Related papers: Optimization-based Causal Estimation from Heteroge…
The field of causal Machine Learning (ML) has made significant strides in recent years. Notable breakthroughs include methods such as meta learners (arXiv:1706.03461v6) and heterogeneous doubly robust estimators (arXiv:2004.14497)…
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…
Stochastic compositional optimization (SCO) has attracted considerable attention because of its broad applicability to important real-world problems. However, existing works on SCO assume that the projection within a solution update is…
We consider the optimal decision-making problem in a primary sample of interest with multiple auxiliary sources available. The outcome of interest is limited in the sense that it is only observed in the primary sample. In reality, such…
We introduce Multistage Conditional Compositional Optimization (MCCO) as a new paradigm for decision-making under uncertainty that combines aspects of multistage stochastic programming and conditional stochastic optimization. MCCO minimizes…
Causal influence measures for machine learnt classifiers shed light on the reasons behind classification, and aid in identifying influential input features and revealing their biases. However, such analyses involve evaluating the classifier…
Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…
We study zeroth-order optimization where solutions must minimize a cost $d(s)$ while maintaining high probability under a complex generative prior $L(s)$ (e.g., a parameterized model). This reduces to sampling from a target distribution…
Causal effect estimation is a critical task in statistical learning that aims to find the causal effect on subjects by identifying causal links between a number of predictor (or, explanatory) variables and the outcome of a treatment. In a…
Combinatorial Optimization (CO) has been a long-standing challenging research topic featured by its NP-hard nature. Traditionally such problems are approximately solved with heuristic algorithms which are usually fast but may sacrifice the…
Survival analysis aims to explore the relationship between covariates and the time until the occurrence of an event. The Cox proportional hazards model is commonly used for right-censored data, but it is not strictly limited to this type of…
The convenient access to copious multi-faceted data has encouraged machine learning researchers to reconsider correlation-based learning and embrace the opportunity of causality-based learning, i.e., causal machine learning (causal…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting…
Context-based offline meta-reinforcement learning (OMRL) methods have achieved appealing success by leveraging pre-collected offline datasets to develop task representations that guide policy learning. However, current context-based OMRL…
Imbalance in covariate distributions leads to biased estimates of causal effects. Weighting methods attempt to correct this imbalance but rely on specifying models for the treatment assignment mechanism, which is unknown in observational…
Data-driven approaches to predict-then-optimize decision-making problems seek to mitigate the risk of uncertainty region misspecification in safety-critical settings. Current approaches, however, suffer from considering overly conservative…
Randomized clinical trials (RCTs) are ideal for estimating causal effects, because the distributions of background covariates are similar in expectation across treatment groups. When estimating causal effects using observational data,…
We explore the relationship between causality, symmetry, and compression. We build on and generalize the known connection between learning and compression to a setting where causal models are not identifiable. We propose a framework where…
The causal inference literature has increasingly recognized that explicitly targeting treatment effect heterogeneity can lead to improved scientific understanding and policy recommendations. Towards the same ends, studying the causal…