Proximal OPE (Advanced)

This tutorial demonstrates a confounded bandit where standard OPE is biased and proximal estimation uses proxy variables to improve robustness.

Use ProximalPolicyValueEstimand and ProximalOPEEstimator to make proximal assumptions explicit and inspect bridge diagnostics.

Experimental

The current proximal implementation is a simplified linear bridge without cross-fitting or instrument-strength diagnostics. Treat results as exploratory and validate assumptions carefully.

Notebook

• 07_proximal_ope_confounded_pomdp.ipynb