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We study the causal bandit problem when the causal graph is unknown and develop an efficient algorithm for finding the parent node of the reward node using atomic interventions. We derive the exact equation for the expected number of…

Machine Learning · Statistics 2023-06-09 Mikhail Konobeev , Jalal Etesami , Negar Kiyavash

We explore algorithms to select actions in the causal bandit setting where the learner can choose to intervene on a set of random variables related by a causal graph, and the learner sequentially chooses interventions and observes a sample…

Machine Learning · Computer Science 2023-06-14 Alan Malek , Virginia Aglietti , Silvia Chiappa

This paper studies the problem of designing an optimal sequence of interventions in a causal graphical model to minimize cumulative regret with respect to the best intervention in hindsight. This is, naturally, posed as a causal bandit…

Machine Learning · Statistics 2023-04-04 Burak Varici , Karthikeyan Shanmugam , Prasanna Sattigeri , Ali Tajer

The causal bandit problem seeks to identify, through sequential experimentation, an intervention that maximizes the expected reward in a causal system modeled by a directed acyclic graph (DAG). Existing methods typically assume that the…

Machine Learning · Computer Science 2026-04-07 Yijia Zhao , Qing Zhou

Causal knowledge about the relationships among decision variables and a reward variable in a bandit setting can accelerate the learning of an optimal decision. Current works often assume the causal graph is known, which may not always be…

Machine Learning · Statistics 2024-11-07 Muhammad Qasim Elahi , Mahsa Ghasemi , Murat Kocaoglu

Causal discovery aims to uncover cause-and-effect relationships encoded in causal graphs by leveraging observational, interventional data, or their combination. The majority of existing causal discovery methods are developed assuming…

Machine Learning · Computer Science 2024-06-25 Muhammad Qasim Elahi , Lai Wei , Murat Kocaoglu , Mahsa Ghasemi

Bandit is a framework for designing sequential experiments. In each experiment, a learner selects an arm $A \in \mathcal{A}$ and obtains an observation corresponding to $A$. Theoretically, the tight regret lower-bound for the general bandit…

In causal bandit problems, the action set consists of interventions on variables of a causal graph. Several researchers have recently studied such bandit problems and pointed out their practical applications. However, all existing works…

Machine Learning · Statistics 2021-11-11 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari

Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…

Machine Learning · Computer Science 2020-12-15 Vineet Nair , Vishakha Patil , Gaurav Sinha

Designing causal bandit algorithms depends on two central categories of assumptions: (i) the extent of information about the underlying causal graphs and (ii) the extent of information about interventional statistical models. There have…

Machine Learning · Statistics 2024-11-05 Zirui Yan , Ali Tajer

The Causal Bandit is a variant of the classic Bandit problem where an agent must identify the best action in a sequential decision-making process, where the reward distribution of the actions displays a non-trivial dependence structure that…

Artificial Intelligence · Computer Science 2022-09-30 Arnoud A. W. M. de Kroon , Danielle Belgrave , Joris M. Mooij

We study the problem of learning 'good' interventions in a stochastic environment modeled by its underlying causal graph. Good interventions refer to interventions that maximize rewards. Specifically, we consider the setting of a…

Machine Learning · Computer Science 2024-01-17 Fateme Jamshidi , Jalal Etesami , Negar Kiyavash

Causal knowledge can be used to support decision-making problems. This has been recognized in the causal bandits literature, where a causal (multi-armed) bandit is characterized by a causal graphical model and a target variable. The arms…

Machine Learning · Computer Science 2025-10-14 Francisco N. F. Q. Simoes , Itai Feigenbaum , Mehdi Dastani , Thijs van Ommen

We consider the problem of learning causal networks with interventions, when each intervention is limited in size under Pearl's Structural Equation Model with independent errors (SEM-IE). The objective is to minimize the number of…

Artificial Intelligence · Computer Science 2015-11-03 Karthikeyan Shanmugam , Murat Kocaoglu , Alexandros G. Dimakis , Sriram Vishwanath

The combinatorial pure exploration of causal bandits is the following online learning task: given a causal graph with unknown causal inference distributions, in each round we choose a subset of variables to intervene or do no intervention,…

Machine Learning · Computer Science 2023-03-15 Nuoya Xiong , Wei Chen

In a sequential decision-making problem, having a structural dependency amongst the reward distributions associated with the arms makes it challenging to identify a subset of alternatives that guarantees the optimal collective outcome.…

Machine Learning · Computer Science 2022-12-27 Behzad Nourani-Koliji , Saeed Ghoorchian , Setareh Maghsudi

We study the causal bandit problem that entails identifying a near-optimal intervention from a specified set $A$ of (possibly non-atomic) interventions over a given causal graph. Here, an optimal intervention in ${A}$ is one that maximizes…

Machine Learning · Computer Science 2023-05-09 Ayush Sawarni , Rahul Madhavan , Gaurav Sinha , Siddharth Barman

Several sampling algorithms with variance reduction have been proposed for accelerating the training of Graph Convolution Networks (GCNs). However, due to the intractable computation of optimal sampling distribution, these sampling…

Machine Learning · Computer Science 2020-06-12 Ziqi Liu , Zhengwei Wu , Zhiqiang Zhang , Jun Zhou , Shuang Yang , Le Song , Yuan Qi

Causal discovery is a fundamental problem with applications spanning various areas in science and engineering. It is well understood that solely using observational data, one can only orient the causal graph up to its Markov equivalence…

Machine Learning · Computer Science 2024-10-29 Zihan Zhou , Muhammad Qasim Elahi , Murat Kocaoglu

We study the problem of determining the best intervention in a Causal Bayesian Network (CBN) specified only by its causal graph. We model this as a stochastic multi-armed bandit (MAB) problem with side-information, where the interventions…

Machine Learning · Computer Science 2022-05-20 Aurghya Maiti , Vineet Nair , Gaurav Sinha
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