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In this paper, we study an inverse reinforcement learning problem that involves learning the reward function of a learning agent using trajectory data collected while this agent is learning its optimal policy. To address this problem, we…

Machine Learning · Computer Science 2024-10-21 Kavinayan P. Sivakumar , Yi Shen , Zachary Bell , Scott Nivison , Boyuan Chen , Michael M. Zavlanos

In lending, where prices are specific to both customers and products, having a well-functioning personalized pricing policy in place is essential to effective business making. Typically, such a policy must be derived from observational…

Machine Learning · Computer Science 2023-09-08 Christopher Bockel-Rickermann , Sam Verboven , Tim Verdonck , Wouter Verbeke

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

Methodology · Statistics 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

Consider a setting in which a policy maker assigns subjects to treatments, observing each outcome before the next subject arrives. Initially, it is unknown which treatment is best, but the sequential nature of the problem permits learning…

Econometrics · Economics 2020-08-13 Anders Bredahl Kock , David Preinerstorfer , Bezirgen Veliyev

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

Humans use social context to specify preferences over behaviors, i.e. their reward functions. Yet, algorithms for inferring reward models from preference data do not take this social learning view into account. Inspired by pragmatic human…

Machine Learning · Computer Science 2024-05-24 Andi Peng , Yuying Sun , Tianmin Shu , David Abel

Information divergence functions play a critical role in statistics and information theory. In this paper we show that a non-parametric f-divergence measure can be used to provide improved bounds on the minimum binary classification…

Information Theory · Computer Science 2015-02-11 Visar Berisha , Alan Wisler , Alfred O. Hero , Andreas Spanias

We provide a general theoretical analysis of expected out-of-sample utility, also referred to as decision-theoretic classification, for non-decomposable binary classification metrics such as F-measure and Jaccard coefficient. Our key result…

Machine Learning · Computer Science 2015-05-08 Nagarajan Natarajan , Oluwasanmi Koyejo , Pradeep Ravikumar , Inderjit S. Dhillon

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

How should we evaluate the effect of a policy on the likelihood of an undesirable event, such as conflict? The significance test has three limitations. First, relying on statistical significance misses the fact that uncertainty is a…

Methodology · Statistics 2022-05-03 Akisato Suzuki

We consider the problem of decision-making with side information and unbounded loss functions. Inspired by probably approximately correct learning model, we use a slightly different model that incorporates the notion of side information in…

Machine Learning · Computer Science 2007-07-13 Majid Fozunbal , Ton Kalker

We consider the problem of selecting the optimal subgroup to treat when data on covariates is available from a randomized trial or observational study. We distinguish between four different settings including (i) treatment selection when…

Methodology · Statistics 2018-02-28 Tyler J. VanderWeele , Alex R. Luedtke , Mark J. van der Laan , Ronald C. Kessler

We consider the \mnk{classical} problem of a controller activating (or sampling) sequentially from a finite number of $N \geq 2$ populations, specified by unknown distributions. Over some time horizon, at each time $n = 1, 2, \ldots$, the…

Machine Learning · Statistics 2015-12-18 Wesley Cowan , Michael N. Katehakis

Budget aggregation is a process in which citizens vote by declaring their individual ideal budget allocation, and a pre-determined rule aggregates all votes into a single outcome. Recent theoretical work has proposed various aggregation…

Computer Science and Game Theory · Computer Science 2026-04-14 Ayelet Amster , Lioz Akirav , Rica Gonen , Erel Segal-Halevi

We investigate the application of classification techniques to utility elicitation. In a decision problem, two sets of parameters must generally be elicited: the probabilities and the utilities. While the prior and conditional probabilities…

Artificial Intelligence · Computer Science 2013-02-01 Urszula Chajewska , Lise Getoor , Joseph Norman , Yuval Shahar

We consider the sequential decision-making problem where the mean outcome is a non-linear function of the chosen action. Compared with the linear model, two curious phenomena arise in non-linear models: first, in addition to the "learning…

Machine Learning · Statistics 2024-01-11 Nived Rajaraman , Yanjun Han , Jiantao Jiao , Kannan Ramchandran

The aim of this paper is to introduce models and algorithms for the Participatory Budgeting problem when projects can interact with each other. In this problem, the objective is to select a set of projects that fits in a given budget.…

Computer Science and Game Theory · Computer Science 2024-03-29 Martin Durand , Fanny Pascual

In machine learning, fewer features reduce model complexity. Carefully assessing the influence of each input feature on the model quality is therefore a crucial preprocessing step. We propose a novel feature selection algorithm based on a…

Quantum Physics · Physics 2023-02-22 Sascha Mücke , Raoul Heese , Sabine Müller , Moritz Wolter , Nico Piatkowski

We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…

Machine Learning · Computer Science 2025-10-27 Maitreyi Swaroop , Tamar Krishnamurti , Bryan Wilder

Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem…

Machine Learning · Computer Science 2024-09-10 Soham Gadgil , Ian Covert , Su-In Lee