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 Statistical Learning





Reinforcement Learning for Durable Algorithmic Recourse

arXiv.org Artificial Intelligence

Algorithmic recourse seeks to provide individuals with actionable recommendations that increase their chances of receiving favorable outcomes from automated decision systems (e.g., loan approvals). While prior research has emphasized robustness to model updates, considerably less attention has been given to the temporal dynamics of recourse--particularly in competitive, resource-constrained settings where recommendations shape future applicant pools. In this work, we present a novel time-aware framework for algorithmic recourse, explicitly modeling how candidate populations adapt in response to recommendations. Additionally, we introduce a novel reinforcement learning (RL)-based recourse algorithm that captures the evolving dynamics of the environment to generate recommendations that are both feasible and valid. We design our recommendations to be durable, supporting validity over a predefined time horizon T. This durability allows individuals to confidently reapply after taking time to implement the suggested changes. Through extensive experiments in complex simulation environments, we show that our approach substantially outperforms existing baselines, offering a superior balance between feasibility and long-term validity. Together, these results underscore the importance of incorporating temporal and behavioral dynamics into the design of practical recourse systems.


SurvDiff: A Diffusion Model for Generating Synthetic Data in Survival Analysis

arXiv.org Artificial Intelligence

Survival analysis is a cornerstone of clinical research by modeling time-to-event outcomes such as metastasis, disease relapse, or patient death. Unlike standard tabular data, survival data often come with incomplete event information due to dropout, or loss to follow-up. This poses unique challenges for synthetic data generation, where it is crucial for clinical research to faithfully reproduce both the event-time distribution and the censoring mechanism. In this paper, we propose SurvDiff, an end-to-end diffusion model specifically designed for generating synthetic data in survival analysis. SurvDiff is tailored to capture the data-generating mechanism by jointly generating mixed-type covariates, event times, and right-censoring, guided by a survival-tailored loss function. The loss encodes the time-to-event structure and directly optimizes for downstream survival tasks, which ensures that SurvDiff (i) reproduces realistic event-time distributions and (ii) preserves the censoring mechanism. Across multiple datasets, we show that \survdiff consistently outperforms state-of-the-art generative baselines in both distributional fidelity and downstream evaluation metrics across multiple medical datasets. To the best of our knowledge, SurvDiff is the first diffusion model explicitly designed for generating synthetic survival data.


Debiased Front-Door Learners for Heterogeneous Effects

arXiv.org Machine Learning

In observational settings where treatment and outcome share unmeasured confounders but an observed mediator remains unconfounded, the front-door (FD) adjustment identifies causal effects through the mediator. We study the heterogeneous treatment effect (HTE) under FD identification and introduce two debiased learners: FD-DR-Learner and FD-R-Learner. Both attain fast, quasi-oracle rates (i.e., performance comparable to an oracle that knows the nuisances) even when nuisance functions converge as slowly as n^-1/4. We provide error analyses establishing debiasedness and demonstrate robust empirical performance in synthetic studies and a real-world case study of primary seat-belt laws using Fatality Analysis Reporting System (FARS) dataset. Together, these results indicate that the proposed learners deliver reliable and sample-efficient HTE estimates in FD scenarios. The implementation is available at https://github.com/yonghanjung/FD-CATE. Keywords: Front-door adjustment; Heterogeneous treatment effects; Debiased learning; Quasi-oracle rates; Causal inference.


Smoothing-Based Conformal Prediction for Balancing Efficiency and Interpretability

arXiv.org Machine Learning

Conformal Prediction (CP) is a distribution-free framework for constructing statistically rigorous prediction sets. While popular variants such as CD-split improve CP's efficiency, they often yield prediction sets composed of multiple disconnected subintervals, which are difficult to interpret. In this paper, we propose SCD-split, which incorporates smoothing operations into the CP framework. Such smoothing operations potentially help merge the subintervals, thus leading to interpretable prediction sets. Experimental results on both synthetic and real-world datasets demonstrate that SCD-split balances the interval length and the number of disconnected subintervals. Theoretically, under specific conditions, SCD-split provably reduces the number of disconnected subintervals while maintaining comparable coverage guarantees and interval length compared with CD-split.


Modelling non-stationary extremal dependence through a geometric approach

arXiv.org Machine Learning

Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial data sets. However, most multivariate extreme value models are only suited to stationary data. A recent approach to multivariate extreme value modelling uses a geometric framework, whereby extremal dependence features are inferred through the limiting shapes of scaled sample clouds. This framework can capture a wide range of dependence structures, and a variety of inference procedures have been proposed in the stationary setting. In this work, we first extend the geometric framework to the non-stationary setting and outline assumptions to ensure the necessary convergence conditions hold. We then introduce a flexible, semi-parametric modelling framework for obtaining estimates of limit sets in the non-stationary setting. Through rigorous simulation studies, we demonstrate that our proposed framework can capture a wide range of dependence forms and is robust to different model formulations. We illustrate the proposed methods on financial returns data and present several practical uses.


CausalKANs: interpretable treatment effect estimation with Kolmogorov-Arnold networks

arXiv.org Machine Learning

Deep neural networks achieve state-of-the-art performance in estimating heterogeneous treatment effects, but their opacity limits trust and adoption in sensitive domains such as medicine, economics, and public policy. Building on well-established and high-performing causal neural architectures, we propose causalKANs, a framework that transforms neural estimators of conditional average treatment effects (CATEs) into Kolmogorov--Arnold Networks (KANs). By incorporating pruning and symbolic simplification, causalKANs yields interpretable closed-form formulas while preserving predictive accuracy. Experiments on benchmark datasets demonstrate that causalKANs perform on par with neural baselines in CATE error metrics, and that even simple KAN variants achieve competitive performance, offering a favorable accuracy--interpretability trade-off. By combining reliability with analytic accessibility, causalKANs provide auditable estimators supported by closed-form expressions and interpretable plots, enabling trustworthy individualized decision-making in high-stakes settings. We release the code for reproducibility at https://github.com/aalmodovares/causalkans .


Rescuing double robustness: safe estimation under complete misspecification

arXiv.org Machine Learning

Double robustness is a major selling point of semiparametric and missing data methodology. Its virtues lie in protection against partial nuisance misspecification and asymptotic semiparametric efficiency under correct nuisance specification. However, in many applications, complete nuisance misspecification should be regarded as the norm (or at the very least the expected default), and thus doubly robust estimators may behave fragilely. In fact, it has been amply verified empirically that these estimators can perform poorly when all nuisance functions are misspecified. Here, we first characterize this phenomenon of double fragility, and then propose a solution based on adaptive correction clipping (ACC). We argue that our ACC proposal is safe, in that it inherits the favorable properties of doubly robust estimators under correct nuisance specification, but its error is guaranteed to be bounded by a convex combination of the individual nuisance model errors, which prevents the instability caused by the compounding product of errors of doubly robust estimators. We also show that our proposal provides valid inference through the parametric bootstrap when nuisances are well-specified. We showcase the efficacy of our ACC estimator both through extensive simulations and by applying it to the analysis of Alzheimer's disease proteomics data.