Related papers: Evidence Aggregation for Treatment Choice
We derive a novel asymptotic problem-dependent lower-bound for regret minimization in finite-horizon tabular Markov Decision Processes (MDPs). While, similar to prior work (e.g., for ergodic MDPs), the lower-bound is the solution to an…
This work studies online episodic tabular Markov decision processes (MDPs) with known transitions and develops best-of-both-worlds algorithms that achieve refined data-dependent regret bounds in the adversarial regime and variance-dependent…
We derive a conditional version of the classical regret-capacity theorem. This result can be used in universal prediction to find lower bounds on the minimal batch regret, which is a recently introduced generalization of the average regret,…
We study the subtlety of optimal paternalism when a utilitarian planner has the power to design a discrete choice set for a heterogeneous population with bounded rationality. We first consider the planning problem in abstraction. We show…
This paper revisits impossibility results on the tyrannies of aggregation and non-aggregation. I propose two aggregation principles (quantitative aggregation and ratio aggregation) and investigate theoretical implications. As a result, I…
Machine learning is increasingly used to select which individuals receive limited-resource interventions in domains such as human services, education, development, and more. However, it is often not apparent what the right quantity is for…
In the wake of COVID-19, every government huddles to find the best interventions that will reduce the number of infection cases while minimizing the economic impact. However, with many intervention policies available, how should one decide…
Clinical trials usually target average treatment effects, but treatment decisions are made for individuals. This tension motivates a common criticism of evidence-based medicine: a treatment that is beneficial on average may be inappropriate…
The treatment effects of the same therapy observed from multiple clinical trials can often be very different. Yet the patient characteristics accounting for these differences may not be identifiable in real world practice. There needs to be…
Missing data is a systemic problem in practical scenarios that causes noise and bias when estimating treatment effects. This makes treatment effect estimation from data with missingness a particularly tricky endeavour. A key reason for this…
Estimating conditional average treatment effect from observational data is highly challenging due to the existence of treatment selection bias. Prevalent methods mitigate this issue by aligning distributions of different treatment groups in…
Regression calibration as developed by Rosner, Spiegelman and Willet is used to correct the bias in effect estimates due to measurement error in continuous exposures. The method involves two models: a measurement error model (MEM) relating…
In recent years, significant attention has been directed towards learning average-reward Markov Decision Processes (MDPs). However, existing algorithms either suffer from sub-optimal regret guarantees or computational inefficiencies. In…
We study the problems of data compression, gambling and prediction of a sequence $x^n=x_1x_2...x_n$ from an alphabet ${\cal X}$, in terms of regret and expected regret (redundancy) with respect to various smooth families of probability…
Many decision problems cannot be solved exactly and use several estimation algorithms that assign scores to the different available options. The estimation errors can have various correlations, from low (e.g. between two very different…
In cooperative multiagent planning, it can often be beneficial for an agent to make commitments about aspects of its behavior to others, allowing them in turn to plan their own behaviors without taking the agent's detailed behavior into…
Evaluating treatments received by one population for application to a different target population of scientific interest is a central problem in causal inference from observational studies. We study the minimax linear estimator of the…
Policy learning is a quickly growing area. As robotics and computers control day-to-day life, their error rate needs to be minimized and controlled. There are many policy learning methods and bandit methods with provable error rates that…
This paper analyzes a society composed of individuals who have diverse sets of beliefs (or models) and diverse tastes (or utility functions). It characterizes the model selection process of a social planner who wishes to aggregate…
We study a broad class of assortment optimization problems in an offline and data-driven setting. In such problems, a firm lacks prior knowledge of the underlying choice model, and aims to determine an optimal assortment based on historical…