Wiki page, DAT465 Causality and causal inference: 6. Policy evaluation

Wiki page
2021-08-23T10:28:51+02:00

Module contents

In this module, we cover

Policies for intervention

The value of a policy

Policy optimization

Decision processes, e.g., MDPs

Relationship to reinforcement learning

Off-policy evaluation

Slides:

Slides [2021], Follow-up slides [2021]

Part 1: Motivation

Part 2: Policies for single-time decisions

Part 3: Decision processes

Part 5: Off-policy policy evaluation

Corrections:

In the lecture, some confusion around the notation in the definition of value V(\pi) has been cleared up in the slides above

Reading / watching suggestions

Hernan & Robins, Causal Inference: What if... (Links to an external site.), Chapter 19 (Time-varying treatments)

"Reinforcement Learning, part 1" in the "Machine learning for healthcare" course at MIT: https://www.youtube.com/watch?v=YZ5pOgY5hEE

Sergey Levine, Tutorial on Offline RL: https://www.youtube.com/watch?v=9tMLmjVq6bA

Previous year's course

In 2020, this course was given as a PhD course. The video for this module from that run is available below, and the slides are available here: [introduction, follow-up]. Make note that this does not completely reflect the content of this year's course.