Related papers: The Power and Limits of Predictive Approaches to O…

Predictive algorithms inform consequential decisions in settings with selective labels: outcomes are observed only for units selected by past decision makers. This creates an identification problem under unobserved confounding -- when…

Causal effect estimation from observational data is a crucial but challenging task. Currently, only a limited number of data-driven causal effect estimation methods are available. These methods either provide only a bound estimation of the…

We study stochastic programs where the decision-maker cannot observe the distribution of the exogenous uncertainties but has access to a finite set of independent samples from this distribution. In this setting, the goal is to find a…

A central push in operations models over the last decade has been the incorporation of models of customer choice. Real world implementations of many of these models face the formidable stumbling block of simply identifying the `right' model…

We study the problem of deriving policies, or rules, that when enacted on a complex system, cause a desired outcome. Absent the ability to perform controlled experiments, such rules have to be inferred from past observations of the system's…

Causal inference is central to many areas of artificial intelligence, including complex reasoning, planning, knowledge-base construction, robotics, explanation, and fairness. An active community of researchers develops and enhances…

In many settings, a decision-maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertisements, or emails to send to consumers, as…

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

We consider the sequential experimental design problem in the predict-then-optimize paradigm. In this paradigm, the outputs of the prediction model are used as coefficient vectors in a downstream linear optimization problem. Traditional…

We study the problem of determining what data is required to solve a decision-making task when only partial information about the state of the world is available. Focusing on linear programs, we introduce a decision-focused notion of data…

In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…

This paper proposes a novel method for demand forecasting in a pricing context. Here, modeling the causal relationship between price as an input variable to demand is crucial because retailers aim to set prices in a (profit) optimal manner…

Predicting future outcomes is a prevalent application of machine learning in social impact domains. Examples range from predicting student success in education to predicting disease risk in healthcare. Practitioners recognize that the…

Recent work on fairness in machine learning has focused on various statistical discrimination criteria and how they trade off. Most of these criteria are observational: They depend only on the joint distribution of predictor, protected…

Data-driven optimization aims to translate a machine learning model into decision-making by optimizing decisions on estimated costs. Such a pipeline can be conducted by fitting a distributional model which is then plugged into the target…

Decisions in organizations are about evaluating alternatives and choosing the one that would best serve organizational goals. To the extent that the evaluation of alternatives could be formulated as a predictive task with appropriate…

As a useful and efficient alternative to generic model-based control scheme, data-driven predictive control is subject to bias-variance trade-off and is known to not perform desirably in face of uncertainty. Through the connection between…

This paper discusses the fundamental principles of causal inference - the area of statistics that estimates the effect of specific occurrences, treatments, interventions, and exposures on a given outcome from experimental and observational…

Estimating causal effects from observational data is not always possible due to confounding. Identifying a set of appropriate covariates (adjustment set) and adjusting for their influence can remove confounding bias; however, such a set is…

We study the value of stochastic predictions in online optimal control with random disturbances. Prior work provides performance guarantees based on prediction error but ignores the stochastic dependence between predictions and…