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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…

Methodology · Statistics 2023-01-26 Jiajing Zheng , Jiaxi Wu , Alexander D'Amour , Alexander Franks

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…

Machine Learning · Computer Science 2022-06-17 Chengchun Shi , Masatoshi Uehara , Jiawei Huang , Nan Jiang

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…

Methodology · Statistics 2024-11-04 Jose M. Peña

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…

Machine Learning · Statistics 2022-09-13 Miao Lu , Wenhao Yang , Liangyu Zhang , Zhihua Zhang

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…

Machine Learning · Computer Science 2020-10-26 Masahiro Kato , Kenshi Abe , Kaito Ariu , Shota Yasui

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…

Machine Learning · Statistics 2019-08-07 Andrew Bennett , Nathan Kallus

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…

Methodology · Statistics 2023-11-13 Minna Genbäck , Xavier de Luna

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…

Machine Learning · Computer Science 2019-11-05 Nathan Kallus , Angela Zhou

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,…

Machine Learning · Statistics 2026-01-13 Kei Ishikawa , Niao He , Takafumi Kanamori

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…

Machine Learning · Computer Science 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

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…

Econometrics · Economics 2025-07-29 Zequn Jin , Gaoqian Xu , Xi Zheng , Yahong Zhou

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…

Artificial Intelligence · Computer Science 2018-09-25 Josiah P. Hanna , Peter Stone , Scott Niekum

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…

Artificial Intelligence · Computer Science 2025-02-04 Hyunji Nam , Allen Nie , Ge Gao , Vasilis Syrgkanis , Emma Brunskill

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…

Methodology · Statistics 2018-04-24 Priyantha Wijayatunga

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…

Machine Learning · Statistics 2017-11-07 Christos Louizos , Uri Shalit , Joris Mooij , David Sontag , Richard Zemel , Max Welling

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…

Machine Learning · Computer Science 2024-11-04 Allen Nie , Yash Chandak , Christina J. Yuan , Anirudhan Badrinath , Yannis Flet-Berliac , Emma Brunskil

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…

Artificial Intelligence · Computer Science 2025-08-11 Nishanth Venkatesh S. , Heeseung Bang , Andreas A. Malikopoulos

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…

Machine Learning · Computer Science 2025-12-09 Nishanth Venkatesh , Andreas A. Malikopoulos

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…

Machine Learning · Statistics 2024-12-02 Ritam Majumdar , Jack Teversham , Sonali Parbhoo

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…

Machine Learning · Statistics 2022-02-04 Haruka Kiyohara , Yuta Saito , Tatsuya Matsuhiro , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto