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Implement one-step correction for automated doubly robust estimation #372

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agrawalraj opened this issue Nov 8, 2023 · 1 comment
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enhancement New feature or request module:robust

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@agrawalraj
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Blocked by #371

Given efficient_influence_function we can implement one step correction as follows (up to some potential interface changes to efficient_influence_fn):

def one_step_correction(
  model: Callable[P, T],
  guide: Guide[P, T],
  target: Functional[P, T],
  test_data: Dict[str, Observation[T]],
) -> torch.tensor:

	eif_fn = efficient_influence_fn(model, guide, target)
	return eif_fn(test_data).mean(axis=0)
@agrawalraj
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Closed by #467

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Labels
enhancement New feature or request module:robust
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