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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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21416282 · Jun 202019922001200920172026
48 results for confounded bandit

New method tackles confounded bandit problems with dual instrumental variables.

problem Confounded contextual bandit problems where noise affects both contexts and rewards.
method Dual instrumental variable regression applied to reproducing kernel Hilbert spaces.
result Near-optimal convergence rate and computationally efficient algorithms proved.

A new algorithm CAP learns optimal policies from observational data with confounding bias and missing observations.

problem Offline contextual bandit with confounding bias and missing observations.
method CAP policy learning, forming reward function as solution of integral equation system, building confidence set, and greedily taking action with pessimism.
result Developed an upper bound to the suboptimality of CAP for the offline contextual bandit problem.

DFPV improves PCL for confounded bandit policy evaluation.

problem Estimating causal effects in confounded settings with high-dimensional data.
method Deep feature proxy variable method (DFPV) for high-dimensional, nonlinear relationships.
result DFPV outperforms state-of-the-art methods on synthetic benchmarks and confounded bandit problems.

The paper tackles bandit problems with biased offline data by using causal methods.

problem Improving bandit algorithms with biased offline data that includes confounding and selection biases.
method Formalizes the problem from a causal perspective, categorizes biases, and derives robust bounds for each arm.
result Causal bounds can guide the bandit agent to learn a nearly-optimal decision policy and consistently reduce asymptotic regret.

Motivated by online recommendation and advertising systems, we consider a causal model for stochastic contextual bandits with a latent low-dimensional confounder. In our model, there are LL observed contexts and KK arms of the bandit. The observed context influences the reward obtained through a latent confounder var…

2016-06-01abs ↗pdf ↗

New algorithm learns causal graph to minimize regret in bandits without full structure.

problem Learning optimal decisions in bandits with unknown causal graph and latent confounders.
method Two-stage approach: first learns ancestors and necessary confounders, second applies standard bandit algorithm.
result No full causal structure needed for optimal decisions; only necessary confounders are crucial.

Sharp policy value estimation for contextual bandits with unobserved confounders.

problem Estimating policy value under unobserved confounders with sensitivity analysis.
method Kernel method to approximate conditional moment constraints, leveraging f-divergence.
result Sharp lower bound of policy value, avoiding coarse relaxation of uncertainty set.

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear action-independent term. We design new algorithms that achieve O~(dT)\tilde{O}(d\sqrt{T}) regret …

2018-03-12abs ↗pdf ↗

Evaluating novel contextual bandit policies using logged data is crucial in applications where exploration is costly, such as medicine. But it usually relies on the assumption of no unobserved confounders, which is bound to fail in practice. We study the question of policy evaluation when we instead have proxies for th…

2019-08-06abs ↗pdf ↗

Bayesian bandits misspecification affects UX optimization, revealing new models.

problem Misspecification of value models in Bayesian bandits impacts UX optimization.
method Formulated UXO as a restless, sleeping bandit with unobserved confounders and optional stopping. Provided model extensions to address misspecifications.
result Common misspecifications lead to sub-optimal rewards, demonstrating overdispersion's effects on bandit performance.

Applying causal inference models in areas such as economics, healthcare and marketing receives great interest from the machine learning community. In particular, estimating the individual-treatment-effect (ITE) in settings such as precision medicine and targeted advertising has peaked in application. Optimising this IT…

2019-10-16abs ↗pdf ↗

We study a variant of the bandit problem where side information in the form of bounds on the mean of each arm is provided. We prove that these translate to tighter estimates of subgaussian factors and develop novel algorithms that exploit these estimates. In the linear setting, we present the Restricted-set OFUL (R-OFU…

2020-02-19abs ↗pdf ↗

The paper proposes a method to precisely decompose confounders and estimate treatment effects.

problem Estimating treatment effects from observational data with confounder identification and balancing.
method Learning decomposed representations to identify and balance confounders and non-confounders.
result The method achieves more precise treatment effect estimation than existing methods.

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single treatment. In this work, we construct techniques for estimation with multiple treat…

2018-05-21abs ↗pdf ↗

Detect hidden confounding in observational data using multiple environments.

problem Detect hidden confounding in observational data.
method Theoretical framework and simulation studies to test for hidden confounding.
result The proposed procedure correctly predicts hidden confounding, especially when bias is large.

Machine learning confound removal biases results, leading to misleading predictions.

problem Common confound removal methods in machine learning lead to misleading predictions.
method Featurewise removal of confound variance by linear regression before applying ML.
result This common deconfounding approach can leak information, amplifying null or moderate effects.

KRCD detects unobserved confounders in nonlinear observational data.

problem Detecting unobserved confounders in nonlinear observational studies.
method Kernel Regression Confounder Detection (KRCD) using reproducing kernel Hilbert spaces.
result KRCD outperforms existing methods and achieves superior computational efficiency.

Study identifies conditions for proxy adjustment in confounded binary treatment outcomes.

problem Average causal effect estimation with a non-differentially mismeasured binary confounder.
method Identifies conditions for proxy adjustment in the presence of a non-differentially mismeasured binary confounder.
result Adjusting for a non-differentially mismeasured binary proxy can improve estimation of the average causal effect.

New method estimates policy performance under unobserved confounding.

problem Estimating policy performance when decisions depend on unobserved variables.
method Developed worst-case bounds for robust OPE under unobserved confounding.
result Efficient procedure for computing worst-case bounds, proving statistical consistency.

Consistent estimator derived for confounding strength in observational data.

problem Estimating confounding strength in observational data is challenging due to unobserved confounders.
method Derived and adapted a consistent estimator using tools from random matrix theory.
result The original estimator is not consistent, but an adapted one is.

A new method uses randomized trials to estimate the strength of unobserved confounding.

problem Unobserved confounding compromises causal conclusions from non-randomized studies.
method Designs a statistical test to detect unobserved confounding strength and estimates a lower bound.
result Estimates an asymptotically valid lower bound on unobserved confounding strength.

Proposes tests to control confounding bias in predictive models.

problem Lack of non-parametric tests for confounding bias in predictive modeling.
method Partial and full confounder tests for probing null hypotheses of unconfounded and fully confounded models.
result Reveals previously unreported or hard-to-correct confounders in machine learning models.

New methods prioritize acquiring confounding features for efficient treatment effect estimation.

problem Efficient treatment effect estimation from observational data with missing confounding information.
method Proposes two acquisition strategies: covariate balancing and reducing factual outcome error.
result Our proposed methods, especially reducing factual outcome error, improve sample efficiency for treatment effect estimation.

Valid causal inference with unobserved confounding in high-dimensional settings.

problem Estimating causal effects with unobserved confounders in high-dimensional data.
method Proposes methods to estimate causal effects with valid confidence intervals in the presence of unobserved confounders and high-dimensional nuisance models.
result Valid semiparametric inference can be obtained with unobserved confounding, and uncertainty intervals are proposed.

Spectral deconfounding improves machine learning models by reducing hidden confounding effects.

problem Machine learning models can be misled by hidden confounders, leading to unreliable predictions.
method Develops a nonlinear spectral deconfounding framework for gradient boosting that modifies boosting dynamics to slow down in confounding-aligned directions.
result Spectrally deconfounded boosting improves estimation of the target function under hidden confounding and is more scalable.

We propose a method for inferring the existence of a latent common cause ('confounder') of two observed random variables. The method assumes that the two effects of the confounder are (possibly nonlinear) functions of the confounder plus independent, additive noise. We discuss under which conditions the model is identi…

2012-05-09abs ↗pdf ↗

Estimates causal effects with selection bias and confounding using regression.

problem Estimating causal effects in presence of selection bias and confounding.
method Two-step regression estimator (TSR) that corrects for selection bias and accounts for confounding.
result TSR estimator reduces variance and is validated in simulations.

Paper tackles backwards-compatible data adaptation for confounded covariate and label shifts.

problem Adapt covariates to predict labels confounded with covariate shifts.
method Proposes confounded shift framework based on minimizing divergence between source and target conditional distributions, conditioning on confounders.
result Demonstrates approach on synthetic and real datasets, achieving backwards-compatible data adaptation.

Deep CITs test conditional independence in images, improving brain MRI scan analysis.

problem Testing conditional independence in complex, high-dimensional variables like images.
method Combines embedding maps and nonparametric CITs for feature representations.
result Valid DNCITs for brain MRI scans and behavioral traits, confirming null results.

Proposes DSW for unbiased ITE estimation with dynamic confounders.

problem Estimating ITE from dynamic observational data with time-varying confounders.
method Deep Sequential Weighting (DSW) infers hidden confounders using current treatment assignments and historical information.
result DSW generates unbiased and accurate treatment effects.

Paper uses Gaussian processes to handle shared latent confounders in causal inference.

problem Bias in causal effect estimates due to shared latent confounders.
method Hierarchical Bayesian model, Gaussian processes with structured latent confounders (GP-SLC), Monte Carlo inference algorithm.
result GP-SLC provides accurate estimates of individual treatment effects with minimal assumptions.