Develops a method to learn optimal timing of treatments from observational data.
problem Choosing the right time to start treatments in dynamic decision-making problems.
method Advantage Doubly Robust Estimator for dynamic treatment rules under sequential ignorability.
result Proves welfare regret bounds and shows promising empirical performance.
Introduces recency bias to improve time-series forecasting.
problem Lack of recency bias in standard Transformer attention for time-series data.
method Reweights attention scores with a smooth heavy-tailed decay to emphasize nearby observations.
result Recency-biased attention consistently improves sequential modeling and achieves competitive performance on time-series forecasting benchmarks.
Detects harmful distribution shifts in deployed models without false alarms.
problem Detecting harmful distribution shifts in deployed models without false alarms.
method Sequential tools for testing if the difference between source and target distributions leads to a significant increase in a risk function.
result Demonstrated the efficacy of the proposed framework through extensive empirical studies.
New model accounts for sequential dependence in LLM reliability.
problem Uncertainty in LLM reliability assessment due to sequential interactions.
method Extended Bayesian framework with Hidden Markov Model for sequential dependence.
result Ignoring sequential dependence leads to overconfident reliability estimates.
Proposes new method to handle hidden confounders in causal mediation analysis.
problem Break down total effect of treatment on outcome through different causal pathways.
method Combines proxy strategies and deep learning to uncover latent variables and estimate causal effects.
result Validated effectiveness of the proposed method for causal fairness analysis.
This paper optimizes multi-channel sequential advertising to maximize cumulative revenue.
problem Maximizing cumulative revenue in multi-channel sequential advertising under a budget constraint.
method Formulated as a dynamic knapsack problem, proposed a bilevel optimization framework with action space reduction.
result Significantly improved cumulative revenue compared to state-of-the-art baselines.
It has recently been shown that if feedback effects of decisions are ignored, then imposing fairness constraints such as demographic parity or equality of opportunity can actually exacerbate unfairness. We propose to address this challenge by modeling feedback effects as Markov decision processes (MDPs). First, we prop…
The ultimate goal of optimization is to find the minimizer of a target function.However, typical criteria for active optimization often ignore the uncertainty about the minimizer. We propose a novel criterion for global optimization and an associated sequential active learning strategy using Gaussian processes.Our crit…
New method for robust policy evaluation in offline reinforcement learning with sequentially exogenous unobserved confounders.
problem Offline reinforcement learning in domains with unobserved confounders.
method Orthogonalized robust fitted-Q-iteration with closed-form solutions and bias-correction.
result Effective in simulations and real-world data, improving robustness and computational ease.
Variable selection for optimal treatment regime in a clinical trial or an observational study is getting more attention. Most existing variable selection techniques focused on selecting variables that are important for prediction, therefore some variables that are poor in prediction but are critical for decision-making…
Adaptive Bayesian Optimization for resource-constrained experiments with switching costs.
problem Sequential experimental design with varying costs for changing design variables.
method Adapted batch algorithms to sequential problem, proposing cost-aware and cost-ignorant methods.
result Cost-aware algorithm outperforms tuned process-constrained algorithms in all settings considered.
SIXO improves inference by learning smoothing distributions from all observations.
problem Inference limitations due to ignoring future observations in filtering distributions.
method Density ratio estimation to warp filtering distributions into smoothing distributions, then use SMC with learned targets.
result Proves tighter log marginal lower bounds and more accurate inferences and estimates.
Research shows continual learning challenges in confounded datasets.
problem Challenges in mitigating confounders in continual learning settings.
method Formal description of continual confounders, construction of ConCon dataset.
result Standard continual learning methods fail to ignore confounders.
Non-normal RNNs outperform orthogonal ones in sequential tasks.
problem Vanishing/exploding gradients in RNNs training.
method Investigate non-normal RNNs with non-normal recurrent connectivity matrix.
result Non-normal RNNs outperform orthogonal ones in various benchmarks.
Framework for deferring decisions to experts in sequential medical settings.
problem Myopic and non-adaptive decision-making by ML models in sequential medical contexts.
method Sequential Learning-to-Defer (SLTD) framework using model-based reinforcement learning.
result Adaptive deferral policy improves trade-off between long-term outcomes and deferral frequency.
Proposes a new model for online anomaly detection in multivariate time series.
problem Inaccurate anomaly detection in multivariate time series due to spurious correlations and lack of temporal causality.
method Clusters channels based on correlations, embeds each cluster, and integrates information through a causal mixer while maintaining temporal causality.
result Consistently superior performance across six public benchmark datasets.
This paper proposes a method to evaluate policies using quantile metrics, improving upon existing mean-based approaches.
problem Evaluating policies using mean-based metrics ignores the variability of outcomes, especially in skewed reward distributions.
method The paper introduces a doubly-robust inference procedure for quantile off-policy evaluation using deep conditional generative learning.
result The proposed estimator outperforms classical OPE estimators for mean outcomes in heavy-tailed reward distributions.
Improves Bayesian optimization for multi-fidelity functions.
problem Inefficient estimation of black-box functions due to ignored or oversimplified correlations between fidelities.
method Proposes DNN-MFBO using deep neural networks to capture complex relationships between fidelities.
result Shows significant improvement in optimization performance on synthetic and real-world datasets.
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.
ASVs incorporate causal knowledge into AI explainability.
problem AI explainability and fairness in models.
method Introduces Asymmetric Shapley values (ASVs) to incorporate causal structure.
result ASVs improve model explanations, detect unfair discrimination, and support feature selection.
Dynamic model clusters interactions over time, improving prediction.
problem Sparse, evolving interaction graphs with temporal dynamics.
method Structured, nonparametric edge-exchangeable model for dynamic clustering.
result Improved predictive performance compared to static models.
Estimates disease prevalence using non-ignorable missing data in health surveys.
problem Estimating disease prevalence in non-representative samples with non-ignorable missing data.
method Connects auxiliary proxy variable framework to label shift setting, uses high-dimensional covariates without generative models.
result Fails to account for non-ignorable missingness can lead to significant misestimations.
FLOPART solves peak detection by creating accurate train and test set predictions.
problem Correctly detecting peaks in sequential data.
method Dynamic programming changepoint algorithm with zero train label errors.
result FLOPART provides highly accurate predictions on both train and test sets.
A new feature selection method using attention for neural networks.
problem Feature selection for neural networks with a budget constraint.
method Sequential Attention: greedy forward selection with attention weights.
result Achieves state-of-the-art results for neural networks.
Surrogate model construction for vector-valued outputs
problem Improving surrogate model accuracy and stability for complex engineering systems
method Adaptive sequential sampling for polynomial chaos expansion
result Improves surrogate accuracy and stability
Structural-Jump-LSTM speeds up reading by skipping and jumping text.
problem Sequential inference in RNNs makes reading time linearly dependent on input length.
method Introduces a novel LSTM model with agents for skipping and jumping text.
result Structural-Jump-LSTM achieves best FLOP reduction and maintains or improves accuracy.
HYPA-DBGNN detects anomalous sequential patterns in temporal graphs.
problem Modeling temporal patterns in dynamic graphs, especially considering deviations from random shuffling.
method Two-step approach combining null model inference and neural message passing.
result HYPA-DBGNN outperforms baseline methods in static node classification tasks.
RL learns to ignore factors in factor investing portfolios.
problem Combining factor investing and reinforcement learning for optimal portfolio allocation.
method RL agent learns through sequential allocations based on firms' characteristics using Dirichlet distributions.
result RL-based portfolios are very close to equally-weighted allocations, indicating agnostic factor learning.
New algorithms discover and utilize 'voids' in data to improve machine learning models.
problem Improving machine learning models by considering the unknown aspects of data.
method Developed algorithms to discover and utilize 'voids' in data, creating ignorance-aware prototypes.
result Improved performance of nearest neighbor classifiers through ignorance-aware prototype selection.
The paper clarifies the distinction between CATE and ITE under ignorability assumptions.
problem Confusion between CATE and ITE hinders personalized effect estimation.
method Clarifies the distinction between CATE and ITE under ignorability assumptions.
result CATE and ITE are not necessarily the same under ignorability assumptions.
Efficiently models tree-like data with coupled branches using HMMs.
problem Modeling sequential data with coupled branches in biological systems.
method Developed a dynamic programming algorithm for tree-based HMMs with coupled branches.
result Efficiently solves likelihood, decoding, and parameter learning problems for tree-based HMMs with coupled branches.
Study on information cascade fragility under mismatched revealing probabilities.
problem Analyzing the fragility of information cascades in decision-making processes with imperfect knowledge of revealing probabilities.
method Examined sequential decision-making models with players having private information and imitating previous decisions. Studied the effect of a mismatch between players' beliefs and actual revealing probabilities.
result Derived closed-form expressions for optimal learning rates and identified phase transitions in the behavior of asymptotic learning rates.
DD-VAE uses deterministic decoding for better latent code utilization in discrete data.
problem Inflexible decoders in VAEs lead to poor utilization of latent codes in discrete data.
method Proposed DD-VAE with deterministic decoding and new proposal distributions.
result DD-VAE improves latent code utilization and structure of learned manifold.
Method learns optimal treatment sequences from observational data.
problem Optimal dynamic treatment regimes for public policies and medical interventions.
method Doubly robust classification-based approach via backward induction.
result Achieves optimal convergence rate of n^(-1/2) for welfare regret.
Paper proposes methods for estimating partially ranked data with graph regularization.
problem Estimating parameters for partially ranked data with missing data.
method Graph regularization in conjunction with Expectation-Maximization algorithm.
result The proposed estimators work well under non-ignorable missing mechanisms.
Estimates CATE under hidden confounding, accounting for bias and ignorance.
problem Learning CATE from high-dimensional data with unobserved confounders introduces bias and ignorance.
method Parametric interval estimator that accounts for hidden confounding and underrepresented samples.
result Estimator converges to tight bounds on CATE when there may be unobserved confounding.
Proposes a VAE with a discrete bottleneck for better text generation.
problem VAEs struggle with latent variable auto-regressive decoding in text generation.
method Introduces a discretized bottleneck to enforce latent feature matching in a compact space.
result Demonstrates improved text generation capabilities across various tasks.
In this semi-tutorial paper, we first review the information-theoretic approach to account for the computational costs incurred during the search for optimal actions in a sequential decision-making problem. The traditional (MDP) framework ignores computational limitations while searching for optimal policies, essential…
Proposes a novel framework for multi-label text classification.
problem Lack of coherent consideration of non-consecutive and long-distance semantics and hierarchical relations among labels.
method Hierarchical taxonomy-aware and attentional graph capsule recurrent CNNs framework.
result Significantly improves multi-label text classification performance.
Noise-ignorant empirical risk minimization achieves state-of-the-art performance on noisy data.
problem Learning with noisy labels in multi-class classification problems.
method Introducing relative signal strength (RSS) to quantify transferability and applying Noise Ignorant Empirical Risk Minimization (NI-ERM).
result NI-ERM achieves state-of-the-art performance on CIFAR-N data challenge.
Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep learning models have become more common, RNNs have been used to forecast increasingl…
Efficiently optimizes expensive functions with multi-step lookahead using one-shot optimization.
problem Optimizing expensive functions with long-term impacts using myopic approaches.
method Formulated as nested optimization problems within a multi-step scenario tree, optimized in one-shot fashion.
result Multi-step expected improvement is computationally tractable and outperforms existing methods.
We examine optimal execution models that take into account both market microstructure impact and informational costs. Informational footprint is related to order flow and is represented by the trader's influence on the flow imbalance process, while microstructure influence is captured by instantaneous price impact. We …
This paper proposes a new method to fairly value data in federated learning.
problem Fairly valuing decentralized data contributions in federated learning.
method Variant of Shapley value (federated Shapley value) that is efficient and respects the order of data contributions.
result The federated Shapley value can reflect the real utility of data sources and enhance system robustness, security, and efficiency.
LADD models improve discrete diffusion for faster language generation.
problem Practical discrete diffusion models ignore cross-token dependencies, degrading performance.
method Introduces a learnable auxiliary latent channel, diffusing over the joint (token, latent) space.
result LADD models yield improvements on unconditional generation metrics.
Comment refutes the deconfounder method's premise about ignorability.
problem The deconfounder method's premise about ignorability is incorrect.
method The deconfounder method proposes a variable making multiple causes conditionally independent controls for unmeasured multi-cause confounding.
result No fact about observed data alone can be informative about ignorability.
Paper analyzes convergence of dynamic policy gradient for MDPs, improving performance in finite-time problems.
problem Optimal policies in finite-time MDPs are not stationary and require epoch-specific training.
method Introduces dynamic policy gradient combining dynamic programming and policy gradient, analyzes convergence for softmax parametrisation.
result Dynamic policy gradient training exploits finite-time structure, leading to better convergence bounds.
Bayesian neural networks ignore data in infinite units limit.
problem Pathological behavior of posterior in over-parameterized networks.
method Mean-field variational inference in infinite hidden units limit.
result Posterior mean converges to zero, ignoring data.