Related papers: A Convex Framework for Confounding Robust Inferenc…
One of the fundamental challenges in drawing causal inferences from observational studies is that the assumption of no unmeasured confounding is not testable from observed data. Therefore, assessing sensitivity to this assumption's…
We study the policy evaluation problem in an online multi-reward multi-policy discounted setting, where multiple reward functions must be evaluated simultaneously for different policies. We adopt an $(\epsilon,\delta)$-PAC perspective to…
We present a method to analyze sensitivity of frequentist inferences to potential nonignorability of the missingness mechanism. Rather than starting from the selection model, as is typical in such analyses, we assume that the missingness…
Causal inference relies on the untestable assumption of no unmeasured confounding. Sensitivity analysis can be used to quantify the impact of unmeasured confounding on causal estimates. Among sensitivity analysis methods proposed in the…
A general framework with a series of different methods is proposed to improve the estimate of convex function (or functional) values when only noisy observations of the true input are available. Technically, our methods catch the bias…
This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to…
A common way to estimate an unknown convex regression function $f_0: \Omega \subset \mathbb{R}^d \rightarrow \mathbb{R}$ from a set of $n$ noisy observations is to fit a convex function that minimizes the sum of squared errors. However,…
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…
Assessing sensitivity to unmeasured confounding is an important step in observational studies, which typically estimate effects under the assumption that all confounders are measured. In this paper, we develop a sensitivity analysis…
We propose a formulation for nonlinear recurrent models that includes simple parametric models of recurrent neural networks as a special case. The proposed formulation leads to a natural estimator in the form of a convex program. We provide…
Having a perfect model to compute the optimal policy is often infeasible in reinforcement learning. It is important in high-stakes domains to quantify and manage risk induced by model uncertainties. Entropic risk measure is an exponential…
Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior policy to evaluate and learn new policies, is crucial in applications where experimentation is limited such as medicine. We study the estimation of…
Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…
Recommender systems often rely on observational user--item interaction data, which is prone to selection bias due to users' selective interactions with items. Inverse propensity weighting and doubly robust estimators effectively mitigate…
Adaptive experiment designs can dramatically improve statistical efficiency in randomized trials, but they also complicate statistical inference. For example, it is now well known that the sample mean is biased in adaptive trials.…
Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted estimator that is precise but may be heavily biased, or they…
We develop a method for computing policies in Markov decision processes with risk-sensitive measures subject to temporal logic constraints. Specifically, we use a particular risk-sensitive measure from cumulative prospect theory, which has…
Causal approaches to fairness have seen substantial recent interest, both from the machine learning community and from wider parties interested in ethical prediction algorithms. In no small part, this has been due to the fact that causal…
Causal inference from observational data is crucial for many disciplines such as medicine and economics. However, sharp bounds for causal effects under relaxations of the unconfoundedness assumption (causal sensitivity analysis) are subject…
Traditional reinforcement learning methods optimize agents without considering safety, potentially resulting in unintended consequences. In this paper, we propose an optimal actor-free policy that optimizes a risk-sensitive criterion based…