arXiv Machine Learning

Learning Risk Scores Robust to Unobserved Confounders

The paper introduces a method for learning risk scores that remain reliable even when historical data contain unobserved confounders. By treating propensity weights as uncertain and applying sensitivity analysis with Wasserstein distributionally robust optimization, the authors formulate a robust learning problem solvable via an exponential cone program. Experiments on semi‑synthetic UCI data show the approach improves calibration by up to 29.2% over traditional benchmarks and 11.1% over the state of the art, without harming other performance metrics.

arXiv Machine Learning
Jun 26

Learning from a Biased Sample

arXiv:2209. 01754v5 Announce Type: replace-cross Abstract: The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed.

By Roshni Sahoo, Lihua Lei, Stefan Wager
arXiv Machine Learning
Sep 10

PUID: A Personalized Deconfounding Framework for Recommender Systems under Hidden Confounding

The paper introduces PUID, a Personalized Unobserved-Confounding-aware Interaction Deconfounder, designed to mitigate hidden confounding in recommender systems without relying on costly randomized controlled trials. PUID estimates user-item level sensitivity bounds using an entropy-based method that gauges the strength of hidden confounding from the mutual information between observed features and exposure status. An adversarial optimization strategy and a benchmark-guided variant (BPUID) further enhance robustness and predictive accuracy, and experiments on three real-world datasets show consistent outperformance over state-of-the-art baselines.

By Zongyu Li
Hugging Face Trending Papers
Jun 25

Cross-Head Attention Uplift Network with Inverse Propensity Score under Unobserved Confounding

Uplift modeling, crucial for estimating individual treatment effects (ITE), faces dual challenges: flexibly leveraging inter-group similarity to enhance discriminative power and debiasing under unobserved confounding scenarios. In this paper, we propose the Cross-Head Attention Uplift Network (CHAUN) and Robust Adversarial Inverse Propensity Score (RA-IPS) method to address these limitations.

arXiv Machine Learning
Jun 26

Cross-Head Attention Uplift Network with Inverse Propensity Score under Unobserved Confounding

arXiv:2606. 27114v1 Announce Type: new Abstract: Uplift modeling, crucial for estimating individual treatment effects (ITE), faces dual challenges: flexibly leveraging inter-group similarity to enhance discriminative power and debiasing under unobserved confounding scenarios.

By Haoran Zhang, Chuanpu Li, Yuxin Fu, Bin Tong, Guan Wang, Bo Zheng, Feng Zhou
arXiv Machine Learning
Jun 8

Automatic, Debiased, and Invariant Counterfactual Generation under General Interventions

arXiv:2606. 07399v1 Announce Type: cross Abstract: Generative models for counterfactual outcomes have great potential to support decision-making under complex interventions, but existing approaches are limited by unstable estimation, poor generalization across environments, and bias from nuisance model misspecification.

By Raphael C Kim, Jingsen Zhu, Ramin Zabih, Michele Santacatterina
arXiv Statistics ML
1d ago

Constrained Classification and Policy Learning

The paper investigates the consistency of surrogate loss methods for classification and policy learning when the set of admissible classifiers is constrained, such as by interpretability or fairness requirements. It shows that hinge loss is the only surrogate that preserves consistency when constraints limit only the prediction set, but consistency can fail if constraints also restrict the functional form. The authors derive conditions guaranteeing consistency for hinge-risk-minimizing classifiers and use these results to design efficient hinge-loss-based procedures for monotone classification problems.

By Toru Kitagawa, Shosei Sakaguchi, Aleksey Tetenov
arXiv Machine Learning
Jul 7

A Unified Framework for In-Context Learning with Causal and Masked Language Models

arXiv:2607. 04081v1 Announce Type: new Abstract: In-context learning (ICL) has emerged as a central capability of pretrained language models, yet its theoretical analysis has focused primarily on causal language models trained by left-to-right autoregressive prediction, such as GPT-style models.

By Chenrui Liu, Chuanlong Xie, Falong Tan, Yicheng Zeng, Lixing Zhu