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Related papers: Learning Optimal Interventions

200 papers

In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…

Statistics Theory · Mathematics 2020-09-08 Susan Athey , Stefan Wager

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

We introduce algorithms that use predictions from machine learning applied to the input to circumvent worst-case analysis. We aim for algorithms that have near optimal performance when these predictions are good, but recover the…

Data Structures and Algorithms · Computer Science 2020-06-17 Michael Mitzenmacher , Sergei Vassilvitskii

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao

We study the problem of learning 'good' interventions in a stochastic environment modeled by its underlying causal graph. Good interventions refer to interventions that maximize rewards. Specifically, we consider the setting of a…

Machine Learning · Computer Science 2024-01-17 Fateme Jamshidi , Jalal Etesami , Negar Kiyavash

Representations of data that are invariant to changes in specified factors are useful for a wide range of problems: removing potential biases in prediction problems, controlling the effects of covariates, and disentangling meaningful…

Machine Learning · Computer Science 2019-12-03 Daniel Moyer , Shuyang Gao , Rob Brekelmans , Greg Ver Steeg , Aram Galstyan

We study the problem of learning to choose from m discrete treatment options (e.g., news item or medical drug) the one with best causal effect for a particular instance (e.g., user or patient) where the training data consists of passive…

Machine Learning · Statistics 2017-08-02 Nathan Kallus

Non-discrimination is a recognized objective in algorithmic decision making. In this paper, we introduce a novel probabilistic formulation of data pre-processing for reducing discrimination. We propose a convex optimization for learning a…

Machine Learning · Statistics 2017-04-12 Flavio P. Calmon , Dennis Wei , Karthikeyan Natesan Ramamurthy , Kush R. Varshney

Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…

Methodology · Statistics 2010-07-06 Robert B. Gramacy , Herbert K. H. Lee

Conventional rule learning algorithms aim at finding a set of simple rules, where each rule covers as many examples as possible. In this paper, we argue that the rules found in this way may not be the optimal explanations for each of the…

Machine Learning · Computer Science 2023-01-27 Van Quoc Phuong Huynh , Johannes Fürnkranz , Florian Beck

Causal inference methods are widely applied in various decision-making domains such as precision medicine, optimal policy and economics. Central to these applications is the treatment effect estimation of intervention strategies. Current…

Artificial Intelligence · Computer Science 2021-05-28 Tri Dung Duong , Qian Li , Guandong Xu

Predictions under interventions are estimates of what a person's risk of an outcome would be if they were to follow a particular treatment strategy, given their individual characteristics. Such predictions can give important input to…

Methodology · Statistics 2025-06-17 Ruth H. Keogh , Nan van Geloven

When attempting to recover functions from observational data, one naturally seeks to do so in an optimal manner with respect to some modeling assumption. With a focus put on the worst-case setting, this is the standard goal of Optimal…

Optimization and Control · Mathematics 2020-04-02 Mahmood Ettehad , Simon Foucart

Unbiased and consistent variance estimators generally do not exist for design-based treatment effect estimators because experimenters never observe more than one potential outcome for any unit. The problem is exacerbated by interference and…

Methodology · Statistics 2024-07-04 Christopher Harshaw , Joel A. Middleton , Fredrik Sävje

We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…

Machine Learning · Computer Science 2013-11-12 Yanshuai Cao , Marcus A. Brubaker , David J. Fleet , Aaron Hertzmann

We propose an algorithm for change point monitoring in linear causal models that accounts for interventions. Through a special centralization technique, we can concentrate the changes arising from causal propagation across nodes into a…

Machine Learning · Statistics 2025-06-10 Haijie Xu , Chen Zhang

A central topic in functional data analysis is how to design an optimaldecision rule, based on training samples, to classify a data function. We exploit the optimal classification problem when data functions are Gaussian processes. Sharp…

Methodology · Statistics 2021-09-14 Shuoyang Wang , Zuofeng Shang , Guanqun Cao , Jun Liu

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

We study the problem of efficiently estimating the effect of an intervention on a single variable (atomic interventions) using observational samples in a causal Bayesian network. Our goal is to give algorithms that are efficient in both…

Machine Learning · Computer Science 2020-08-07 Arnab Bhattacharyya , Sutanu Gayen , Saravanan Kandasamy , Ashwin Maran , N. V. Vinodchandran

We consider the problem of defining the effect of an intervention on a time-varying risk factor or treatment for a disease or a physiological marker; we develop here the latter case. So, the system considered is $(Y,A,C)$, where $Y=(Y_t)$,…

Methodology · Statistics 2019-07-31 Daniel Commenges , Mélanie Prague