doubly_robust
Estimate a target policy's expected reward from logged data via doubly-robust offline policy evaluation, consistent if either outcome or propensity model is correct.
Instructions
Doubly-robust OPE (Dudik et al. 2011). Assumptions: Doubly robust: consistent if EITHER the outcome (Q) model OR the logging propensity model is correctly specified; Positivity / common support holds; No unmeasured confounding in the logged data. Pre-conditions: X, A, R, logging propensities and a fitted Q-model (or its predictions) are available. Failure modes: Both nuisance models misspecified -- DR guarantee is lost and the estimate is biased -> Cross-fit the nuisances or validate the Q-model and propensity fit separately. Alternatives: sp.ips, sp.snips, sp.direct_method. Typical minimum N: 500.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| A | Yes | A parameter (np.ndarray). | |
| R | Yes | R parameter (np.ndarray). | |
| X | Yes | Feature matrix or covariate DataFrame. | |
| clip | No | clip parameter (float). | |
| alpha | No | Significance level for confidence intervals and tests. | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | No | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| n_actions | No | Number of actions. | |
| pi_target | Yes | pi_target parameter. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| pi_behavior | No | pi_behavior parameter (Optional[np.ndarray]). | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||