Related papers: RHALE: Robust and Heterogeneity-aware Accumulated …
We study the problem of estimating the distribution of the return of a policy using an offline dataset that is not generated from the policy, i.e., distributional offline policy evaluation (OPE). We propose an algorithm called Fitted…
Automated feature engineering (AFE) enables AI systems to autonomously construct high-utility representations from raw tabular data. However, existing AFE methods rely on statistical heuristics, yielding brittle features that fail under…
Heterogeneous treatment effects (HTEs) are increasingly estimated using machine learning models that produce highly personalized predictions of treatment effects. In practice, however, predicted treatment effects are rarely interpreted,…
Heterogeneous effect estimation plays a crucial role in causal inference, with applications across medicine and social science. Many methods for estimating conditional average treatment effects (CATEs) have been proposed in recent years,…
Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…
This paper develops a unified framework for partial identification and inference in stratified experiments with attrition, accommodating both equal and heterogeneous treatment shares across strata. For equal-share designs, we apply recent…
In certain privacy-sensitive scenarios within fields such as clinical trial simulations, federated learning, and distributed learning, researchers often face the challenge of estimating correlations between variables without access to…
Improving sample efficiency is central to Reinforcement Learning (RL), especially in environments where the rewards are sparse. Some recent approaches have proposed to specify reward functions as manually designed or learned reward…
The paper proposes an estimator to make inference of heterogeneous treatment effects sorted by impact groups (GATES) for non-randomised experiments. The groups can be understood as a broader aggregation of the conditional average treatment…
Inferring the heterogeneous treatment effect is a fundamental problem in the sciences and commercial applications. In this paper, we focus on estimating Conditional Average Treatment Effect (CATE), that is, the difference in the conditional…
Federated learning (FL) was recently proposed to securely train models with data held over multiple locations (``clients'') under the coordination of a central server. Prolonged training times caused by slow clients may hinder the…
Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the maximum likelihood estimator (MLE) for logistic regression,…
In multi-site randomized trials with many sites and few randomization units per site, an Empirical-Bayes estimator can be used to estimate the variance of the treatment effect across sites. When this estimator indicates that treatment…
Due to the fast-growing volume of text documents and reviews in recent years, current analyzing techniques are not competent enough to meet the users' needs. Using feature selection techniques not only support to understand data better but…
We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…
Mixed-effect models are very popular for analyzing data with a hierarchical structure, e.g. repeated observations within subjects in a longitudinal design, patients nested within centers in a multicenter design. However, recently, due to…
A notable challenge of leveraging Electronic Health Records (EHR) for treatment effect assessment is the lack of precise information on important clinical variables, including the treatment received and the response. Both treatment…
While significant progress has been made in heterogeneous treatment effect (HTE) estimation, the evaluation of HTE estimators remains underdeveloped. In this article, we propose a robust evaluation framework based on relative error, which…
We study maximum likelihood estimation (MLE) in the generalized group orbit recovery model, where each observation is generated by applying a random group action and a known, fixed linear operator to an unknown signal, followed by additive…
When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers must investigate when the treatments do and…