Related papers: Off-policy estimation with adaptively collected da…
The Off-Policy Evaluation (OPE) problem consists of evaluating the performance of counterfactual policies with data collected by another one. To solve the OPE problem, we resort to estimators, which aim to estimate in the most accurate way…
We consider local kernel metric learning for off-policy evaluation (OPE) of deterministic policies in contextual bandits with continuous action spaces. Our work is motivated by practical scenarios where the target policy needs to be…
The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…
Off-policy evaluation (OPE) methods aim to estimate the value of a new reinforcement learning (RL) policy prior to deployment. Recent advances have shown that leveraging auxiliary datasets, such as those synthesized by generative models,…
Causal inference typically assumes centralized access to individual-level data. Yet, in practice, data are often decentralized across multiple sites, making centralization infeasible due to privacy, logistical, or legal constraints. We…
There has been a recent surge in statistical methods for handling the lack of adequate positivity when using inverse probability weights (IPW). However, these nascent developments have raised a number of questions. Thus, we demonstrate the…
In many settings, a decision-maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertisements, or emails to send to consumers, as…
Estimating the causal effects of interventions is crucial to policy and decision-making, yet outcome data are often missing or subject to non-standard measurement error. While ground-truth outcomes can sometimes be obtained through costly…
We study value adaptation in offline-to-online reinforcement learning under general function approximation. Starting from an imperfect offline pretrained $Q$-function, the learner aims to adapt it to the target environment using only a…
We consider off-policy evaluation (OPE) in contextual bandits with finite action space. Inverse Propensity Score (IPS) weighting is a widely used method for OPE due to its unbiased, but it suffers from significant variance when the action…
Observational data have been actively used to estimate treatment effect, driven by the growing availability of electronic health records (EHRs). However, EHRs typically consist of longitudinal records, often introducing time-dependent…
We consider the off-policy evaluation (OPE) problem in contextual bandits, where the goal is to estimate the value of a target policy using the data collected by a logging policy. Most popular approaches to the OPE are variants of the…
This paper studies offline reinforcement learning with linear function approximation in a setting with decision-theoretic, but not estimation sparsity. The structural restrictions of the data-generating process presume that the transitions…
Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…
Inverse Reinforcement Learning (IRL) is attractive in scenarios where reward engineering can be tedious. However, prior IRL algorithms use on-policy transitions, which require intensive sampling from the current policy for stable and…
This paper develops a sensitivity analysis framework that transfers the average total treatment effect (ATTE) from source data with a fully observed network to target data whose network is completely unknown. The ATTE represents the average…
The policy relevant treatment effect (PRTE) measures the average effect of switching from a status-quo policy to a counterfactual policy. Estimation of the PRTE involves estimation of multiple preliminary parameters, including propensity…
Adaptive experimentation under unknown network interference requires solving two coupled problems: (i) learning the underlying dynamics of interference among units and (ii) using these dynamics to inform treatment allocation in order to…
Network data have appeared frequently in recent research. For example, in comparing the effects of different types of treatment, network models have been proposed to improve the quality of estimation and hypothesis testing. In this paper,…
Randomized experiments are the gold standard for estimating treatment effects, yet network interference challenges the validity of traditional estimators by violating the stable unit treatment value assumption and introducing bias. While…