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Contextual Bandit Off-Policy Evaluation #791

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vitorkrasniqi opened this issue Oct 27, 2022 · 2 comments
Open

Contextual Bandit Off-Policy Evaluation #791

vitorkrasniqi opened this issue Oct 27, 2022 · 2 comments

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@vitorkrasniqi
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Hi,

I am currently dealing with "agents/tf_agents/bandits/" . I am wondering where or if the classic Contextual Bandit off-policy evaluation procedures are present in Tensorflow.I mean exactly the following off-policy evaluation procedures:

  • Direct Method
  • Inverse Probability Weighting (IPW)
  • Doubly Robust (DR) / also known as Augmented IPW

I mean the evaluation procedures that vowpal_wabbit already uses. Can be found here:
https://vowpalwabbit.org/docs/vowpal_wabbit/python/latest/tutorials/python_Contextual_bandits_and_Vowpal_Wabbit.html

Or even more desirable, methods which we can find at the package Open Bandit Pipeline: 
https://github.com/st-tech/zr-obp

Before I start thinking about how to integrate the methods from obp in the tensorflow environment, I would like to know if and where these methods can be found at TF Agents.

@vitorkrasniqi
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It is currently not available.

@SamanthaSHan
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Did you end up implementing yourself? Curious if you found any solutions to this

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