Related papers: Model-Free and Model-Based Policy Evaluation when …
In this work, we propose an approach for assessing sensitivity to unobserved confounding in studies with multiple outcomes. We demonstrate how prior knowledge unique to the multi-outcome setting can be leveraged to strengthen causal…
We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing…
We report assumption-free bounds for any contrast between the probabilities of the potential outcome under exposure and non-exposure when the confounders are missing not at random. We assume that the missingness mechanism is…
In an Markov decision process (MDP), unobservable confounders may exist and have impacts on the data generating process, so that the classic off-policy evaluation (OPE) estimators may fail to identify the true value function of the target…
Off-policy evaluation (OPE) is the problem of estimating the value of a target policy from samples obtained via different policies. Recently, applying OPE methods for bandit problems has garnered attention. For the theoretical guarantees of…
Evaluating novel contextual bandit policies using logged data is crucial in applications where exploration is costly, such as medicine. But it usually relies on the assumption of no unobserved confounders, which is bound to fail in…
Causal inference with observational data can be performed under an assumption of no unobserved confounders (unconfoundedness assumption). There is, however, seldom clear subject-matter or empirical evidence for such an assumption. We…
We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding. Previous approaches, which assume unconfoundedness, i.e., that no unobserved confounders affect…
We study policy evaluation of offline contextual bandits subject to unobserved confounders. Sensitivity analysis methods are commonly used to estimate the policy value under the worst-case confounding over a given uncertainty set. However,…
The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…
This paper develops a robust and efficient method for policy learning from observational data in the presence of unobserved confounding, complementing existing instrumental variable (IV) based approaches. We employ the marginal sensitivity…
For an autonomous agent, executing a poor policy may be costly or even dangerous. For such agents, it is desirable to determine confidence interval lower bounds on the performance of any given policy without executing said policy. Current…
Off-policy policy evaluation (OPE) estimates the outcome of a new policy using historical data collected from a different policy. However, existing OPE methods cannot handle cases when the new policy introduces novel actions. This issue…
Conditioning on some set of confounders that causally affect both treatment and outcome variables can be sufficient for eliminating bias introduced by all such confounders when estimating causal effect of the treatment on the outcome from…
Learning individual-level causal effects from observational data, such as inferring the most effective medication for a specific patient, is a problem of growing importance for policy makers. The most important aspect of inferring causal…
Offline policy evaluation (OPE) allows us to evaluate and estimate a new sequential decision-making policy's performance by leveraging historical interaction data collected from other policies. Evaluating a new policy online without a…
In this paper, we expand the Bayesian persuasion framework to account for unobserved confounding variables in sender-receiver interactions. While traditional models assume that belief updates follow Bayesian principles, real-world scenarios…
We investigate model-based reinforcement learning in contextual Markov decision processes (C-MDPs) in which the context is unobserved and induces confounding in the offline dataset. In such settings, conventional model-learning methods are…
Evaluating off-policy decisions using batch data poses significant challenges due to limited sample sizes leading to high variance. To improve Off-Policy Evaluation (OPE), we must identify and address the sources of this variance. Recent…
In real-world recommender systems and search engines, optimizing ranking decisions to present a ranked list of relevant items is critical. Off-policy evaluation (OPE) for ranking policies is thus gaining a growing interest because it…