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Orthogonalized Estimation of Difference of $Q$-functions
Angela Zhou
https://arxiv.org/abs/2406.08697 https://arxiv.org/pdf/2406.0869…

Orthogonalized Estimation of Difference of $Q$-functions
Offline reinforcement learning is important in many settings with available observational data but the inability to deploy new policies online due to safety, cost, and other concerns. Many recent advances in causal inference and machine learning target estimation of causal contrast functions such as CATE, which is sufficient for optimizing decisions and can adapt to potentially smoother structure. We develop a dynamic generalization of the R-learner (Nie and Wager 2021, Lewis and Syrgkanis 2021…