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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

A straightforward application of semi-supervised machine learning to the problem of treatment effect estimation would be to consider data as "unlabeled" if treatment assignment and covariates are observed but outcomes are unobserved.…

Methodology · Statistics 2020-09-15 Andrew Herren , P. Richard Hahn

We study the problem of a decision maker who must provide the best possible treatment recommendation based on an experiment. The desirability of the outcome distribution resulting from the policy recommendation is measured through a…

Econometrics · Economics 2022-04-06 Anders Bredahl Kock , David Preinerstorfer , Bezirgen Veliyev

Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…

Machine Learning · Computer Science 2024-10-18 Christopher Tran , Keith Burghardt , Kristina Lerman , Elena Zheleva

Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main…

Machine Learning · Computer Science 2018-10-23 John Schulman , Philipp Moritz , Sergey Levine , Michael Jordan , Pieter Abbeel

Choosing optimal (or at least better) policies is an important problem in domains from medicine to education to finance and many others. One approach to this problem is through controlled experiments/trials - but controlled experiments are…

Artificial Intelligence · Computer Science 2018-02-26 Onur Atan , William R. Zame , M van der Schaar

The goal of policy learning is to train a policy function that recommends a treatment given covariates to maximize population welfare. There are two major approaches in policy learning: the empirical welfare maximization (EWM) approach and…

Machine Learning · Statistics 2025-11-06 Masahiro Kato

We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves…

Optimization and Control · Mathematics 2016-04-04 Jake Bouvrie , Boumediene Hamzi

The choice of making an intervention depends on its potential benefit or harm in comparison to alternatives. Estimating the likely outcome of alternatives from observational data is a challenging problem as all outcomes are never observed,…

Machine Learning · Statistics 2020-02-18 Yao Zhang , Alexis Bellot , Mihaela van der Schaar

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

Causal machine learning methods can be used to search for treatment effect heterogeneity in high-dimensional datasets even where we lack a strong enough theoretical framework to select variables or make parametric assumptions about data.…

General Economics · Economics 2024-04-01 Patrick Rehill , Nicholas Biddle

Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

Machine Learning · Computer Science 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

This paper studies identification and inference of the welfare gain that results from switching from one policy (such as the status quo policy) to another policy. The welfare gain is not point identified in general when data are obtained…

Econometrics · Economics 2022-07-12 Undral Byambadalai

In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…

Machine Learning · Computer Science 2020-12-22 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

We study treatment effect modifiers for causal analysis in a social network, where neighbors' characteristics or network structure may affect the outcome of a unit, and the goal is to identify sub-populations with varying treatment effects…

Social and Information Networks · Computer Science 2021-11-09 Amir Gilad , Harsh Parikh , Sudeepa Roy , Babak Salimi

Policy gradient methods have shown success in learning control policies for high-dimensional dynamical systems. Their biggest downside is the amount of exploration they require before yielding high-performing policies. In a lifelong…

Machine Learning · Computer Science 2020-10-23 Jorge A. Mendez , Boyu Wang , Eric Eaton

Model-based reinforcement learning algorithms that combine model-based planning and learned value/policy prior have gained significant recognition for their high data efficiency and superior performance in continuous control. However, we…

Machine Learning · Computer Science 2025-02-07 Haotian Lin , Pengcheng Wang , Jeff Schneider , Guanya Shi

The paper presents a complete pipeline for learning continuous motion control policies for a mobile robot when only a non-differentiable physics simulator of robot-terrain interactions is available. The multi-modal state estimation of the…

Robotics · Computer Science 2022-06-22 Martin Pecka , Karel Zimmermann , Matěj Petrlík , Tomáš Svoboda

Decades of research in machine learning have given us powerful tools for making accurate predictions. But when used in social settings and on human inputs, better accuracy does not immediately translate to better social outcomes. To…

Machine Learning · Computer Science 2026-05-13 Nir Rosenfeld , Haifeng Xu

We study the problem of estimating the effect function for a continuous treatment, which maps each treatment value to a population-averaged outcome. A central challenge in this setting is confounding: treatment assignment often depends on…

Methodology · Statistics 2026-05-29 Seok-Jin Kim , Kaizheng Wang