Automatic candidate hyperparamer sorting for slope #168
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usaito
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Overview
Modify an inner-working of the estimators under
obp/ope/estimators_tuning.pyto automatically sort a given list of candidate hyperparameters suitable for the monotonicity assumption of SLOPE. There's nothing different from the user side.References
Yi Su, Pavithra Srinath, and Akshay Krishnamurthy.
"Adaptive Estimator Selection for Off-Policy Evaluation.", 2020.
George Tucker and Jonathan Lee.
"Improved Estimator Selection for Off-Policy Evaluation.", 2021.