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We introduce a flexible parametric mixed effects model for correlated binary data, with parameters that can be directly interpreted as marginal odds ratios. This leads to a robust estimation equation with an optimal weighting matrix being…
Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…
Motivated by programmatic advertising optimization, we consider the task of sequentially allocating budget across a set of resources. At every time step, a feasible allocation is chosen and only a corresponding random return is observed.…
In this paper, we outline a principled approach to estimate an individualized treatment rule that is appropriate for data from observational studies where, in addition to treatment assignment not being independent of individual…
In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representation where outcomes depend on other units' treatment status…
Bipartite experiments arise in various fields, in which the treatments are randomized over one set of units, while the outcomes are measured over another separate set of units. However, existing methods often rely on strong model…
Many evaluation methods exist, each for a particular prediction task, and there are a number of prediction tasks commonly performed including classification and regression. In binarised regression, binary decisions are generated from a…
Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…
We consider the problem of learning how to optimally allocate treatments whose cost is uncertain and can vary with pre-treatment covariates. This setting may arise in medicine if we need to prioritize access to a scarce resource that…
Randomized trials balance all covariates on average and provide the gold standard for estimating treatment effects. Chance imbalances nevertheless exist more or less in realized treatment allocations and intrigue an important question: what…
Randomized experiments are the gold standard for estimating the causal effects of an intervention. In the simplest setting, each experimental unit is randomly assigned to receive treatment or control, and then the outcomes in each treatment…
We study a budgeted hyper-parameter tuning problem, where we optimize the tuning result under a hard resource constraint. We propose to solve it as a sequential decision making problem, such that we can use the partial training progress of…
Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…
Inverse classification is the process of manipulating an instance such that it is more likely to conform to a specific class. Past methods that address such a problem have shortcomings. Greedy methods make changes that are overly radical,…
The propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…
Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…
Recent work on policy learning from observational data has highlighted the importance of efficient policy evaluation and has proposed reductions to weighted (cost-sensitive) classification. But, efficient policy evaluation need not yield…
We present a new experimental design procedure that divides a set of experimental units into two groups in order to minimize error in estimating an additive treatment effect. One concern is minimizing error at the experimental design stage…
This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…
We consider the problem of expected cost analysis over nondeterministic probabilistic programs, which aims at automated methods for analyzing the resource-usage of such programs. Previous approaches for this problem could only handle…