Counterfactual Off-Policy Evaluation with Gumbel-Max SCMs
This repository contains all the code required to replicate the figures in the ICML 2019 paper. To do so from scratch, you will need to run the following steps:
- To generate the MDP parameters, run
learn_mdp_parameters.ipynb, which will save the learned parameters in the
datafolder; This takes ~2 hours.
- Alternatively, you can use the parameters that are already learned - To do so, unzip
data/diab_txr_mats-replication.ziplocally (e.g., using
- To re-create the plots in the main paper, run
plots-main-paper.ipynb; This assumes that you have
data/diab_txr_mats-replication.pkl, by one of the methods above
- To re-create the plots in the appendix, see the corresponding notebooks
This code was run using Python 3.7 in a
conda environment: Running the following commands should cover all the dependencies of the code (e.g., installing
pandas will install
numpy, and so on)
conda install jupyter conda install pandas conda install seaborn conda install tqdm pip install pymdptoolbox
First, we would like to thank Christina Xi and Fredrik D. Johansson for their work on an earlier version of the sepsis simulator we use in this paper.
Second, for some of the code used in the posterior inference over Gumbel variables, we borrowed from Chris Maddison's blog post here
Finally, in this repository (in
pymdptoolbox/) we have the source code for the
pymdptoolbox package from sawcordwell/pymdptoolbox, which is in turn based the toolset described in
Chades I, Chapron G, Cros M-J, Garcia F & Sabbadin R (2014) 'MDPtoolbox: a multi-platform toolbox to solve stochastic dynamic programming problems', Ecography, vol. 37, no. 9, pp. 916–920, doi 10.1111/ecog.00888. We reproduce it here because we needed to make a slight modification to the
mdp class to bypass certain checks; in particular, it checks for whether or not the rows of the transition matrix sum to one, but can fail due to floating-point inaccuraries - we replace this check in the main code with an assertion using
np.allclose instead of checking for strict equality.