{
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  "Title": "Cram Method for Efficient Simultaneous Learning and Evaluation",
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  "Date": "2025-05-11",
  "Authors@R": "c(\nperson(\"Yanis\", \"Vandecasteele\", email = \"yanisvdc.ensae@gmail.com\", role = c(\"cre\", \"aut\")),\nperson(\"Michael Lingzhi\", \"Li\", email = \"mili@hbs.edu\", role = \"ctb\"),\nperson(\"Kosuke\", \"Imai\", email = \"imai@harvard.edu\", role = \"ctb\"),\nperson(\"Zeyang\", \"Jia\", email = \"zeyangjia@fas.harvard.edu\", role = \"ctb\"),\nperson(\"Longlin\", \"Wang\", email = \"longlin_wang@g.harvard.edu\", role = \"ctb\")\n)",
  "Maintainer": "Yanis Vandecasteele <yanisvdc.ensae@gmail.com>",
  "Description": "Performs the Cram method, a general and efficient approach\nto simultaneous learning and evaluation using a generic machine\nlearning algorithm. In a single pass of batched data, the\nproposed method repeatedly trains a machine learning algorithm\nand tests its empirical performance. Because it utilizes the\nentire sample for both learning and evaluation, cramming is\nsignificantly more data-efficient than sample-splitting. Unlike\ncross-validation, Cram evaluates the final learned model\ndirectly, providing sharper inference aligned with real-world\ndeployment. The method naturally applies to both policy\nlearning and contextual bandits, where decisions are based on\nindividual features to maximize outcomes. The package includes\ncram_policy() for learning and evaluating individualized binary\ntreatment rules, cram_ml() to train and assess the\npopulation-level performance of machine learning models, and\ncram_bandit() for on-policy evaluation of contextual bandit\nalgorithms. For all three functions, the package provides\nestimates of the average outcome that would result if the model\nwere deployed, along with standard errors and confidence\nintervals for these estimates. Details of the method are\ndescribed in Jia, Imai, and Li (2024)\n<https://www.hbs.edu/ris/Publication%20Files/2403.07031v1_a83462e0-145b-4675-99d5-9754aa65d786.pdf>\nand Jia et al. (2025) <doi:10.48550/arXiv.2403.07031>.",
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  "Author": "Yanis Vandecasteele [cre, aut],\nMichael Lingzhi Li [ctb],\nKosuke Imai [ctb],\nZeyang Jia [ctb],\nLonglin Wang [ctb]",
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    "BatchLinUCBDisjointPolicyEpsilon",
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    "cram_bandit_est",
    "cram_bandit_sim",
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    "cram_ml",
    "cram_policy",
    "cram_policy_value_estimator",
    "cram_simulation",
    "cram_var_expected_loss",
    "cram_variance_estimator",
    "cram_variance_estimator_policy_value",
    "fit_model",
    "fit_model_ml",
    "get_betas",
    "LinUCBDisjointPolicyEpsilon",
    "ml_learning",
    "model_predict",
    "model_predict_ml",
    "set_model",
    "test_baseline_policy",
    "test_batch",
    "validate_params",
    "validate_params_fnn"
  ],
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    {
      "page": "BatchContextualEpsilonGreedyPolicy",
      "title": "Batch Contextual Epsilon-Greedy Policy",
      "topics": [
        "BatchContextualEpsilonGreedyPolicy"
      ]
    },
    {
      "page": "BatchContextualLinTSPolicy",
      "title": "Batch Contextual Thompson Sampling Policy",
      "topics": [
        "BatchContextualLinTSPolicy"
      ]
    },
    {
      "page": "BatchLinUCBDisjointPolicyEpsilon",
      "title": "Batch Disjoint LinUCB Policy with Epsilon-Greedy",
      "topics": [
        "BatchLinUCBDisjointPolicyEpsilon"
      ]
    },
    {
      "page": "ContextualLinearBandit",
      "title": "Contextual Linear Bandit Environment",
      "topics": [
        "ContextualLinearBandit"
      ]
    },
    {
      "page": "cram_bandit",
      "title": "Cram Bandit: On-policy Statistical Evaluation in Contextual Bandits",
      "topics": [
        "cram_bandit"
      ]
    },
    {
      "page": "cram_bandit_est",
      "title": "Cram Bandit Policy Value Estimate",
      "topics": [
        "cram_bandit_est"
      ]
    },
    {
      "page": "cram_bandit_sim",
      "title": "Cram Bandit Simulation",
      "topics": [
        "cram_bandit_sim"
      ]
    },
    {
      "page": "cram_bandit_var",
      "title": "Cram Bandit Variance of the Policy Value Estimate",
      "topics": [
        "cram_bandit_var"
      ]
    },
    {
      "page": "cram_estimator",
      "title": "Cram Policy Estimator for Policy Value Difference (Delta)",
      "topics": [
        "cram_estimator"
      ]
    },
    {
      "page": "cram_expected_loss",
      "title": "Cram ML Expected Loss Estimate",
      "topics": [
        "cram_expected_loss"
      ]
    },
    {
      "page": "cram_learning",
      "title": "Cram Policy Learning",
      "topics": [
        "cram_learning"
      ]
    },
    {
      "page": "cram_ml",
      "title": "Cram ML: Simultaneous Machine Learning and Evaluation",
      "topics": [
        "cram_ml"
      ]
    },
    {
      "page": "cram_policy",
      "title": "Cram Policy: Efficient Simultaneous Policy Learning and Evaluation",
      "topics": [
        "cram_policy"
      ]
    },
    {
      "page": "cram_policy_value_estimator",
      "title": "Cram Policy: Estimator for Policy Value (Psi)",
      "topics": [
        "cram_policy_value_estimator"
      ]
    },
    {
      "page": "cram_simulation",
      "title": "Cram Policy Simulation",
      "topics": [
        "cram_simulation"
      ]
    },
    {
      "page": "cram_var_expected_loss",
      "title": "Cram ML: Variance Estimate of the crammed expected loss estimate",
      "topics": [
        "cram_var_expected_loss"
      ]
    },
    {
      "page": "cram_variance_estimator",
      "title": "Cram Policy: Variance Estimate of the crammed Policy Value Difference (Delta)",
      "topics": [
        "cram_variance_estimator"
      ]
    },
    {
      "page": "cram_variance_estimator_policy_value",
      "title": "Cram Policy: Variance Estimate of the crammed Policy Value estimate (Psi)",
      "topics": [
        "cram_variance_estimator_policy_value"
      ]
    },
    {
      "page": "fit_model",
      "title": "Cram Policy: Fit Model",
      "topics": [
        "fit_model"
      ]
    },
    {
      "page": "fit_model_ml",
      "title": "Cram ML: Fit Model ML",
      "topics": [
        "fit_model_ml"
      ]
    },
    {
      "page": "get_betas",
      "title": "Generate Reward Parameters for Simulated Linear Bandits",
      "topics": [
        "get_betas"
      ]
    },
    {
      "page": "LinUCBDisjointPolicyEpsilon",
      "title": "LinUCB Disjoint Policy with Epsilon-Greedy Exploration",
      "topics": [
        "LinUCBDisjointPolicyEpsilon"
      ]
    },
    {
      "page": "ml_learning",
      "title": "Cram ML: Generalized ML Learning",
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      ]
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        "model_predict"
      ]
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    {
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      "title": "Cram ML: Predict with the Specified Model",
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      ]
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    {
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      "title": "Cram Policy: Set Model",
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    },
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      "title": "Validate or Set the Baseline Policy",
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      "title": "Validate or Generate Batch Assignments",
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        "test_batch"
      ]
    },
    {
      "page": "validate_params",
      "title": "Cram Policy: Validate User-Provided Parameters for a Model",
      "topics": [
        "validate_params"
      ]
    },
    {
      "page": "validate_params_fnn",
      "title": "Cram Policy: Validate Parameters for Feedforward Neural Networks (FNNs)",
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        "What is cram_bandit()?",
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        "Understanding the inputs",
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        "References"
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        "📂 Useful Links",
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        "Introduction: What is the Cram Method?",
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        "🔑 Key Features of cram_policy()",
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        "Cram User file",
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        "Generate Simulated Data",
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        "Case of categorical target Y",
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        "Case 2: Predicting Class Probabilities",
        "3. cram_bandit() — Contextual Bandits for On-policy Statistical Evaluation",
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