Slide 12
Slide 12 text
KDD 2023 Workshop - Causal Inference and Machine Learning in Practice
Proposed Unbiased Estimator
• We propose an unbiased estimator:
12
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hIPW(Yu!v, Yu v) =
1
✓u!v✓u v
2Yu!v 2Yu v 1
+
1
✓u!v
2Yu!v 1
Aaa
Theorem
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ˆ
RIPW (ranku(v), Yu!v, Yu v)
:=
1
|U|
X
u2U
X
v2Vu
(ranku(v)) · hIPW(Yu!v, Yu v)
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E
Ou!v,Ou v
h
ˆ
RIPW(rank
u
(v), Y
u!v
, Y
u v
)
i
= R (rank
u
(v), R
u!v
, R
u v
)
is an unbiased estimator if the gain function is a linear or exponential function.
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ˆ
RIPW
where
Inverse Propensity Score