snips
Estimate an off-policy policy value from logged data using self-normalized importance sampling, reducing variance when importance weights are large while correcting for logging propensities.
Instructions
Self-normalised IPS (bias-reduction for large IS weights). Assumptions: Same identification conditions as IPS (known propensities, positivity, no unmeasured confounding); Self-normalisation trades a small bias for large variance reduction under heavy importance weights. Pre-conditions: X (context), A (logged action), R (reward) and logging propensities are available. Failure modes: Residual bias when effective sample size is tiny (few logged actions overlap the target policy) -> Collect more on-support logged data or switch to the doubly-robust estimator. Alternatives: sp.ips, sp.doubly_robust, 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://. | |
| 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 | |||