1 code implementation • 10 Jun 2024 • Miruna Oprescu, Nathan Kallus
In this paper, we develop a novel approach to combine IV and observational data to enable reliable CATE estimation in the presence of unobserved confounding in the observational data and low compliance in the IV data, including no compliance for some subgroups.
1 code implementation • 29 Mar 2024 • Andrew Bennett, Nathan Kallus, Miruna Oprescu, Wen Sun, Kaiwen Wang
We study the evaluation of a policy under best- and worst-case perturbations to a Markov decision process (MDP), using transition observations from the original MDP, whether they are generated under the same or a different policy.
no code implementations • 6 Nov 2023 • Andrew Bennett, Nathan Kallus, Miruna Oprescu
Low-Rank Markov Decision Processes (MDPs) have recently emerged as a promising framework within the domain of reinforcement learning (RL), as they allow for provably approximately correct (PAC) learning guarantees while also incorporating ML algorithms for representation learning.
2 code implementations • 20 Apr 2023 • Miruna Oprescu, Jacob Dorn, Marah Ghoummaid, Andrew Jesson, Nathan Kallus, Uri Shalit
There has been recent progress on robust and efficient methods for estimating the conditional average treatment effect (CATE) function, but these methods often do not take into account the risk of hidden confounding, which could arbitrarily and unknowingly bias any causal estimate based on observational data.
1 code implementation • 21 Sep 2022 • Soukayna Mouatadid, Paulo Orenstein, Genevieve Flaspohler, Judah Cohen, Miruna Oprescu, Ernest Fraenkel, Lester Mackey
Subseasonal forecasting -- predicting temperature and precipitation 2 to 6 weeks ahead -- is critical for effective water allocation, wildfire management, and drought and flood mitigation.
1 code implementation • 23 May 2022 • Nathan Kallus, Miruna Oprescu
Our method is model-agnostic in that it can provide the best projection of CDTE onto the regression model class.
2 code implementations • NeurIPS 2023 • Soukayna Mouatadid, Paulo Orenstein, Genevieve Flaspohler, Miruna Oprescu, Judah Cohen, Franklyn Wang, Sean Knight, Maria Geogdzhayeva, Sam Levang, Ernest Fraenkel, Lester Mackey
To streamline this process and accelerate future development, we introduce SubseasonalClimateUSA, a curated dataset for training and benchmarking subseasonal forecasting models in the United States.
1 code implementation • 13 Jun 2021 • Genevieve Flaspohler, Francesco Orabona, Judah Cohen, Soukayna Mouatadid, Miruna Oprescu, Paulo Orenstein, Lester Mackey
Inspired by the demands of real-time climate and weather forecasting, we develop optimistic online learning algorithms that require no parameter tuning and have optimal regret guarantees under delayed feedback.
no code implementations • NeurIPS 2021 • Keith Battocchi, Eleanor Dillon, Maggie Hei, Greg Lewis, Miruna Oprescu, Vasilis Syrgkanis
Policy makers typically face the problem of wanting to estimate the long-term effects of novel treatments, while only having historical data of older treatment options.
2 code implementations • NeurIPS 2019 • Vasilis Syrgkanis, Victor Lei, Miruna Oprescu, Maggie Hei, Keith Battocchi, Greg Lewis
We develop a statistical learning approach to the estimation of heterogeneous effects, reducing the problem to the minimization of an appropriate loss function that depends on a set of auxiliary models (each corresponding to a separate prediction task).
1 code implementation • 9 Jun 2018 • Miruna Oprescu, Vasilis Syrgkanis, Zhiwei Steven Wu
We provide a consistency rate and establish asymptotic normality for our estimator.
1 code implementation • 11 Apr 2018 • Mark Hamilton, Sudarshan Raghunathan, Akshaya Annavajhala, Danil Kirsanov, Eduardo de Leon, Eli Barzilay, Ilya Matiach, Joe Davison, Maureen Busch, Miruna Oprescu, Ratan Sur, Roope Astala, Tong Wen, ChangYoung Park
In this work we detail a novel open source library, called MMLSpark, that combines the flexible deep learning library Cognitive Toolkit, with the distributed computing framework Apache Spark.