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We consider the task of out-of-distribution (OOD) generalization, where the distribution shift is due to an unobserved confounder ($Z$) affecting both the covariates ($X$) and the labels ($Y$). This confounding introduces heterogeneity in…

Machine Learning · Computer Science 2025-08-14 Parjanya Prashant , Seyedeh Baharan Khatami , Bruno Ribeiro , Babak Salimi

Motivated by the many real-world applications of reinforcement learning (RL) that require safe-policy iterations, we consider the problem of off-policy evaluation (OPE) -- the problem of evaluating a new policy using the historical data…

Machine Learning · Computer Science 2020-04-02 Tengyang Xie , Yifei Ma , Yu-Xiang Wang

This paper deals with the problem of evaluating the causal effect using observational data in the presence of an unobserved exposure/ outcome variable, when cause-effect relationships between variables can be described as a directed acyclic…

Methodology · Statistics 2012-06-18 Manabu Kuroki , Zhihong Cai

One of the common ways children learn is by mimicking adults. Imitation learning focuses on learning policies with suitable performance from demonstrations generated by an expert, with an unspecified performance measure, and unobserved…

Machine Learning · Computer Science 2022-08-15 Junzhe Zhang , Daniel Kumor , Elias Bareinboim

In observational studies, identification of ATEs is generally achieved by assuming that the correct set of confounders has been measured and properly included in the relevant models. Because this assumption is both strong and untestable, a…

Methodology · Statistics 2020-12-18 Matteo Bonvini , Edward H Kennedy

An inherent problem of reinforcement learning is performing exploration of an environment through random actions, of which a large portion can be unproductive. Instead, exploration can be improved by initializing the learning policy with an…

Machine Learning · Computer Science 2023-08-22 Jun Jet Tai , Jordan K. Terry , Mauro S. Innocente , James Brusey , Nadjim Horri

We study the problem of learning conditional average treatment effects (CATE) from observational data with unobserved confounders. The CATE function maps baseline covariates to individual causal effect predictions and is key for…

Machine Learning · Statistics 2018-10-09 Nathan Kallus , Xiaojie Mao , Angela Zhou

Random-effects meta-analyses of observational studies can produce biased estimates if the synthesized studies are subject to unmeasured confounding. We propose sensitivity analyses quantifying the extent to which unmeasured confounding of…

Methodology · Statistics 2017-10-10 Maya B. Mathur , Tyler J. VanderWeele

We consider a model-based approach to perform batch off-policy evaluation in reinforcement learning. Our method takes a mixture-of-experts approach to combine parametric and non-parametric models of the environment such that the final value…

Machine Learning · Computer Science 2020-02-19 Omer Gottesman , Yao Liu , Scott Sussex , Emma Brunskill , Finale Doshi-Velez

Off-policy evaluation (OPE) is crucial for assessing a target policy's impact offline before its deployment. However, achieving accurate OPE in large state spaces remains challenging. This paper studies state abstractions -- originally…

Machine Learning · Statistics 2025-03-05 Meiling Hao , Pingfan Su , Liyuan Hu , Zoltan Szabo , Qingyuan Zhao , Chengchun Shi

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical…

Machine Learning · Statistics 2022-02-11 Ruiqi Zhang , Xuezhou Zhang , Chengzhuo Ni , Mengdi Wang

Off-policy learning (OPL) in contextual bandits aims to learn a decision-making policy that maximizes the target rewards by using only historical interaction data collected under previously developed policies. Unfortunately, when rewards…

Machine Learning · Computer Science 2025-06-18 Rikiya Takehi , Masahiro Asami , Kosuke Kawakami , Yuta Saito

This paper studies inference on treatment effects in panel data settings with unobserved confounding. We model outcome variables through a factor model with random factors and loadings. Such factors and loadings may act as unobserved…

Econometrics · Economics 2023-12-05 Guido W. Imbens , Davide Viviano

Off-policy evaluation (OPE) is important for closing the gap between offline training and evaluation of reinforcement learning (RL), by estimating performance and/or rank of target (evaluation) policies using offline trajectories only. It…

Machine Learning · Computer Science 2023-10-17 Qitong Gao , Ge Gao , Juncheng Dong , Vahid Tarokh , Min Chi , Miroslav Pajic

This paper proposes a new class of distributional causal quantities, referred to as the \textit{outcome conditioned partial policy effects} (OCPPEs), to measure the \textit{average} effect of a general counterfactual intervention of a…

Econometrics · Economics 2024-07-25 Zhengyu Zhang , Zequn Jin , Lihua Lin

Unmeasured confounding is a major challenge for identifying causal relationships from non-experimental data. Here, we propose a method that can accommodate unmeasured discrete confounding. Extending recent identifiability results in deep…

Machine Learning · Computer Science 2024-08-13 Patrick Burauel , Frederick Eberhardt , Michel Besserve

Understanding the effects of interventions is central to scientific progress, with randomized controlled trials (RCTs) regarded as the gold standard for causal inference in many applied fields. However, RCTs are costly, time-consuming, and…

Methodology · Statistics 2026-05-27 Drago Plecko , Patrik Okanovic , Torsten Hoefler , Elias Bareinboim

A sensitivity analysis in an observational study assesses the robustness of significant findings to unmeasured confounding. While sensitivity analyses in matched observational studies have been well addressed when there is a single outcome…

Methodology · Statistics 2015-11-05 Colin B. Fogarty , Dylan S. Small

We study the efficient off-policy evaluation of natural stochastic policies, which are defined in terms of deviations from the behavior policy. This is a departure from the literature on off-policy evaluation where most work consider the…

Machine Learning · Computer Science 2020-11-05 Nathan Kallus , Masatoshi Uehara