aw_estimate function

Estimate policy value via non-contextual adaptive weighting.

Estimates the value of a policy based on AIPW scores and a policy matrix using non-contextual adaptive weighting. If evalwts is not provided, uses equal weights for all observations.

aw_estimate(scores, policy, evalwts = NULL)

Arguments

• scores: Numeric matrix. AIPW scores, shape [A, K], where A is the number of observations and K is the number of arms. Must not contain NA values.
• policy: Numeric matrix. Policy matrix $\pi(X_t, w)$, shape [A, K]. Must have the same shape as scores and must not contain NA values.
• evalwts: Optional numeric vector. Non-contextual adaptive weights $h_t$, length A, or NULL. Default is NULL.

Returns

Numeric scalar. Estimated policy value.

Examples

scores <- matrix(c(0.5, 0.8, 0.6,
                   0.3, 0.9, 0.2,
                   0.5, 0.7, 0.4,
                   0.8, 0.2, 0.6), ncol = 3, byrow = TRUE)
policy <- matrix(c(0.2, 0.3, 0.5,
                   0.6, 0.1, 0.3,
                   0.4, 0.5, 0.1,
                   0.2, 0.7, 0.1), ncol = 3, byrow = TRUE)
aw_estimate(scores = scores, policy = policy, evalwts = c(0.5, 1, 0.5, 1.5))