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Machine-learning models are ubiquitous. In some domains, for instance, in medicine, the models' predictions must be interpretable. Decision trees, classification rules, and subgroup discovery are three broad categories of supervised…

Machine Learning · Computer Science 2022-04-29 Vadim Arzamasov , Benjamin Jochum , Klemens Böhm

Data-driven pricing strategies are becoming increasingly common, where customers are offered a personalized price based on features that are predictive of their valuation of a product. It is desirable for this pricing policy to be simple…

Machine Learning · Statistics 2021-06-11 Max Biggs , Wei Sun , Markus Ettl

We develop a generic data-driven method for estimator selection in off-policy policy evaluation settings. We establish a strong performance guarantee for the method, showing that it is competitive with the oracle estimator, up to a constant…

Machine Learning · Computer Science 2020-08-25 Yi Su , Pavithra Srinath , Akshay Krishnamurthy

How to interpret a data mining model has received much attention recently, because people may distrust a black-box predictive model if they do not understand how the model works. Hence, it will be trustworthy if a model can provide…

Machine Learning · Computer Science 2025-03-20 Zengyou He , Pengju Li , Yifan Tang , Lianyu Hu , Mudi Jiang , Yan Liu

We study estimator selection and hyper-parameter tuning in off-policy evaluation. Although cross-validation is the most popular method for model selection in supervised learning, off-policy evaluation relies mostly on theory, which provides…

Machine Learning · Computer Science 2024-12-23 Matej Cief , Branislav Kveton , Michal Kompan

We propose a matching method for observational data that matches units with others in unit-specific, hyper-box-shaped regions of the covariate space. These regions are large enough that many matches are created for each unit and small…

Methodology · Statistics 2020-08-11 Marco Morucci , Vittorio Orlandi , Sudeepa Roy , Cynthia Rudin , Alexander Volfovsky

There is a growing desire in the field of reinforcement learning (and machine learning in general) to move from black-box models toward more "interpretable AI." We improve interpretability of reinforcement learning by increasing the utility…

Machine Learning · Computer Science 2019-07-03 Aaron M. Roth , Nicholay Topin , Pooyan Jamshidi , Manuela Veloso

We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual…

Econometrics · Economics 2020-12-22 Thomas M. Russell

We propose a novel Reinforcement Learning model for discrete environments, which is inherently interpretable and supports the discovery of deep subgoal hierarchies. In the model, an agent learns information about environment in the form of…

Artificial Intelligence · Computer Science 2022-02-16 Alexander Demin , Denis Ponomaryov

The rapid evolution of machine learning (ML) has led to the widespread adoption of complex "black box" models, such as deep neural networks and ensemble methods. These models exhibit exceptional predictive performance, making them…

Machine Learning · Computer Science 2025-03-28 Moncef Garouani , Josiane Mothe , Ayah Barhrhouj , Julien Aligon

In many settings, a decision-maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertisements, or emails to send to consumers, as…

Machine Learning · Statistics 2018-11-20 Zhengyuan Zhou , Susan Athey , Stefan Wager

Off-policy reinforcement learning enables near-optimal policy from suboptimal experience, thereby provisions opportunity for artificial intelligence applications in healthcare. Previous works have mainly framed patient-clinician…

Artificial Intelligence · Computer Science 2018-06-05 Luchen Li , Matthieu Komorowski , Aldo A. Faisal

This paper explores interpretability techniques for two of the most successful learning algorithms in medical decision-making literature: deep neural networks and random forests. We applied these algorithms in a real-world medical dataset…

Machine Learning · Computer Science 2020-02-24 Catarina Moreira , Renuka Sindhgatta , Chun Ouyang , Peter Bruza , Andreas Wichert

State-of-the-art results in typical classification tasks are mostly achieved by unexplainable machine learning methods, like deep neural networks, for instance. Contrarily, in this paper, we investigate the application of rule learning…

Machine Learning · Computer Science 2024-03-11 Albert Nössig , Tobias Hell , Georg Moser

This paper develops a new approach for estimating an interpretable, relational model of a black-box autonomous agent that can plan and act. Our main contributions are a new paradigm for estimating such models using a minimal query interface…

Artificial Intelligence · Computer Science 2021-04-12 Pulkit Verma , Shashank Rao Marpally , Siddharth Srivastava

Machine learning (ML) has seen significant growth in both popularity and importance. The high prediction accuracy of ML models is often achieved through complex black-box architectures that are difficult to interpret. This interpretability…

Machine Learning · Statistics 2024-07-29 David Köhler , David Rügamer , Matthias Schmid

As a multitude of capable machine learning (ML) models become widely available in forms such as open-source software and public APIs, central questions remain regarding their use in real-world applications, especially in high-stakes…

Machine Learning · Computer Science 2024-06-03 Dimitris Bertsimas , Matthew Peroni

To accumulate knowledge and improve its policy of behaviour, a reinforcement learning agent can learn `off-policy' about policies that differ from the policy used to generate its experience. This is important to learn counterfactuals, or…

Machine Learning · Computer Science 2022-02-03 Simon Schmitt , John Shawe-Taylor , Hado van Hasselt

A precondition for the deployment of a Reinforcement Learning agent to a real-world system is to provide guarantees on the learning process. While a learning algorithm will eventually converge to a good policy, there are no guarantees on…

Machine Learning · Statistics 2023-12-27 Paul Daoudi , Mathias Formoso , Othman Gaizi , Achraf Azize , Evrard Garcelon

In healthcare there is a pursuit for employing interpretable algorithms to assist healthcare professionals in several decision scenarios. Following the Predictive, Descriptive and Relevant (PDR) framework, the definition of interpretable…