Search Results for author: Angela Zhou

Found 17 papers, 5 papers with code

Reward-Relevance-Filtered Linear Offline Reinforcement Learning

no code implementations23 Jan 2024 Angela Zhou

This paper studies offline reinforcement learning with linear function approximation in a setting with decision-theoretic, but not estimation sparsity.

reinforcement-learning

Robust Fitted-Q-Evaluation and Iteration under Sequentially Exogenous Unobserved Confounders

no code implementations1 Feb 2023 David Bruns-Smith, Angela Zhou

Offline reinforcement learning is important in domains such as medicine, economics, and e-commerce where online experimentation is costly, dangerous or unethical, and where the true model is unknown.

reinforcement-learning valid

A Note on Task-Aware Loss via Reweighing Prediction Loss by Decision-Regret

1 code implementation9 Nov 2022 Connor Lawless, Angela Zhou

In this short technical note we propose a baseline for decision-aware learning for contextual linear optimization, which solves stochastic linear optimization when cost coefficients can be predicted based on context information.

Data-Driven Influence Functions for Optimization-Based Causal Inference

no code implementations29 Aug 2022 Michael I. Jordan, Yixin Wang, Angela Zhou

We study a constructive algorithm that approximates Gateaux derivatives for statistical functionals by finite differencing, with a focus on functionals that arise in causal inference.

Causal Inference

Off-Policy Evaluation with Policy-Dependent Optimization Response

no code implementations25 Feb 2022 Wenshuo Guo, Michael I. Jordan, Angela Zhou

Under this framework, a decision-maker's utility depends on the policy-dependent optimization, which introduces a fundamental challenge of \textit{optimization} bias even for the case of policy evaluation.

Causal Inference Decision Making +1

Stateful Offline Contextual Policy Evaluation and Learning

no code implementations19 Oct 2021 Nathan Kallus, Angela Zhou

We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown individual-level responses to agent actions.

Management Multi-Armed Bandits +1

Fairness, Welfare, and Equity in Personalized Pricing

no code implementations21 Dec 2020 Nathan Kallus, Angela Zhou

These different application areas may lead to different concerns around fairness, welfare, and equity on different objectives: price burdens on consumers, price envy, firm revenue, access to a good, equal access, and distributional consequences when the good in question further impacts downstream outcomes of interest.

Fairness

Confounding-Robust Policy Evaluation in Infinite-Horizon Reinforcement Learning

no code implementations NeurIPS 2020 Nathan Kallus, Angela Zhou

We develop a robust approach that estimates sharp bounds on the (unidentifiable) value of a given policy in an infinite-horizon problem given data from another policy with unobserved confounding, subject to a sensitivity model.

Off-policy evaluation reinforcement-learning

Assessing Disparate Impact of Personalized Interventions: Identifiability and Bounds

1 code implementation NeurIPS 2019 Nathan Kallus, Angela Zhou

Personalized interventions in social services, education, and healthcare leverage individual-level causal effect predictions in order to give the best treatment to each individual or to prioritize program interventions for the individuals most likely to benefit.

Fairness

Assessing Disparate Impacts of Personalized Interventions: Identifiability and Bounds

1 code implementation4 Jun 2019 Nathan Kallus, Angela Zhou

Personalized interventions in social services, education, and healthcare leverage individual-level causal effect predictions in order to give the best treatment to each individual or to prioritize program interventions for the individuals most likely to benefit.

Fairness

Assessing Algorithmic Fairness with Unobserved Protected Class Using Data Combination

1 code implementation1 Jun 2019 Nathan Kallus, Xiaojie Mao, Angela Zhou

In this paper we study a fundamental challenge to assessing disparate impacts in practice: protected class membership is often not observed in the data.

Fairness

The Fairness of Risk Scores Beyond Classification: Bipartite Ranking and the xAUC Metric

1 code implementation NeurIPS 2019 Nathan Kallus, Angela Zhou

To better account for this, in this paper, we investigate the fairness of predictive risk scores from the point of view of a bipartite ranking task, where one seeks to rank positive examples higher than negative ones.

Binary Classification Fairness +1

Interval Estimation of Individual-Level Causal Effects Under Unobserved Confounding

no code implementations5 Oct 2018 Nathan Kallus, Xiaojie Mao, Angela Zhou

We study the problem of learning conditional average treatment effects (CATE) from observational data with unobserved confounders.

Residual Unfairness in Fair Machine Learning from Prejudiced Data

no code implementations ICML 2018 Nathan Kallus, Angela Zhou

We connect these lines of work and study the residual unfairness that arises when a fairness-adjusted predictor is not actually fair on the target population due to systematic censoring of training data by existing biased policies.

BIG-bench Machine Learning Fairness

Confounding-Robust Policy Improvement

no code implementations NeurIPS 2018 Nathan Kallus, Angela Zhou

We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding.

Causal Inference

Policy Evaluation and Optimization with Continuous Treatments

no code implementations16 Feb 2018 Nathan Kallus, Angela Zhou

We study the problem of policy evaluation and learning from batched contextual bandit data when treatments are continuous, going beyond previous work on discrete treatments.

Dynamic Task Allocation for Crowdsourcing Settings

no code implementations30 Jan 2017 Angela Zhou, Irineo Cabreros, Karan Singh

We consider the problem of optimal budget allocation for crowdsourcing problems, allocating users to tasks to maximize our final confidence in the crowdsourced answers.

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