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Merged
merged 18 commits into from
Feb 13, 2022
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usaito
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@usaito usaito commented Jan 21, 2022

Overview

  • Implement OPE estimators for the case with multiple logging policies, including Naive IPW, Balanced IPW, Weighted IPW, Naive DR, Weighted DR, and Balanced DR. These estimators are proposed in the reference papers.
  • Add corresponding tests

Minor points

  • rename obp.dataset.SyntheticBanditDatasetWithMultiLoggers to obp.dataset.SyntheticMultiLoggersBanditDataset
  • some refactoring

References

  • Aman Agarwal, Soumya Basu, Tobias Schnabel, and Thorsten Joachims.
    "Effective Evaluation using Logged Bandit Feedback from Multiple Loggers.", 2018.
    https://arxiv.org/abs/1703.06180

  • Nathan Kallus, Yuta Saito, and Masatoshi Uehara.
    "Optimal Off-Policy Evaluation from Multiple Logging Policies.", 2021.
    https://arxiv.org/abs/2010.11002

@usaito usaito changed the title [WIP] Implementing OPE Estimators for Multiple Loggers Implementing OPE Estimators for Multiple Loggers Jan 22, 2022
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@fullflu fullflu left a comment

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1st Review of estimators_multi.py

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@fullflu fullflu left a comment

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I finished the entire review!

I also checked the whole lines of synthetic_multi.py (LGTM).

@usaito usaito merged commit 51eba00 into master Feb 13, 2022
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