scope_rl.ope.estimators_base.BaseCumulativeDistributionOPEEstimator

class scope_rl.ope.estimators_base.BaseCumulativeDistributionOPEEstimator

Base class for Cumulative Distribution OPE estimators.

Imported as: scope_rl.ope.BaseCumulativeDistributionOPEEstimator

Note

This abstract base class also implements the following private methods.

_aggregate_trajectory_wise_statistics_discrete:

Calculate trajectory-wise summary statistics based on step-wise observations in the case of discrete action spaces.

_aggregate_trajectory_wise_statistics_continuous:

Calculate trajectory-wise summary statistics based on step-wise observations in the case of continuous action spaces.

_target_value_given_idx:

Obtain the reward value corresponding to the given idx when estimating the CDF.

property _kernel_function:

Dictionary containing names and functions of kernels.

key: [
    gaussian,
    epanechnikov,
    triangular,
    cosine,
    uniform,
]

Methods

estimate_conditional_value_at_risk()	Estimate the conditional value at risk (CVaR) of the reward under the evaluation policy.
estimate_cumulative_distribution_function()	Estimate the cumulative distribution function (CDF) of the policy value.
estimate_interquartile_range()	Estimate the interquartile range of the reward under the evaluation policy.
estimate_mean()	Estimate the mean of the reward under the evaluation policy.
estimate_variance()	Estimate the variance of the reward under the evaluation policy.

abstract estimate_cumulative_distribution_function()

Estimate the cumulative distribution function (CDF) of the policy value.

abstract estimate_mean()

Estimate the mean of the reward under the evaluation policy.

abstract estimate_variance()

Estimate the variance of the reward under the evaluation policy.

abstract estimate_conditional_value_at_risk()

Estimate the conditional value at risk (CVaR) of the reward under the evaluation policy.

abstract estimate_interquartile_range()

Estimate the interquartile range of the reward under the evaluation policy.

Methods