no code implementations • 22 Nov 2022 • Susan Athey, Undral Byambadalai, Vitor Hadad, Sanath Kumar Krishnamurthy, Weiwen Leung, Joseph Jay Williams
We design and implement an adaptive experiment (a ``contextual bandit'') to learn a targeted treatment assignment policy, where the goal is to use a participant's survey responses to determine which charity to expose them to in a donation solicitation.
1 code implementation • 3 Jun 2021 • Ruohan Zhan, Vitor Hadad, David A. Hirshberg, Susan Athey
In particular, when the pattern of treatment assignment in the collected data looks little like the pattern generated by the policy to be evaluated, the importance weights used in DR estimators explode, leading to excessive variance.
no code implementations • 26 Feb 2021 • Sanath Kumar Krishnamurthy, Vitor Hadad, Susan Athey
Computationally efficient contextual bandits are often based on estimating a predictive model of rewards given contexts and arms using past data.
no code implementations • 25 Oct 2020 • Sanath Kumar Krishnamurthy, Vitor Hadad, Susan Athey
When realizability does not hold, our algorithm ensures the same guarantees on regret achieved by realizability-based algorithms under realizability, up to an additive term that accounts for the misspecification error.
1 code implementation • 7 Nov 2019 • Vitor Hadad, David A. Hirshberg, Ruohan Zhan, Stefan Wager, Susan Athey
In this context, typical estimators that use inverse propensity weighting to eliminate sampling bias can be problematic: their distributions become skewed and heavy-tailed as the propensity scores decay to zero.
3 code implementations • 26 Aug 2019 • Jonathan Johannemann, Vitor Hadad, Susan Athey, Stefan Wager
Many learning algorithms require categorical data to be transformed into real vectors before it can be used as input.