Adaptive Doubly Robust Estimator from Non-stationary Logging Policy under a Convergence of Average Probability
平均分配概率收敛下非平稳记录策略的自适应双重稳健估计
Adaptive experiments, including efficient average treatment effect estimation and multi-armed bandit algorithms, have garnered attention in various applications, such as social experiments, clinical trials, and online advertisement optimization. This paper considers estimating the mean outcome of an action from samples obtained in adaptive experiments. In causal inference, the mean outcome of an action has a crucial role, and the estimation is an essential task, where the…