Off-policy estimation of linear functionals: Non-asymptotic theory for semi-parametric efficiency
线性泛函的离策略估计:半参数效率的非渐近理论
The problem of estimating a linear functional based on observational data is canonical in both the causal inference and bandit literatures. We analyze a broad class of two-stage procedures that first estimate the treatment effect function, and then use this quantity to estimate the linear functional. We prove non-asymptotic upper bounds on the mean-squared error of such procedures: these bounds reveal that in order to obtain non-asymptotically optimal procedures, the error…