cs.LGOct 17, 2026

The Certification Exponent: Instance-Optimal Sequential Certification of Policy Improvement from History Dependent Logs

Authors: Rui Wang

Organizations: Microsoft Vancouver, BC, Canada

Abstract

Before a new policy replaces a deployed one, we often want a certificate, computed from logged episodes, that it is better. We ask how many episodes such a certificate needs when the logging policy is known but history-dependent, and the error probability must stay below δδ in every environment consistent with the logs. The answer is an exponent K⋆K^\star: the smallest KL divergence from the logged law to a law with the same logged action probabilities under which the target does not improve. No sound certifier stops in fewer than log⁡(1/δ)/K⋆\log(1/δ)/K^\star expected episodes, at any δδ, and whenever 0<K⋆<∞0<K^\star<\infty a plug-in Kelly certifier attains this rate to first order as δ→0δ\to0. Coverage, computed by one backward induction, decides whether certification is impossible (K⋆=0K^\star=0), possible at a finite rate, or possible in a constant number of episodes (K⋆=∞K^\star=\infty). By convex duality, the optimal certificate bets on the importance-weighted advantage and also places fair bets on the logged actions, so doubly robust control variates act as hedges rather than estimators. As a consequence, no choice of off-policy estimator changes K⋆K^\star, a coverage ceiling explains the curse of memory, and structural assumptions can be priced in exponent units. A cushion certifier extends the approach to trees too large to enumerate. In experiments the plug-in's median stopping time is 1.13-1.43x the lower bound on memory tasks, 1.13-1.51x on Tiger (H≤5H\le5) and 1.17-1.64x on random trees. The best scalar betting baselines need up to 2.65x (memory) and 4.1x (Tiger) the plug-in's episodes; only on a few shallow random trees is a doubly robust bet faster, by at most 18%.

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