version number: 0.0.1
author: Guangyi Zhang
Counterfactual Gaussian Processes
Maximize the following MPP (marked point process) to build a counterfactual model.
- The event model, i.e., the point process, is omitted since it does not affect the outcome.
- The action model has separate parameters from the outcome model.
- The action model is time-invariant, i.e., playing a similar role as the mixture coefficients in mixture model of GPs.
- So far the action model is also binary and individual-invariant, which, however, can be easily extended.
Reference:
- Schulam, Peter, and Suchi Saria. "Reliable decision support using counterfactual models." Advances in Neural Information Processing Systems. 2017.
TBD
Build simulated dataset from Jupyter Notebooks.
To run tests:
$ py.test
TBD
TBD