Pre-Estimation Checks
Read this page before fitting AIRL-Het. The anchors and segment separation are not secondary diagnostics; they are what make heterogeneous reward recovery interpretable.
AIRL-Het has a richer failure surface than single-segment estimators because segment identification depends on both the anchor design and the behavioral signal that separates segments. Check these before fitting:
Check |
Why it matters for AIRL-Het |
|---|---|
Anchor validity |
If the exit-action index or absorbing-state index is wrong, the anchor constraints enforce the wrong normalization and reward recovery fails. |
Feature rank |
A rank-deficient design matrix leaves reward directions unidentified even under correct anchors. |
Feature condition number |
Ill-conditioning inflates the adversarial gradient noise and slows convergence. |
State coverage |
Reward recovery depends on the discriminator seeing transitions from most states. The three unobserved states in the primary cell are a known boundary. |
State-action coverage |
Rare action-state pairs are weakly identified. The minimum action share measures exposure to rare actions. |
Segment behavioral separation |
EM identifies segments only if the segments choose differently across states. Very similar segments require more data to separate. |
Within-individual trajectory count |
The consistency constraint requires at least two trajectories per individual to be useful; single-trajectory users contribute to the prior but not to within-user smoothing. |
Transition row sums |
Transition tensors must be row-stochastic in the \((A, S, S)\) orientation. |
Primary Simulation Checks
Values from the primary airl_het_paper_identification run recorded in
aairl.json:
Check |
Value |
Status |
|---|---|---|
Feature rank |
20 / 20 |
pass |
Feature condition number |
20.411 |
pass |
Observed states |
58 / 61 |
context |
State-action coverage |
0.934 |
pass |
Minimum action share |
0.204 |
pass |
Max transition row error |
0.0 |
pass |
Anchor valid |
true |
pass |
The three unobserved states are outside the simulation support by design and do not indicate a data problem. They remain visible here because segment heterogeneity claims are support-sensitive.
Common Risk Patterns
Wrong anchor indices. exit_action and absorbing_state must be the
correct integer indices for the specific environment. There are no defaults;
the estimator raises a ValueError if either is missing.
Segment collapse. One segment can absorb most of the prior mass if the
true behavioral difference is small or the initialization is unlucky. Monitor
segment_priors during EM; a prior near zero for any segment signals collapse.
The prior_min and prior_smoothing settings resist collapse.
EM stopping too early. The primary cell converges in 2 EM iterations, but
more complex DGPs may require more. Inspect em_log_likelihoods in the result
metadata to confirm the LL has stabilized before treating the output as final.