DoubleReinforcementLearningMDP

This repository contains the code for replicating the experiments from the paper

"Double Reinforcement Learning for Efficient Off-Policy Evaluation in Markov Decision Processes"

• https://arxiv.org/abs/1908.08526

Experiments in Section 5.1

The relevant code is in the subdirectory exp5_1.

• toytoy.py runs the experiment with the in-sample variant of the estimators.
• toytoy2.py runs the experiment with the samples-splitting variant of the estimators.

For example, to run 10 parallel replications, one can run the command seq 10 | xargs -L 1 -P 10 ./toytoy.sh

Experiments in Section 5.2

The relevant code is in the subdirectory exp5_2.

Matrix

code