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Add/Modify Dataset Class for Handling Multiple Loggers and Deficient Data #150

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Merged
merged 11 commits into from
Jan 12, 2022

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@usaito usaito commented Jan 11, 2022

Overview

  • Implement n_deficient_actions argument to obp.dataset.SyntheticBanditDataset. This argument controls the number of deficient actions having zero probability of being selected by the behavior policy. If there are some deficient actions, the full/common support assumption is very likely to be violated, producing some bias for the IPW-type estimators. See Sachdeva et al.(2020) for details.
  • Implement obp.dataset.SyntheticBanditDatasetWithMultipleLoggers, which synthesize logged bandit data with multiple logging/behavior policies. This setting is closely related to the stratified sampling setting and specific estimators should be used for an accurate OPE. See Agarwal et al.(2018) and Kallus et al.(2021) for details. Some estimators will be implemented in another PR.

Minor

  • Fix documents, comments, error messages.
  • Update README

References

@usaito usaito changed the title [WIP] Add/ Modify Dataset Class for Multiple Loggers and Deficient Data [WIP] Add/Modify Dataset Class for Handling Multiple Loggers and Deficient Data Jan 11, 2022
@usaito usaito changed the title [WIP] Add/Modify Dataset Class for Handling Multiple Loggers and Deficient Data Add/Modify Dataset Class for Handling Multiple Loggers and Deficient Data Jan 12, 2022
@usaito usaito merged commit 73e065c into master Jan 12, 2022
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