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Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…

Machine Learning · Statistics 2021-11-08 Bernhard Stankewitz , Nicole Mücke , Lorenzo Rosasco

Effective optimization is essential for interactive systems to provide a satisfactory user experience. However, it is often challenging to find an objective to optimize for. Generally, such objectives are manually crafted and rarely capture…

Artificial Intelligence · Computer Science 2019-12-17 Ziming Li , Julia Kiseleva , Alekh Agarwal , Maarten de Rijke

In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to…

Statistics Theory · Mathematics 2026-05-25 Carlos García Meixide , Mark J. van der Laan

Machine learning algorithms typically rely on optimization subroutines and are well-known to provide very effective outcomes for many types of problems. Here, we flip the reliance and ask the reverse question: can machine learning…

Machine Learning · Computer Science 2019-07-30 Jesus A. De Loera , Jamie Haddock , Anna Ma , Deanna Needell

Robustness of decision rules to shifts in the data-generating process is crucial to the successful deployment of decision-making systems. Such shifts can be viewed as interventions on a causal graph, which capture (possibly hypothetical)…

Artificial Intelligence · Computer Science 2021-05-20 Benjie Wang , Clare Lyle , Marta Kwiatkowska

Predicting which action (treatment) will lead to a better outcome is a central task in decision support systems. To build a prediction model in real situations, learning from biased observational data is a critical issue due to the lack of…

Machine Learning · Statistics 2020-06-11 Akira Tanimoto , Tomoya Sakai , Takashi Takenouchi , Hisashi Kashima

Identifying variables responsible for changes to a biological system enables applications in drug target discovery and cell engineering. Given a pair of observational and interventional datasets, the goal is to isolate the subset of…

Machine Learning · Computer Science 2025-06-02 Menghua Wu , Umesh Padia , Sean H. Murphy , Regina Barzilay , Tommi Jaakkola

Causal representation learning seeks to extract high-level latent factors from low-level sensory data. Most existing methods rely on observational data and structural assumptions (e.g., conditional independence) to identify the latent…

Machine Learning · Statistics 2024-02-26 Kartik Ahuja , Divyat Mahajan , Yixin Wang , Yoshua Bengio

When users can benefit from certain predictive outcomes, they may be prone to act to achieve those outcome, e.g., by strategically modifying their features. The goal in strategic classification is therefore to train predictive models that…

Machine Learning · Computer Science 2023-06-12 Guy Horowitz , Nir Rosenfeld

The rapid advances in the field of optimization methods in many pure and applied science pose the difficulty of keeping track of the developments as well as selecting an appropriate technique that best suits the problem in-hand. From a…

Neural and Evolutionary Computing · Computer Science 2011-12-30 Loris Serafino

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

Individualized treatment rules (ITRs) are considered a promising recipe to deliver better policy interventions. One key ingredient in optimal ITR estimation problems is to estimate the average treatment effect conditional on a subject's…

Methodology · Statistics 2021-03-16 Hongming Pu , Bo Zhang

We introduce a unified framework for contextual and causal Bayesian optimisation, which aims to design intervention policies maximising the expectation of a target variable. Our approach leverages both observed contextual information and…

Machine Learning · Computer Science 2026-02-04 Vahan Arsenyan , Antoine Grosnit , Haitham Bou-Ammar , Arnak Dalalyan

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

Data-driven optimization uses contextual information and machine learning algorithms to find solutions to decision problems with uncertain parameters. While a vast body of work is dedicated to interpreting machine learning models in the…

Machine Learning · Computer Science 2023-07-21 Alexandre Forel , Axel Parmentier , Thibaut Vidal

Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

Machine Learning · Statistics 2020-11-04 Michael Pearce , Janis Klaise , Matthew Groves

Reinforcement learning algorithms are generally designed to maximize the expected return across a population. However, a policy that is optimal on average may be suboptimal for certain individuals, leading to potential safety concerns. To…

Machine Learning · Statistics 2026-05-26 Jingyi Li , Peng Wu , Chengchun Shi

Policy learning can be used to extract individualized treatment regimes from observational data in healthcare, civics, e-commerce, and beyond. One big hurdle to policy learning is a commonplace lack of overlap in the data for different…

Machine Learning · Statistics 2020-12-04 Nathan Kallus

Feature selection is an important problem in machine learning, which aims to select variables that lead to an optimal predictive model. In this paper, we focus on feature selection for post-intervention outcome prediction from…

Machine Learning · Statistics 2021-03-16 Sofia Triantafillou , Fattaneh Jabbari , Greg Cooper

Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…

Machine Learning · Statistics 2017-11-22 Matthew Norton , Akiko Takeda , Alexander Mafusalov