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Weighting estimators based on propensity scores are widely used for causal estimation in a variety of contexts, such as observational studies, marginal structural models and interference. They enjoy appealing theoretical properties such as…

Methodology · Statistics 2021-10-06 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , Xiao-Hua Zhou

We develop a novel approach to tackle the common but challenging problem of conformal inference for missing data in machine learning, focusing on Missing at Random (MAR) data. We propose a new procedure Conformal prediction for Missing data…

Methodology · Statistics 2025-10-22 Wenlu Tang , Hongni Wang , Xingcai Zhou , Bei Jiang , Linglong Kong

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

Econometrics · Economics 2025-01-28 Masahiro Kato

Generally speaking, the model training for recommender systems can be based on two types of data, namely explicit feedback and implicit feedback. Moreover, because of its general availability, we see wide adoption of implicit feedback data,…

Information Retrieval · Computer Science 2023-04-17 Yi Ren , Hongyan Tang , Jiangpeng Rong , Siwen Zhu

Learning to rank with biased click data is a well-known challenge. A variety of methods has been explored to debias click data for learning to rank such as click models, result interleaving and, more recently, the unbiased learning-to-rank…

Information Retrieval · Computer Science 2018-04-25 Qingyao Ai , Keping Bi , Cheng Luo , Jiafeng Guo , W. Bruce Croft

We study Off-Policy Evaluation (OPE) in contextual bandit settings with large action spaces. The benchmark estimators suffer from severe bias and variance tradeoffs. Parametric approaches suffer from bias due to difficulty specifying the…

Machine Learning · Statistics 2023-12-15 Tatsuhiro Shimizu , Laura Forastiere

Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…

Econometrics · Economics 2017-10-25 Pedro G. Fonseca , Hugo D. Lopes

Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…

Methodology · Statistics 2018-08-14 Heng Shu , Zhiqiang Tan

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…

Statistics Theory · Mathematics 2023-01-20 Zhexiao Lin , Fang Han

As Generative AI (GenAI) systems see growing adoption, a key concern involves the external validity of evaluations, or the extent to which they generalize from lab-based to real-world deployment conditions. Threats to the external validity…

Machine Learning · Computer Science 2026-03-03 Luke Guerdan , Justin Whitehouse , Kimberly Truong , Kenneth Holstein , Zhiwei Steven Wu

Analyzing classification model performance is a crucial task for machine learning practitioners. While practitioners often use count-based metrics derived from confusion matrices, like accuracy, many applications, such as weather…

Human-Computer Interaction · Computer Science 2022-07-29 Peter Xenopoulos , Joao Rulff , Luis Gustavo Nonato , Brian Barr , Claudio Silva

Calibration is a frequently invoked concept when useful label probability estimates are required on top of classification accuracy. A calibrated model is a function whose values correctly reflect underlying label probabilities. Calibration…

Machine Learning · Computer Science 2024-12-03 Alireza Torabian , Ruth Urner

This paper investigates the challenges of optimal online policy learning under missing data. State-of-the-art algorithms implicitly assume that rewards are always observable. I show that when rewards are missing at random, the Upper…

Econometrics · Economics 2025-07-29 Filippo Palomba

Offline evaluations of recommender systems attempt to estimate users' satisfaction with recommendations using static data from prior user interactions. These evaluations provide researchers and developers with first approximations of the…

Information Retrieval · Computer Science 2020-01-28 Mucun Tian , Michael D. Ekstrand

Recommender system usually faces popularity bias issues: from the data perspective, items exhibit uneven (long-tail) distribution on the interaction frequency; from the method perspective, collaborative filtering methods are prone to…

Information Retrieval · Computer Science 2021-05-14 Yang Zhang , Fuli Feng , Xiangnan He , Tianxin Wei , Chonggang Song , Guohui Ling , Yongdong Zhang

Calibration$\unicode{x2014}$the problem of ensuring that predicted probabilities align with observed class frequencies$\unicode{x2014}$is a basic desideratum for reliable prediction with machine learning systems. Calibration error is…

Machine Learning · Statistics 2026-03-02 Eugène Berta , Sacha Braun , David Holzmüller , Francis Bach , Michael I. Jordan

Data values in a dataset can be missing or anomalous due to mishandling or human error. Analysing data with missing values can create bias and affect the inferences. Several analysis methods, such as principle components analysis or…

Artificial Intelligence · Computer Science 2022-05-11 Sandeep Hans , Diptikalyan Saha , Aniya Aggarwal

Estimates of predictive uncertainty are important for accurate model-based planning and reinforcement learning. However, predictive uncertainties---especially ones derived from modern deep learning systems---can be inaccurate and impose a…

Machine Learning · Computer Science 2019-06-21 Ali Malik , Volodymyr Kuleshov , Jiaming Song , Danny Nemer , Harlan Seymour , Stefano Ermon

Double robustness is a major selling point of semiparametric and missing data methodology. Its virtues lie in protection against partial nuisance misspecification and asymptotic semiparametric efficiency under correct nuisance…

Methodology · Statistics 2026-05-28 Lorenzo Testa , Francesca Chiaromonte , Kathryn Roeder

Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…

Machine Learning · Computer Science 2024-06-24 Adam Fisch , Tommi Jaakkola , Regina Barzilay