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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…

Methodology · Statistics 2020-11-10 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

Targeted maximum likelihood estimation is a general methodology combining flexible ensemble learning and semiparametric efficiency theory in a two-step procedure for estimation of causal parameters. Proposed targeted maximum likelihood…

Methodology · Statistics 2021-06-22 Helene Charlotte Wiese Rytgaard , Frank Eriksson , Mark van der Laan

Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…

Machine Learning · Computer Science 2024-11-05 Edwige Cyffers , Muni Sreenivas Pydi , Jamal Atif , Olivier Cappé

In randomized experiments, covariates are often used to reduce variance and improve the precision of treatment effect estimates. However, in many real-world settings, interference between units, where one unit's treatment affects another's…

Methodology · Statistics 2026-04-10 Xinyi Wang , Shuangning Li

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

Artificial Intelligence · Computer Science 2021-05-31 Tri Dung Duong , Qian Li , Guandong Xu

In a wide variety of applications, including personalization, we want to measure the difference in outcome due to an intervention and thus have to deal with counterfactual inference. The feedback from a customer in any of these situations…

Artificial Intelligence · Computer Science 2018-08-24 Abhimanyu Mitra , Kannan Achan , Sushant Kumar

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

We address the problem of integrating data from multiple, possibly biased, observational and interventional studies, to eventually compute counterfactuals in structural causal models. We start from the case of a single observational dataset…

Artificial Intelligence · Computer Science 2023-03-17 Marco Zaffalon , Alessandro Antonucci , David Huber , Rafael Cabañas

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…

Methodology · Statistics 2020-11-19 Sofia Triantafillou , Gregory Cooper

Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…

Econometrics · Economics 2023-04-25 Lihua Lei , Roshni Sahoo , Stefan Wager

Interventions are central to causal learning and reasoning. Yet ultimately an intervention is an abstraction: an agent embedded in a physical environment (perhaps modeled as a Markov decision process) does not typically come equipped with…

Machine Learning · Computer Science 2020-05-28 Benjamin Lansdell

Balancing influential covariates is crucial for valid treatment comparisons in clinical studies. While covariate-adaptive randomization is commonly used to achieve balance, its performance can be inadequate when the number of baseline…

Methodology · Statistics 2024-12-30 Ziqing Guo , Yang Liu , Lucy Xia

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher

Explicit and implicit bias clouds human judgement, leading to discriminatory treatment of minority groups. A fundamental goal of algorithmic fairness is to avoid the pitfalls in human judgement by learning policies that improve the overall…

Machine Learning · Computer Science 2020-11-02 Yuzi He , Keith Burghardt , Siyi Guo , Kristina Lerman

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…

Optimization and Control · Mathematics 2011-11-10 Tansu Alpcan

While data-driven decision-making is transforming modern operations, most large-scale data is of an observational nature, such as transactional records. These data pose unique challenges in a variety of operational problems posed as…

Optimization and Control · Mathematics 2017-05-23 Dimitris Bertsimas , Nathan Kallus

We present new algorithms for inverse reinforcement learning (IRL, or inverse optimal control) in convex optimization settings. We argue that finite-space IRL can be posed as a convex quadratic program under a Bayesian inference framework…

Machine Learning · Computer Science 2013-01-22 Qifeng Qiao , Peter A. Beling

Methodological development for the inference of gene regulatory networks from transcriptomic data is an active and important research area. Several approaches have been proposed to infer relationships among genes from observational…

Applications · Statistics 2013-06-28 Grégory Nuel , Andrea Rau , Florence Jaffrézic

In computational reinforcement learning, a growing body of work seeks to express an agent's model of the world through predictions about future sensations. In this manuscript we focus on predictions expressed as General Value Functions:…

Machine Learning · Computer Science 2021-11-23 Alex Kearney , Anna Koop , Johannes Günther , Patrick M. Pilarski

Describing the causal relations governing a system is a fundamental task in many scientific fields, ideally addressed by experimental studies. However, obtaining data under intervention scenarios may not always be feasible, while…

Methodology · Statistics 2022-05-06 Jack Kuipers , Giusi Moffa