Counterfactuals
MPEC estimates structural reward parameters and a value function, but it does
not currently expose the same one-call dataframe wrapper counterfactual
method as NFXP and CCP. Counterfactual evidence therefore comes from the
simulation harness.
The harness re-solves the structural model under intervention-specific oracle objects and compares MPEC’s recovered structural object to those oracle solutions.
Counterfactual Families
The simulation harness evaluates three counterfactual families against oracle solutions.
Type |
Intervention |
Purpose |
|---|---|---|
Type A |
Shift rewards and hold transitions fixed. |
Payoff counterfactual. |
Type B |
Change transitions and hold rewards fixed. |
State-dynamics counterfactual. |
Type C |
Disable one non-anchor action. |
Action-set or design counterfactual. |
Reported Results
These rows come from the same simulation results file used on the simulation study page.
Counterfactual |
Policy TV |
Policy KL |
Value RMSE |
Regret |
|---|---|---|---|---|
Type A |
0.005109 |
7.56e-5 |
0.000238 |
0.000213 |
Type B |
0.005457 |
8.20e-5 |
0.000363 |
0.000362 |
Type C |
0.003549 |
3.56e-5 |
0.000114 |
0.000086 |
The regret values report how the policy from the recovered reward compares with the oracle counterfactual policy.