Choosing optimal (or at least better) policies is an important problem in domains from medicine to education to finance and many others. One approach to this problem is through controlled experiments trials - but controlled experiments are expensive. Hence it is important to choose the best policies on the basis of observational data. This presents two difficult challenges: (i) missing counterfactuals, and (ii) selection bias. This paper presents theoretical bounds on estimation errors of counterfactuals from observational data by making connections to domain adaptation theory. It also presents a principled way of choosing optimal policies using domain adversarial neural networks. We illustrate the effectiveness of domain adversarial training together with various features of our algorithm on a semi-synthetic breast cancer dataset and a supervised UCI dataset (Statlog).
In the policy optimization literature, the work most closely related to ours is @cite_23 @cite_4 where they develop the Counterfactual Risk Minimization (CRM) principle. The objective of the CRM principle is to minimize both the estimated mean and variance of the Inverse Propensity Score (IPS) instances; to do so the authors propose the POEM algorithm. Our work differs from POEM in several ways: (i) POEM minimizes an objective over the class of linear policies; we allow for arbitrary policies, (ii) POEM requires the propensity scores to be available in the data; our algorithm addresses the selection bias without using propensity scores, (iii) POEM addresses selection bias by re-weighting each instance with the inverse propensities; our algorithm addresses the selection bias by learning representations. Another related paper on policy optimization is @cite_6 which requires the propensity scores to be known and addresses the selection bias via rejection sampling. (For a more detailed comparison see Table 1.)
@cite_4 @cite_6 @cite_23
1835900096 2950382198 2583393691 1534730506
We develop a learning principle and an efficient algorithm for batch learning from logged bandit feedback. This learning setting is ubiquitous in online systems (e.g., ad placement, web search, recommendation), where an algorithm makes a prediction (e.g., ad ranking) for a given input (e.g., query) and observes bandit feedback (e.g., user clicks on presented ads). We first address the counterfactual nature of the learning problem (, 2013) through propensity scoring. Next, we prove generalization error bounds that account for the variance of the propensity-weighted empirical risk estimator. In analogy to the Structural Risk Minimization principle of Wapnik and Tscherwonenkis (1979), these constructive bounds give rise to the Counterfactual Risk Minimization (CRM) principle. We show how CRM can be used to derive a new learning method--called Policy Optimizer for Exponential Models (POEM)--for learning stochastic linear rules for structured output prediction. We present a decomposition of the POEM objective that enables efficient stochastic gradient optimization. The effectiveness and efficiency of POEM is evaluated on several simulated multi-label classification problems, as well as on a real-world information retrieval problem. The empirical results show that the CRM objective implemented in POEM provides improved robustness and generalization performance compared to the state-of-the-art. We develop a learning principle and an efficient algorithm for batch learning from logged bandit feedback. This learning setting is ubiquitous in online systems (e.g., ad placement, web search, recommendation), where an algorithm makes a prediction (e.g., ad ranking) for a given input (e.g., query) and observes bandit feedback (e.g., user clicks on presented ads). We first address the counterfactual nature of the learning problem through propensity scoring. Next, we prove generalization error bounds that account for the variance of the propensity-weighted empirical risk estimator. These constructive bounds give rise to the Counterfactual Risk Minimization (CRM) principle. We show how CRM can be used to derive a new learning method -- called Policy Optimizer for Exponential Models (POEM) -- for learning stochastic linear rules for structured output prediction. We present a decomposition of the POEM objective that enables efficient stochastic gradient optimization. POEM is evaluated on several multi-label classification problems showing substantially improved robustness and generalization performance compared to the state-of-the-art. This paper proposes a novel approach for constructing effective personalized policies when the observed data lacks counter-factual information, is biased and possesses many features. The approach is applicable in a wide variety of settings from healthcare to advertising to education to finance. These settings have in common that the decision maker can observe, for each previous instance, an array of features of the instance, the action taken in that instance, and the reward realized -- but not the rewards of actions that were not taken: the counterfactual information. Learning in such settings is made even more difficult because the observed data is typically biased by the existing policy (that generated the data) and because the array of features that might affect the reward in a particular instance -- and hence should be taken into account in deciding on an action in each particular instance -- is often vast. The approach presented here estimates propensity scores for the observed data, infers counterfactuals, identifies a (relatively small) number of features that are (most) relevant for each possible action and instance, and prescribes a policy to be followed. Comparison of the proposed algorithm against the state-of-art algorithm on actual datasets demonstrates that the proposed algorithm achieves a significant improvement in performance. With the increasing use of research paper search engines, such as CiteSeer, for both literature search and hiring decisions, the accuracy of such systems is of paramount importance. This paper employs Conditional Random Fields (CRFs) for the task of extracting various common fields from the headers and citation of research papers. The basic theory of CRFs is becoming well-understood, but best-practices for applying them to real-world data requires additional exploration. This paper makes an empirical exploration of several factors, including variations on Gaussian, exponential and hyperbolic-L1 priors for improved regularization, and several classes of features and Markov order. On a standard benchmark data set, we achieve new state-of-the-art performance, reducing error in average F1 by 36 , and word error rate by 78 in comparison with the previous best SVM results. Accuracy compares even more favorably against HMMs.