Counterfactuals

Read this page as the boundary between estimation and policy evaluation. TD-CCP avoids transition-density modeling for reward estimation, but counterfactual evaluation still needs an environment.

TD-CCP estimates reward parameters without fitting a transition-density model for the original data-generating process. Counterfactual analysis is a separate step. Once theta is estimated, policy and value evaluation still need a transition environment for the counterfactual being studied.

The public wrapper does not yet expose the same one-call parameter counterfactual interface as NFXP and CCP. The simulation harness evaluates counterfactuals after fitting the full estimator API.

Counterfactual Families

The simulation harness checks three common counterfactual types.

Type

Intervention

What it tests

Type A

Shift rewards and hold transitions fixed

Payoff counterfactuals

Type B

Change transitions and hold rewards fixed

State-dynamics counterfactuals

Type C

Disable one non-baseline action

Action-set counterfactuals

Reported Results

These rows come from the results file and the Simulation Study page.

Counterfactual

Policy TV

Value RMSE

Regret

Type A

0.004643

0.001885

0.001883

Type B

0.004840

0.001867

0.001864

Type C

0.006953

0.003208

0.003200

Regret measures how much value is lost when the policy implied by the estimated reward is used instead of the oracle counterfactual policy.

Boundary

TD-CCP separates reward-parameter estimation from transition modeling. That is the computational advantage. It does not remove the need for transition information in counterfactual evaluation. If the counterfactual changes the transition process, that new process must still be supplied or estimated for the evaluation step.