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Robust machine learning for regulatory genomics is studied under biologically and technically induced distribution shifts. Deep convolutional and attention based models achieve strong in distribution performance on DNA regulatory sequence…
We study the problem of assessing the robustness of counterfactual explanations for deep learning models. We focus on $\textit{plausible model shifts}$ altering model parameters and propose a novel framework to reason about the robustness…
Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear…
It is known that the set of perturbed data is key in robust optimization (RO) modelling. Distributionally robust optimization (DRO) is a methodology used for optimization problems affected by random parameters with uncertain probability…
We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…
Reward Models (RMs) are key components for evaluating and guiding language model outputs. However, traditional scalar RMs often struggle with incorporating contextual and background information during inference, leading to incomplete…
The Seemingly Unrelated Regressions (SUR) model is a wide used estimation procedure in econometrics, insurance and finance, where very often, the regression model contains more than one equation. Unknown parameters, regression coefficients…
Reinforcement Learning (RL) is a computational approach to reward-driven learning in sequential decision problems. It implements the discovery of optimal actions by learning from an agent interacting with an environment rather than from…
We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…
Cellwise outliers are likely to occur together with casewise outliers in modern data sets with relatively large dimension. Recent work has shown that traditional robust regression methods may fail for data sets in this paradigm. The…
Valid estimation of treatment effects from observational data requires proper control of confounding. If the number of covariates is large relative to the number of observations, then controlling for all available covariates is infeasible.…
Duality is a foundational tool in robust and distributionally robust optimization (RO and DRO), underpinning both analytical insights and tractable reformulations. The prevailing approaches in the literature primarily rely on saddle-point…
We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…
Distributionally robust reinforcement learning (DR-RL) has recently gained significant attention as a principled approach that addresses discrepancies between training and testing environments. To balance robustness, conservatism, and…
This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…
Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making. However, censoring and time-dependent confounding under DTRs are challenging as the amount of observational data declines over time due…
We study moment-based estimation with two sequentially collected variables subject to non-monotone missingness. The commonly used Missing at Random (MAR) assumption requiring all missingness mechanisms to depend on the same fully observed…
This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…
Double Machine Learning is widely used to estimate causal treatment effects in large-scale observational data. The ``residuals-on-residuals'' regression estimator (RORR) is especially popular for its simplicity and computational…
We consider the estimation of the average treatment effect in the treated as a function of baseline covariates, where there is a valid (conditional) instrument. We describe two doubly robust (DR) estimators: a locally efficient g-estimator,…