Search Results for author: Maria Dimakopoulou

Found 9 papers, 1 papers with code

Selectively Contextual Bandits

no code implementations9 May 2022 Claudia Roberts, Maria Dimakopoulou, Qifeng Qiao, Ashok Chandrashekhar, Tony Jebara

These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the users.

Multi-Armed Bandits

Risk Minimization from Adaptively Collected Data: Guarantees for Supervised and Policy Learning

no code implementations NeurIPS 2021 Aurélien Bibaut, Antoine Chambaz, Maria Dimakopoulou, Nathan Kallus, Mark van der Laan

Empirical risk minimization (ERM) is the workhorse of machine learning, whether for classification and regression or for off-policy policy learning, but its model-agnostic guarantees can fail when we use adaptively collected data, such as the result of running a contextual bandit algorithm.

regression

Post-Contextual-Bandit Inference

no code implementations NeurIPS 2021 Aurélien Bibaut, Antoine Chambaz, Maria Dimakopoulou, Nathan Kallus, Mark van der Laan

The adaptive nature of the data collected by contextual bandit algorithms, however, makes this difficult: standard estimators are no longer asymptotically normally distributed and classic confidence intervals fail to provide correct coverage.

valid

Online Multi-Armed Bandits with Adaptive Inference

no code implementations NeurIPS 2021 Maria Dimakopoulou, Zhimei Ren, Zhengyuan Zhou

During online decision making in Multi-Armed Bandits (MAB), one needs to conduct inference on the true mean reward of each arm based on data collected so far at each step.

Causal Inference Decision Making +2

Balanced Linear Contextual Bandits

no code implementations15 Dec 2018 Maria Dimakopoulou, Zhengyuan Zhou, Susan Athey, Guido Imbens

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult estimation problems along the path of learning.

Causal Inference Multi-Armed Bandits

Scalable Coordinated Exploration in Concurrent Reinforcement Learning

1 code implementation NeurIPS 2018 Maria Dimakopoulou, Ian Osband, Benjamin Van Roy

We consider a team of reinforcement learning agents that concurrently operate in a common environment, and we develop an approach to efficient coordinated exploration that is suitable for problems of practical scale.

reinforcement-learning Reinforcement Learning (RL)

Estimation Considerations in Contextual Bandits

no code implementations19 Nov 2017 Maria Dimakopoulou, Zhengyuan Zhou, Susan Athey, Guido Imbens

We develop parametric and non-parametric contextual bandits that integrate balancing methods from the causal inference literature in their estimation to make it less prone to problems of estimation bias.

Causal Inference Econometrics +1

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