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Does cross-fitting the outcome model help capped doubly robust learning from an assistant’s own feedback?

research/ambient-crossfit

Does fitting the doubly robust outcome model out-of-sample (2-fold cross-fitting) help the capped correction: no, a negative result; differences are within seed noise or worse, and the unclipped collapse at ε = 0.002 persists (1.53 vs 0.26 utility/h); stylised, simulated only.

5 tests

What it found

A stylised follow-up to ambient-drclip. The outcome model behind the doubly robust pseudo-labels is fitted on the other half of the windows (2-fold cross-fitting) instead of on the same data, with the inverse-propensity correction capped at 5, 20, 100 or not at all. Negative result: with an informed prior the cross-fitted and in-sample fits are within about 0.1 utility/h of each other wherever the cap is finite, and the unclipped collapse at ε = 0.002 remains (1.53 vs 0.26 utility/h, against 12.71 for the oracle). With an uninformed prior the gaps are large but have no consistent sign (cross-fitting is better in some cells, worse in others) and both variants stay far below the biased fit. Simulated windows with costs chosen by me; no claim about a real user or device.

A figure from its own output

Figure produced by research/ambient-crossfit: utility
ambient-crossfit/experiments/utility.svg, written by the project's own experiment code.

Paper, code and results

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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.