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 De Bartolomeis, Piersilvio


Doubly robust identification of treatment effects from multiple environments

arXiv.org Machine Learning

Treatment effects are key quantities of interest in applied domains such as medicine and social sciences, as they determine the impact of interventions like novel treatments or policies on outcomes of interest. To achieve this goal, researchers often rely on randomized trials since randomizing the treatment assignment guarantees unbiased treatment effect estimates under mild assumptions. However, methods relying on randomized data face several issues, such as small sample sizes, sample populations that do not reflect those seen in the real world, and ethical or financial constraints. As a result, there is growing interest in using observational data to estimate treatment effects. A fundamental challenge in using observational data is the selection of a valid adjustment set, i.e. a set of covariates that can be used to identify and estimate the treatment effect. Although criteria for identifying valid adjustment sets are well-established, they rely on the knowledge of the underlying causal graph. When the graph is not known, practitioners often adjust for all available covariates [5]. Yet, this approach runs the risk of including bad controls--covariates that open backdoor paths between the treatment (T) and the outcome (Y), thereby introducing bias into the treatment effect estimate.


Causal Lifting of Neural Representations: Zero-Shot Generalization for Causal Inferences

arXiv.org Machine Learning

A plethora of real-world scientific investigations is waiting to scale with the support of trustworthy predictive models that can reduce the need for costly data annotations. We focus on causal inferences on a target experiment with unlabeled factual outcomes, retrieved by a predictive model fine-tuned on a labeled similar experiment. First, we show that factual outcome estimation via Empirical Risk Minimization (ERM) may fail to yield valid causal inferences on the target population, even in a randomized controlled experiment and infinite training samples. Then, we propose to leverage the observed experimental settings during training to empower generalization to downstream interventional investigations, ``Causal Lifting'' the predictive model. We propose Deconfounded Empirical Risk Minimization (DERM), a new simple learning procedure minimizing the risk over a fictitious target population, preventing potential confounding effects. We validate our method on both synthetic and real-world scientific data. Notably, for the first time, we zero-shot generalize causal inferences on ISTAnt dataset (without annotation) by causal lifting a predictive model on our experiment variant.


Efficient Randomized Experiments Using Foundation Models

arXiv.org Machine Learning

Randomized experiments are the preferred approach for evaluating the effects of interventions, but they are costly and often yield estimates with substantial uncertainty. On the other hand, in silico experiments leveraging foundation models offer a cost-effective alternative that can potentially attain higher statistical precision. However, the benefits of in silico experiments come with a significant risk: statistical inferences are not valid if the models fail to accurately predict experimental responses to interventions. In this paper, we propose a novel approach that integrates the predictions from multiple foundation models with experimental data while preserving valid statistical inference. Our estimator is consistent and asymptotically normal, with asymptotic variance no larger than the standard estimator based on experimental data alone. Importantly, these statistical properties hold even when model predictions are arbitrarily biased. Empirical results across several randomized experiments show that our estimator offers substantial precision gains, equivalent to a reduction of up to 20% in the sample size needed to match the same precision as the standard estimator based on experimental data alone.


Detecting critical treatment effect bias in small subgroups

arXiv.org Machine Learning

Randomized trials have traditionally been the gold standard for informed decision-making in medicine, as they allow for unbiased estimation of treatment effects under mild assumptions. However, there is often a significant discrepancy between the patients observed in clinical practice and those enrolled in randomized trials, limiting the generalizability of the trial results [12, 43]. To address this issue, the U.S. Food and Drug Administration advocates for using observational data, as it is usually more representative of the patient population in clinical practice [30, 39]. Yet, a major caveat to this recommendation is that several sources of bias, including hidden confounding, can compromise the causal conclusions drawn from observational data. In light of the inherent limitations of randomized and observational data, it has become a popular strategy to benchmark observational studies against existing randomized trials to assess their quality [4, 13]. The main idea behind this approach is first to emulate the procedures adopted in the randomized trial within the observational study; see e.g.


Hidden yet quantifiable: A lower bound for confounding strength using randomized trials

arXiv.org Machine Learning

In the era of fast-paced precision medicine, observational studies play a major role in properly evaluating new treatments in clinical practice. Yet, unobserved confounding can significantly compromise causal conclusions drawn from non-randomized data. We propose a novel strategy that leverages randomized trials to quantify unobserved confounding. First, we design a statistical test to detect unobserved confounding with strength above a given threshold. Then, we use the test to estimate an asymptotically valid lower bound on the unobserved confounding strength. We evaluate the power and validity of our statistical test on several synthetic and semi-synthetic datasets. Further, we show how our lower bound can correctly identify the absence and presence of unobserved confounding in a real-world setting.


How robust accuracy suffers from certified training with convex relaxations

arXiv.org Artificial Intelligence

Adversarial attacks pose significant threats to deploying state-of-the-art classifiers in safety-critical applications. Two classes of methods have emerged to address this issue: empirical defences and certified defences. Although certified defences come with robustness guarantees, empirical defences such as adversarial training enjoy much higher popularity among practitioners. In this paper, we systematically compare the standard and robust error of these two robust training paradigms across multiple computer vision tasks. We show that in most tasks and for both $\mathscr{l}_\infty$-ball and $\mathscr{l}_2$-ball threat models, certified training with convex relaxations suffers from worse standard and robust error than adversarial training. We further explore how the error gap between certified and adversarial training depends on the threat model and the data distribution. In particular, besides the perturbation budget, we identify as important factors the shape of the perturbation set and the implicit margin of the data distribution. We support our arguments with extensive ablations on both synthetic and image datasets.


Challenging Common Assumptions in Convex Reinforcement Learning

arXiv.org Artificial Intelligence

The classic Reinforcement Learning (RL) formulation concerns the maximization of a scalar reward function. More recently, convex RL has been introduced to extend the RL formulation to all the objectives that are convex functions of the state distribution induced by a policy. Notably, convex RL covers several relevant applications that do not fall into the scalar formulation, including imitation learning, risk-averse RL, and pure exploration. In classic RL, it is common to optimize an infinite trials objective, which accounts for the state distribution instead of the empirical state visitation frequencies, even though the actual number of trajectories is always finite in practice. This is theoretically sound since the infinite trials and finite trials objectives can be proved to coincide and thus lead to the same optimal policy. In this paper, we show that this hidden assumption does not hold in the convex RL setting. In particular, we show that erroneously optimizing the infinite trials objective in place of the actual finite trials one, as it is usually done, can lead to a significant approximation error. Since the finite trials setting is the default in both simulated and real-world RL, we believe shedding light on this issue will lead to better approaches and methodologies for convex RL, impacting relevant research areas such as imitation learning, risk-averse RL, and pure exploration among others.