Safe Bayesian Optimization with Counterfactual Policies

In many decision-making settings, new interventions are acceptable only if they do not reduce outcomes below some established threshold. For example, in clinical medicine, new treatments are often acceptable only if they do not worsen outcomes relative to an established standard of care. Safe Bayesian optimization maximizes an objective subject to safety constraints. In the setting that we consider here, safety is defined relative to a known baseline policy whose outcomes are counterfactual and therefore unobserved. Thus, the counterfactual outcomes of the baseline policy must be estimated and those (uncertain) estimates must be used to safely optimize the objective. We address this estimation problem by using conformal prediction to construct valid uncertainty intervals for counterfactual baseline outcomes, and we show how these intervals can be integrated into safe Bayesian optimization to ensure that constraint violations occur at or below a user-specified rate. We also show how to adapt these conformal estimates to different kinds of covariate shift. We provide a safety proof, experimental evidence, and a sensitivity analysis.

Measuring Interventional Robustness in Reinforcement Learning

Recent work in reinforcement learning has focused on several characteristics of learned policies that go beyond maximizing reward. These properties include fairness, explainability, generalization, and robustness. In this paper, we define interventional robustness (IR), a measure of how much variability is introduced into learned policies by incidental aspects of the training procedure, such as the order of training data or the particular exploratory actions taken by agents. A training procedure has high IR when the agents it produces take very similar actions under intervention, despite variation in these incidental aspects of the training procedure. We develop an intuitive, quantitative measure of IR and calculate it for eight algorithms in three Atari environments across dozens of interventions and states. From these experiments, we find that IR varies with the amount of training and type of algorithm and that high performance does not imply high IR, as one might expect.