979 |
| 0.95 | 0.2 | 8,487 | 7,879 | 12,026 | 12,139 |
| Configuration | Accuracy | Mean tokens | 95th pct. tokens | Truncated |
|---|---|---|---|---|
| Qwen3-1.7B | 0.787 | 688 | 2,276 | 0.7% |
| Qwen3-1.7B, thinking | 0.833 | 3,446 | 8,192 | 12.5% |
| Qwen3-8B | 0.892 | 707 | 2,196 | 1.0% |
| Qwen3-8B, thinking | 0.867 | 3,528 | 8,192 | 11.2% |
| Qwen3-30B-A3B | 0.908 | 667 | 2,205 | 0.5% |
| Qwen3-30B-A3B, thinking | 0.882 | 3,207 | 8,192 | 9.6% |
| Exc-PB | Exc-Bet | Exc-EB | Norm-Bet | CDF-EB | CDF-PB | Split | ||
|---|---|---|---|---|---|---|---|---|
| 0.90 | 1 | 8.7 | 4.3 | 8.5 | 4.3 | 46.2 | 86.2 | 18.2 |
| 0.90 | 0.5 | 18.9 | 8.8 | 18.4 | 8.6 | 97.5 † | – | 36.3 |
| 0.90 | 0.2 | 41.7 | 20.7 | 41.5 | 20.4 | – | – | 85.7 |
| 0.95 | 1 | 13.6 | 7.1 | 11.8 | 6.8 | – | – | 21.4 |
| 0.95 | 0.5 | 21.7 | 12.6 | 21.2 | 12.7 | – | – | 45.9 |
| 0.95 | 0.2 | 74.9 | 34.4 | 68.1 | 35.5 | – | – | – |
| Exact binomial | Exc-EB | Exc-PB | Exc-kl | ||
|---|---|---|---|---|---|
| 2 | 0.90 | 2.06 | 5.16 | 6.60 | 6.84 |
| 2 | 0.95 | 2.24 | 5.14 | 6.52 | 7.12 |
| 2 | 0.99 | 2.24 | 5.14 | 6.63 | 7.63 |
| 8 | 0.90 | 2.07 | 4.78 | 5.42 | 5.56 |
| 8 | 0.95 | 2.17 | 4.73 | 5.38 | 5.58 |
| 8 | 0.99 | 2.25 | 4.78 | 5.49 | 5.98 |
| margin | certificate | target | tail-aware | uniform | ratio | |
|---|---|---|---|---|---|---|
| 0.90 | 10% | Exc-Bet | 12.7 | 3.5 | 7.8 | 3.7 |
| 0.90 | 10% | Exc-EB | 12.5 | 6.4 | 13.5 | 1.9 |
| 0.90 | 10% | Exc-PB | 25.4 | 66.8 | 81.8 | 0.4 |
| 0.90 | 20% | Exc-Bet | 3.3 | 1.4 | 2.5 | 2.3 |
| 0.90 | 20% | Exc-EB | 3.5 | 2.6 | 4.6 | 1.4 |
| 0.90 | 20% | Exc-PB | 6.5 | 15.6 | 20.4 | 0.4 |
| margin | ratio | target | tail-aware | uniform | ratio (Bet) | ratio (EB) | ||
|---|---|---|---|---|---|---|---|---|
| 0.90 | 30% | 0.038 | 1.11 | 1.5 | 1.4 | 8.6 | 1.13 | 0.89 |
| 0.90 | 20% | 0.059 | 1.18 | 3.6 | 3.2 | 18.1 | 1.14 | 0.95 |
| 0.90 | 10% | 0.079 | 1.25 | 17.1 | 12.8 | 65.2 | 1.33 | 1.03 |
| 0.95 | 50% | 0.011 | 1.01 | 1.0 | 0.9 | 5.7 | 1.08 | 0.99 |
| 0.95 | 30% | 0.044 | 1.18 | 3.3 | 2.7 | 14.7 | 1.22 | 0.94 |
| 0.95 | 20% | 0.060 | 1.26 | 7.5 | 6.2 | 30.9 | 1.21 | 1.00 |
Off-Policy Evaluation
Off-policy evaluation estimates a policy’s value from data collected by another policy, using weighting, models, and uncertainty-aware methods.
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