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Stochastics and Statistics Seminar Series Florian Gunsilius

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Stochastics and Statistics Seminar Series Matias Cattaneo

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Stochastics and Statistics Seminar Series Samory Kpotufe

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Stochastics and Statistics Seminar Series Vianney Perchet

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Free Discontinuity Design (joint w/ David van Dijcke)

Florian Gunsilius (University of Michigan)
E18-304

Abstract: Regression discontinuity design (RDD) is a quasi-experimental impact evaluation method ubiquitous in the social- and applied health sciences. It aims to estimate average treatment effects of policy interventions by exploiting jumps in outcomes induced by cut-off assignment rules. Here, we establish a correspondence between the RDD setting and free discontinuity problems, in particular the celebrated Mumford-Shah model in image segmentation. The Mumford-Shah model is non-convex and hence admits local solutions in general. We circumvent this issue by relying on…

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Adaptive Decision Tree Methods

Matias Cattaneo (Princeton University)
E18-304

Abstract: This talk is based on two recent papers: 1. “On the Pointwise Behavior of Recursive Partitioning and Its Implications for Heterogeneous Causal Effect Estimation” and 2. “Convergence Rates of Oblique Regression Trees for Flexible Function Libraries” Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of experiments, where tree estimation and inference is conducted at specific values of the…

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Adaptivity in Domain Adaptation and Friends

Samory Kpotufe (Columbia University)
E18-304

Abstract: Domain adaptation, transfer, multitask, meta, few-shots, representation, or lifelong learning … these are all important recent directions in ML that all touch at the core of what we might mean by ‘AI’. As these directions all concern learning in heterogeneous and ever-changing environments, they all share a central question: what information a data distribution may have about another, critically, in the context of a given estimation problem, e.g., classification, regression, bandits, etc. Our understanding of these problems is still…

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Learning learning-augmented algorithms. The example of stochastic scheduling

Vianney Perchet (ENSAE Paris)
E18-304

Abstract: In this talk, I will argue that it is sometimes possible to learn, with techniques originated from bandits, the "hints" on which learning-augmented algorithms rely to improve worst-case performances. We will describe this phenomenon, the combination of online learning with competitive analysis, on the example of stochastic online scheduling. We shall quantify the merits of this approach by computing and comparing non-asymptotic expected competitive ratios (the standard performance measure of algorithms) Bio: Vianney Perchet is a professor at the…

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