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Table 2 Policy Evaluation: Mean Average Error (\(\mu\) ± \(\sigma\)) of self-normalized inverse propensity scoring (SNIPS)-based estimators. Optdigits and Letter are two multiclass classification datasets from the UCI repository [30]. LR Logistic Regression, BNN Bayesian Neural Network, NN Neural Network

From: Clinical decision making under uncertainty: a bootstrapped counterfactual inference approach

Dataset

Expert Policy

SNIPS(\(h^{true}_0\))

\(\hat{h}_0\) - NN

\(\hat{h}_0\) - BNN

Vanilla SNIPS

NN Ensemble

Vanilla SNIPS

BNN (Variational Inf.)

MC-Dropout

SNIPS\(_{inv}\)

SNIPS\(_{avg}\)

SNIPS\(_{inv}\)

SNIPS\(_{avg}\)

SNIPS\(_{avg}\)

UCI

OPTDIGITS (10 actions)

2.6 ± 0.4

38.7 ± 25.2

17.6 ± 6.7

1.0 ± 0.2

5.5 ± 2.8

11.2 ± 4.1

1.1 ± 0.7

0.2 ± 0.1

LETTER (26 actions)

21.7 ± 0.7

14.3 ± 0.8

14.1 ± 0.5

12.4 ± 0.3

34.8 ± 5.4

37.0 ± 0.9

32.1 ± 1.0

2.8 ± 0.5

Warfarin

LR (3 actions)

6.9 ± 0.9

15.6 ± 18.7

9.0 ± 2.6

7.8 ± 0.8

24.3 ± 19.9

26.1 ± 6.8

7.5 ± 0.9

7.0 ± 0.7

LR (5 actions)

10.0 ± 0.6

11.6 ± 6.7

9.3 ± 2.3

10.1 ± 0.9

12.7 ± 11.2

13.3 ± 5.4

9.3 ± 4.5

10.3 ± 0.6

PHARMA (3 actions)

20.6 ± 3.2

20.9 ± 18.7

17.5 ± 4.6

15.3 ± 1.1

19.0 ± 12.4

17.9 ± 4.1

15.1 ± 1.3

12.0 ± 0.7

PHARMA (5 actions)

11.5 ± 1.3

12.8 ± 5.0

13.6 ± 3.5

12.5 ± 1.1

9.6 ± 5.2

6.7 ± 4.2

8.0 ± 2.2

11.6 ± 0.6