index.md

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default	Importance weighting estimators

This blog will contain a series of posts describing the use of the importance sampling estimator in the context of a recommender system. The first posts introduce the topic, and should be readable with only basic knowledge of probabilities theory. After that, I would like to explain some more advanced details on bias/variance tradeoff which typically arises when using this kind of estimator, and describe a variant we found useful in practice at Criteo.

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