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Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
CANDOR: Counterfactual ANnotated DOubly Robust Off-Policy...
Aishwarya Mandyam, Shengpu Tang, Jiayu Yao, Jenna Wiens, Barbara · 2024-12-11 · via stat.ML updates on arXiv.org

Off-policy evaluation (OPE) is critical for applying contextual bandit algorithms to high-stakes decision-making settings such as healthcare, where new treatment policies must be evaluated prior to deployment. Unfortunately, OPE techniques are inherently limited by the breadth of the available data, which may not be sufficient to evaluate the performance of a new policy. Recent work attempts to improve dataset coverage by adding expert-annotated counterfactual samples. However, such annotations are often imperfect and can lead to worse estimator performance than using no annotations at all. To better leverage imperfect annotations, we propose a family of OPE estimators grounded in the doubly robust (DR) framework, which combines importance sampling (IS) with a reward model (direct method, DM) for better statistical guarantees. We study three ways of incorporating counterfactual annotations. Under mild assumptions, we prove that using annotations within just the DM component yields the most desirable theoretical results. Experiments on multiple healthcare tasks, including real-world electronic health records (EHR) data, show that this strategy is most robust under misspecified reward models and inaccurate annotations. By addressing the challenges posed by imperfect annotations, this work broadens the applicability of OPE methods and facilitates safer deployment of decision-making policies in healthcare.