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The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

Machine Learning · Computer Science 2020-10-27 Masahiro Kato , Yusuke Kaneko

We consider the problem of repeatedly choosing policies to maximize social welfare. Welfare is a weighted sum of private utility and public revenue. Earlier outcomes inform later policies. Utility is not observed, but indirectly inferred.…

Econometrics · Economics 2024-07-30 Nicolo Cesa-Bianchi , Roberto Colomboni , Maximilian Kasy

We introduce an algorithm for identifying interpretable subgroups with elevated treatment effects, given an estimate of individual or conditional average treatment effects (CATE). Subgroups are characterized by ``rule sets'' --…

Machine Learning · Statistics 2025-07-15 Albert Chiu

Online collaborative medical prediction platforms offer convenience and real-time feedback by leveraging massive electronic health records. However, growing concerns about privacy and low prediction quality can deter patient participation…

Machine Learning · Computer Science 2025-07-16 Shao-Bo Lin , Xiaotong Liu , Yao Wang

Understanding treatment effect heterogeneity is crucial for reliable decision-making in treatment evaluation and selection. The conditional average treatment effect (CATE) is widely used to capture treatment effect heterogeneity induced by…

Methodology · Statistics 2026-04-14 Peng Wu , Peng Ding , Zhi Geng , Yue Liu

We propose to analyse the conditional distributional treatment effect (CoDiTE), which, in contrast to the more common conditional average treatment effect (CATE), is designed to encode a treatment's distributional aspects beyond the mean.…

Machine Learning · Statistics 2021-06-11 Junhyung Park , Uri Shalit , Bernhard Schölkopf , Krikamol Muandet

Background: In the context of ongoing debate over data confidentiality versus shared use of research data, as raised following the new EU General Data Protection Regulation, we seek to find alternate techniques that can balance these two…

Applications · Statistics 2016-06-20 Paramita Saha-Chaudhuri , Clarice Weinberg

Conditional average treatment effects (CATEs) are increasingly estimated from observational data and used to guide policy and individualized treatment decisions. Before such estimates can be trusted in practice, their predictive fitness…

Methodology · Statistics 2026-05-21 Bosen Cui , Yuhong Yang

We study the problem of experiment planning with function approximation in contextual bandit problems. In settings where there is a significant overhead to deploying adaptive algorithms -- for example, when the execution of the data…

Machine Learning · Computer Science 2024-01-11 Aldo Pacchiano , Jonathan N. Lee , Emma Brunskill

Best Arm Identification (BAI) problems are progressively used for data-sensitive applications, such as designing adaptive clinical trials, tuning hyper-parameters, and conducting user studies. Motivated by the data privacy concerns invoked…

Machine Learning · Statistics 2026-04-09 Achraf Azize , Marc Jourdan , Aymen Al Marjani , Debabrota Basu

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

Machine Learning · Computer Science 2026-05-12 Ahmet Zahid Balcıoğlu , Newton Mwai , Emil Carlsson , Fredrik D. Johansson

The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

Machine Learning · Statistics 2025-03-17 Kevin Li , Eric Laber

Multi-armed bandit algorithms have been argued for decades as useful for adaptively randomized experiments. In such experiments, an algorithm varies which arms (e.g. alternative interventions to help students learn) are assigned to…

Machine Learning · Computer Science 2021-03-29 Joseph Jay Williams , Jacob Nogas , Nina Deliu , Hammad Shaikh , Sofia S. Villar , Audrey Durand , Anna Rafferty

Static supervised learning-in which experimental data serves as a training sample for the estimation of an optimal treatment assignment policy-is a commonly assumed framework of policy learning. An arguably more realistic but challenging…

Econometrics · Economics 2024-09-04 Toru Kitagawa , Jeff Rowley

Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

Machine Learning · Statistics 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

The Private Aggregation of Teacher Ensembles (PATE) is an important private machine learning framework. It combines multiple learning models used as teachers for a student model that learns to predict an output chosen by noisy voting among…

Machine Learning · Computer Science 2021-09-20 Cuong Tran , My H. Dinh , Kyle Beiter , Ferdinando Fioretto

This study addresses the challenge of estimating average treatment effects (ATEs) for advertising campaigns in online marketplaces where complete randomized experimentation is infeasible. We propose two key innovations: (1) a shrinkage…

Methodology · Statistics 2026-04-01 Yen-Chun Liu , Alexander Volfovsky , German Schnaidt , Cristobal Garib , Eric Laber

Since the average treatment effect (ATE) measures the change in social welfare, even if positive, there is a risk of negative effect on, say, some 10% of the population. Assessing such risk is difficult, however, because any one individual…

Methodology · Statistics 2022-07-20 Nathan Kallus

The multi-agent linear bandit setting is a well-known setting for which designing efficient collaboration between agents remains challenging. This paper studies the impact of data sharing among agents on regret minimization. Unlike most…

Machine Learning · Computer Science 2025-05-28 Hamza Cherkaoui , Merwan Barlier , Igor Colin