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Counterfactual reasoning and learning systems: the example of computational advertising

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TLDR
This work shows how to leverage causal inference to understand the behavior of complex learning systems interacting with their environment and predict the consequences of changes to the system and allow both humans and algorithms to select the changes that would have improved the system performance.
Abstract
This work shows how to leverage causal inference to understand the behavior of complex learning systems interacting with their environment and predict the consequences of changes to the system. Such predictions allow both humans and algorithms to select the changes that would have improved the system performance. This work is illustrated by experiments on the ad placement system associated with the Bing search engine.

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Cycle-Balanced Representation Learning For Counterfactual Inference

TL;DR: In this article, the authors propose a novel framework based on Cycle-Balanced REpresentation learning for counterfactual inference (CBRE), which realizes a robust balanced representation for different groups using adversarial training, and meanwhile construct an information loop, such that preserve original data properties cyclically, which reduces information loss when transforming data into latent representation space.
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Interpretable and Personalized Apprenticeship Scheduling: Learning Interpretable Scheduling Policies from Heterogeneous User Demonstrations

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Understanding Music Semantics and User Behavior with Probabilistic Latent Variable Models

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Genie: An Open Box Counterfactual Policy Estimator for Optimizing Sponsored Search Marketplace

TL;DR: In this paper, an offline counterfactual policy estimation framework called Genie is proposed to optimize sponsored search marketplace, which employs an open box simulation engine with click calibration model to compute the KPI impact of any modification to the system.
References
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Book

Reinforcement Learning: An Introduction

TL;DR: This book provides a clear and simple account of the key ideas and algorithms of reinforcement learning, which ranges from the history of the field's intellectual foundations to the most recent developments and applications.
MonographDOI

Causality: models, reasoning, and inference

TL;DR: The art and science of cause and effect have been studied in the social sciences for a long time as mentioned in this paper, see, e.g., the theory of inferred causation, causal diagrams and the identification of causal effects.
Journal ArticleDOI

Simple Statistical Gradient-Following Algorithms for Connectionist Reinforcement Learning

TL;DR: This article presents a general class of associative reinforcement learning algorithms for connectionist networks containing stochastic units that are shown to make weight adjustments in a direction that lies along the gradient of expected reinforcement in both immediate-reinforcement tasks and certain limited forms of delayed-reInforcement tasks, and they do this without explicitly computing gradient estimates.
Book

Introduction to Reinforcement Learning

TL;DR: In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the key ideas and algorithms of reinforcement learning.