Bayesian Counterfactual Mean Embeddings and Off-Policy Evaluation. (arXiv:2211.01518v1 [stat.ML])

The counterfactual distribution models the effect of the treatment in the
untreated group. While most of the work focuses on the expected values of the
treatment effect, one may be interested in the whole counterfactual
distribution or other quantities associated to it. Building on the framework of
Bayesian conditional mean embeddings, we propose a Bayesian approach for
modeling the counterfactual distribution, which leads to quantifying the
epistemic uncertainty about the distribution. The framework naturally extends
to the setting where one …

arxiv bayesian evaluation mean policy