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A OpenAI Gym Env for continuous actions

Project description

Gym-style API

The domain features a continuos state and a dicrete action space.

The environment initializes:

  • cross-sectional dataset with variables X_a, X_s, Y and N observations;
  • logit model fitted on the dataset, retrieving parameters \theta_0, \theta_1, \theta_2;

The agent:

  • sees a patient (sample observation);
  • predict his risk of admission \rho, using initialized parameters
  • if \rho < 1/2:
    • do not intervene on X_a, which stays the same
  • else:
    • sample an action a in [0,1]
    • compute g(a, X_a) = newX_a
    • intervene on X_a by updating it to newX_a
  • give reward equal to average risk of admission, using predicted Y, initial parameters and sampled values

(shouldn't I fit a new logit-link? parameters are now diff?)

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