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In the context of the ongoing Covid-19 pandemic, several reports and studies have attempted to model and predict the spread of the disease. There is also intense debate about policies for limiting the damage, both to health and to the…

Physics and Society · Physics 2020-05-04 Harshad Khadilkar , Tanuja Ganu , Deva P Seetharam

We study a generalization of the online binary prediction with expert advice framework where at each round, the learner is allowed to pick $m\geq 1$ experts from a pool of $K$ experts and the overall utility is a modular or submodular…

Machine Learning · Computer Science 2023-05-25 Omid Sadeghi , Maryam Fazel

Causal inference in a program evaluation setting faces the problem of external validity when the treatment effect in the target population is different from the treatment effect identified from the population of which the sample is…

Methodology · Statistics 2021-12-23 Kyungchul Song , Zhengfei Yu

We give a simple optimistic algorithm for which it is easy to derive regret bounds of $\tilde{O}(\sqrt{t_{\rm mix} SAT})$ after $T$ steps in uniformly ergodic Markov decision processes with $S$ states, $A$ actions, and mixing time parameter…

Machine Learning · Computer Science 2019-01-23 Ronald Ortner

We consider the problem of selecting a subset of points from a dataset of $n$ unlabeled examples for labeling, with the goal of training a multiclass classifier. To address this, we build upon the regret minimization framework introduced by…

Machine Learning · Computer Science 2026-02-27 Youguang Chen , George Biros

Decision-makers often deploy the best-performing treatment from a randomized experiment, creating a winner's curse: selection favors treatments whose observed outcomes are high partly because of statistical noise, so the na\"ive estimate of…

Econometrics · Economics 2026-05-20 Ron Berman , Walter W. Zhang , Hangcheng Zhao

Estimating the Individual Treatment Effect from observational data, defined as the difference between outcomes with and without treatment or intervention, while observing just one of both, is a challenging problems in causal learning. In…

Machine Learning · Computer Science 2020-05-07 Céline Beji , Michaël Bon , Florian Yger , Jamal Atif

In reinforcement learning, experience replay stores past samples for further reuse. Prioritized sampling is a promising technique to better utilize these samples. Previous criteria of prioritization include TD error, recentness and…

Machine Learning · Computer Science 2021-11-10 Xu-Hui Liu , Zhenghai Xue , Jing-Cheng Pang , Shengyi Jiang , Feng Xu , Yang Yu

Algorithms make a growing portion of policy and business decisions. We develop a treatment-effect estimator using algorithmic decisions as instruments for a class of stochastic and deterministic algorithms. Our estimator is consistent and…

Econometrics · Economics 2023-12-07 Yusuke Narita , Kohei Yata

We consider a multi-armed bandit problem with covariates. Given a realization of the covariate vector, instead of targeting the treatment with highest conditional expectation, the decision maker targets the treatment which maximizes a…

Machine Learning · Statistics 2024-12-25 Anders Bredahl Kock , David Preinerstorfer , Bezirgen Veliyev

In the secretary problem of Cayley (1875) and Moser (1956), $n$ non-negative, independent, random variables with common distribution are sequentially presented to a decision maker who decides when to stop and collect the most recent…

Probability · Mathematics 2019-10-22 Alessandro Arlotto , Itai Gurvich

This paper deals with the problem of estimating variables in nonlinear models for the spread of disease and its application to the COVID-19 epidemic. First unconstrained methods are revisited and they are shown to correspond to the…

Optimization and Control · Mathematics 2020-08-20 Mauricio C. de Oliveira

We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…

Machine Learning · Computer Science 2021-06-29 Damianos Tranos , Alexandre Proutiere

We study the dynamic assortment planning problem, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among offered products according to an uncapacitated multinomial…

Machine Learning · Statistics 2019-02-11 Xi Chen , Yining Wang , Yuan Zhou

In the hospital setting, a small percentage of recurrent frequent patients contribute to a disproportional amount of healthcare resource usage. Moreover, in many of these cases, patient outcomes can be greatly improved by reducing…

Machine Learning · Statistics 2022-11-23 Luoluo Liu , Eran Simhon , Chaitanya Kulkarni , David Noren , Ronny Mans

Individualized treatment rules aim to identify if, when, which, and to whom treatment should be applied. A globally aging population, rising healthcare costs, and increased access to patient-level data have created an urgent need for…

Methodology · Statistics 2019-01-04 Ying-Qi Zhao , Eric B. Laber , Yang Ning , Sumona Saha , Bruce Sands

Experiments deliver credible treatment-effect estimates but, because they are costly, are often restricted to specific sites, small populations, or particular mechanisms. A common practice across several fields is therefore to combine…

Econometrics · Economics 2025-12-30 Aristotelis Epanomeritakis , Davide Viviano

Quantile (and, more generally, KL) regret bounds, such as those achieved by NormalHedge (Chaudhuri, Freund, and Hsu 2009) and its variants, relax the goal of competing against the best individual expert to only competing against a majority…

Machine Learning · Statistics 2021-11-09 Jeffrey Negrea , Blair Bilodeau , Nicolò Campolongo , Francesco Orabona , Daniel M. Roy

In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…

Methodology · Statistics 2022-11-24 Jaime Roquero Gimenez , Dominik Rothenhäusler

Efficient allocation of limited medical resources is crucial for controlling epidemic spreading on networks. Based on the susceptible-infected-susceptible model, we solve an optimization problem as how best to allocate the limited resources…

Populations and Evolution · Quantitative Biology 2017-08-02 Hanshuang Chen , Guofeng Li , Haifeng Zhang , Zhonghuai Hou