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stat.ML updates on arXiv.org

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
Towards Robust Off-Policy Evaluation via Human Inputs
Harvineet Singh, Shalmali Joshi, Finale Doshi-Velez, Himabindu L · 2022-09-19 · via stat.ML updates on arXiv.org

Off-policy Evaluation (OPE) methods are crucial tools for evaluating policies in high-stakes domains such as healthcare, where direct deployment is often infeasible, unethical, or expensive. When deployment environments are expected to undergo changes (that is, dataset shifts), it is important for OPE methods to perform robust evaluation of the policies amidst such changes. Existing approaches consider robustness against a large class of shifts that can arbitrarily change any observable property of the environment. This often results in highly pessimistic estimates of the utilities, thereby invalidating policies that might have been useful in deployment. In this work, we address the aforementioned problem by investigating how domain knowledge can help provide more realistic estimates of the utilities of policies. We leverage human inputs on which aspects of the environments may plausibly change, and adapt the OPE methods to only consider shifts on these aspects. Specifically, we propose a novel framework, Robust OPE (ROPE), which considers shifts on a subset of covariates in the data based on user inputs, and estimates worst-case utility under these shifts. We then develop computationally efficient algorithms for OPE that are robust to the aforementioned shifts for contextual bandits and Markov decision processes. We also theoretically analyze the sample complexity of these algorithms. Extensive experimentation with synthetic and real world datasets from the healthcare domain demonstrates that our approach not only captures realistic dataset shifts accurately, but also results in less pessimistic policy evaluations.