Optimising individual-treatment-effect using bandits
Applying causal inference models in areas such as economics, healthcare and marketing
receives great interest from the machine learning community. In particular, estimating the …
receives great interest from the machine learning community. In particular, estimating the …
[HTML][HTML] Treatment effect optimisation in dynamic environments
Applying causal methods to fields such as healthcare, marketing, and economics receives
increasing interest. In particular, optimising the individual-treatment-effect–often referred to …
increasing interest. In particular, optimising the individual-treatment-effect–often referred to …
About evaluation metrics for contextual uplift modeling
C Renaudin, M Martin - arXiv preprint arXiv:2107.00537, 2021 - arxiv.org
In this tech report we discuss the evaluation problem of contextual uplift modeling from the
causal inference point of view. More particularly, we instantiate the individual treatment …
causal inference point of view. More particularly, we instantiate the individual treatment …
Marginal density ratio for off-policy evaluation in contextual bandits
Abstract Off-Policy Evaluation (OPE) in contextual bandits is crucial for assessing new
policies using existing data without costly experimentation. However, current OPE methods …
policies using existing data without costly experimentation. However, current OPE methods …
A large scale benchmark for individual treatment effect prediction and uplift modeling
Individual Treatment Effect (ITE) prediction is an important area of research in machine
learning which aims at explaining and estimating the causal impact of an action at the …
learning which aims at explaining and estimating the causal impact of an action at the …
Contextual multi-armed bandits for causal marketing
This work explores the idea of a causal contextual multi-armed bandit approach to
automated marketing, where we estimate and optimize the causal (incremental) effects …
automated marketing, where we estimate and optimize the causal (incremental) effects …
An experimental design for anytime-valid causal inference on multi-armed bandits
Typically, multi-armed bandit (MAB) experiments are analyzed at the end of the study and
thus require the analyst to specify a fixed sample size in advance. However, in many online …
thus require the analyst to specify a fixed sample size in advance. However, in many online …
Policy evaluation with latent confounders via optimal balance
Evaluating novel contextual bandit policies using logged data is crucial in applications
where exploration is costly, such as medicine. But it usually relies on the assumption of no …
where exploration is costly, such as medicine. But it usually relies on the assumption of no …
Rarely-switching linear bandits: optimization of causal effects for the real world
Excessively changing policies in many real world scenarios is difficult, unethical, or
expensive. After all, doctor guidelines, tax codes, and price lists can only be reprinted so …
expensive. After all, doctor guidelines, tax codes, and price lists can only be reprinted so …
Off-policy evaluation and learning from logged bandit feedback: Error reduction via surrogate policy
When learning from a batch of logged bandit feedback, the discrepancy between the policy
to be learned and the off-policy training data imposes statistical and computational …
to be learned and the off-policy training data imposes statistical and computational …