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Feature: Implementing Continuous OPE Estimators #113
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usaito
changed the title
[WIP] feature: Continuous OPE Estimators
Feature: Continuous OPE Estimators
Jul 7, 2021
usaito
changed the title
Feature: Continuous OPE Estimators
Feature: Implementing Continuous OPE Estimators
Jul 8, 2021
Other than the above one point, LGTM! |
@nmasahiro Thanks! |
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new feature
estimators_continuous.py
reference
Nathan Kallus and Angela Zhou.
"Policy Evaluation and Optimization with Continuous Treatments", AISTATS, 2018.
meta_continuous.py
ContinuousOffPolicyEvaluation
that streamlines OPE with continuous actions. This works as follows.tests
1 and 2 include some performance tests of the continuous OPE estimators using synthetic data as well as input checks.
4 checks whether the kernel functions satisfy the conditions described on page 9 of the following lecture slides: http://ibis.t.u-tokyo.ac.jp/suzuki/lecture/2015/dataanalysis/L9.pdf