The DGP from section 6.4.1 in Zhou, Athey, and Wager (2018): There are \(d=3\) actions \((a_0,a_1,a_2)\) which depend on 3 regions the covariates \(X \sim U[0,1]^p\) reside in. Observed outcomes: \(Y \sim N(\mu_{a_i}(X_i), 4)\)
gen_data_mapl(n, p = 10, sigma2 = 4)
Number of observations \(X\).
Number of features (minimum 7). Default is 10.
Noise variance. Default is 4.
A list with realized action \(a_i\), region \(r_i\), conditional mean \(\mu\), outcome \(Y\) and covariates \(X\)
Zhou, Zhengyuan, Susan Athey, and Stefan Wager. "Offline multi-action policy learning: Generalization and optimization." arXiv preprint arXiv:1810.04778 (2018).