arXiv Machine Learning

Statistical Decision Theory with Counterfactual Loss

arXiv:2505. 08908v3 Announce Type: replace-cross Abstract: Many researchers apply classical statistical decision theory to evaluate treatment choices and learn optimal policies.

arXiv Machine Learning
Sep 24

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.

By Ryan Edmonds, Yingxiao Ye, Sina Aghaei, Andr\'es G\'omez, \c{C}a\u{g}{\i}l Ko\c{c}yi\u{g}it, Phebe Vayanos
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