Adaptive Instrument Design for Indirect Experiments

Indirect experiments provide a valuable framework for estimating treatment effects in situations where conducting randomized control trials (RCTs) is impractical or unethical. Unlike RCTs, indirect experiments estimate treatment effects by leveraging (conditional) instrumental variables, enabling estimation through encouragement and recommendation rather than strict treatment assignment. However, the sample efficiency of such estimators depends not only on the inherent variability in outcomes but also on the varying compliance levels of users with the instrumental variables and the choice of estimator being used, especially when dealing with numerous instrumental variables. While adaptive experiment design has a rich literature for direct experiments, in this paper we take the initial steps towards enhancing sample efficiency for indirect experiments by adaptively designing a data collection policy over instrumental variables. Our main contribution is a practical computational procedure that utilizes influence functions to search for an optimal data collection policy, minimizing the mean-squared error of the desired (non-linear) estimator. Through experiments conducted in various domains inspired by real-world applications, we showcase how our method can significantly improve the sample efficiency of indirect experiments.

Optimization using Parallel Gradient Evaluations on Multiple Parameters

We propose a first-order method for convex optimization, where instead of being restricted to the gradient from a single parameter, gradients from multiple parameters can be used during each step of gradient descent. This setup is particularly useful when a few processors are available that can be used in parallel for optimization. Our method uses gradients from multiple parameters in synergy to update these parameters together towards the optima. While doing so, it is ensured that the computational and memory complexity is of the same order as that of gradient descent. Empirical results demonstrate that even using gradients from as low as \textit{two} parameters, our method can often obtain significant acceleration and provide robustness to hyper-parameter settings. We remark that the primary goal of this work is less theoretical, and is instead aimed at exploring the understudied case of using multiple gradients during each step of optimization.

Off-Policy Evaluation for Action-Dependent Non-Stationary Environments

Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes due to external factors (passive non-stationarity), changes induced by interactions with the system itself (active non-stationarity), or both (hybrid non-stationarity). In this work, we take the first steps towards the fundamental challenge of on-policy and off-policy evaluation amidst structured changes due to active, passive, or hybrid non-stationarity. Towards this goal, we make a higher-order stationarity assumption such that non-stationarity results in changes over time, but the way changes happen is fixed. We propose, OPEN, an algorithm that uses a double application of counterfactual reasoning and a novel importance-weighted instrument-variable regression to obtain both a lower bias and a lower variance estimate of the structure in the changes of a policy's past performances. Finally, we show promising results on how OPEN can be used to predict future performances for several domains inspired by real-world applications that exhibit non-stationarity.

Implicit Training of Energy Model for Structure Prediction

Most deep learning research has focused on developing new model and training procedures. On the other hand the training objective has usually been restricted to combinations of standard losses. When the objective aligns well with the evaluation metric, this is not a major issue. However when dealing with complex structured outputs, the ideal objective can be hard to optimize and the efficacy of usual objectives as a proxy for the true objective can be questionable. In this work, we argue that the existing inference network based structure prediction methods ( Tu and Gimpel 2018; Tu, Pang, and Gimpel 2020) are indirectly learning to optimize a dynamic loss objective parameterized by the energy model. We then explore using implicit-gradient based technique to learn the corresponding dynamic objectives. Our experiments show that implicitly learning a dynamic loss landscape is an effective method for improving model performance in structure prediction.

Privacy Aware Experiments without Cookies

Consider two brands that want to jointly test alternate web experiences for their customers with an A/B test. Such collaborative tests are today enabled using \textit{third-party cookies}, where each brand has information on the identity of visitors to another website. With the imminent elimination of third-party cookies, such A/B tests will become untenable. We propose a two-stage experimental design, where the two brands only need to agree on high-level aggregate parameters of the experiment to test the alternate experiences. Our design respects the privacy of customers. We propose an estimater of the Average Treatment Effect (ATE), show that it is unbiased and theoretically compute its variance. Our demonstration describes how a marketer for a brand can design such an experiment and analyze the results. On real and simulated data, we show that the approach provides valid estimate of the ATE with low variance and is robust to the proportion of visitors overlapping across the brands.

Neural Dependency Coding inspired Multimodal Fusion

Information integration from different modalities is an active area of research. Human beings and, in general, biological neural systems are quite adept at using a multitude of signals from different sensory perceptive fields to interact with the environment and each other. Recent work in deep fusion models via neural networks has led to substantial improvements over unimodal approaches in areas like speech recognition, emotion recognition and analysis, captioning and image description. However, such research has mostly focused on architectural changes allowing for fusion of different modalities while keeping the model complexity manageable. Inspired by recent neuroscience ideas about multisensory integration and processing, we investigate the effect of synergy maximizing loss functions. Experiments on multimodal sentiment analysis tasks: CMU-MOSI and CMU-MOSEI with different models show that our approach provides a consistent performance boost.

Adversarial Stein Training for Graph Energy Models

Learning distributions over graph-structured data is a challenging task with many applications in biology and chemistry. In this work we use an energy-based model (EBM) based on multi-channel graph neural networks (GNN) to learn permutation invariant unnormalized density functions on graphs. Unlike standard EBM training methods our approach is to learn the model via minimizing adversarial stein discrepancy. Samples from the model can be obtained via Langevin dynamics based MCMC. We find that this approach achieves competitive results on graph generation compared to benchmark models.

Sibling Regression for Generalized Linear Models

Field observations form the basis of many scientific studies, especially in ecological and social sciences. Despite efforts to conduct such surveys in a standardized way, observations can be prone to systematic measurement errors. The removal of systematic variability introduced by the observation process, if possible, can greatly increase the value of this data. Existing non-parametric techniques for correcting such errors assume linear additive noise models. This leads to biased estimates when applied to generalized linear models (GLM). We present an approach based on residual functions to address this limitation. We then demonstrate its effectiveness on synthetic data and show it reduces systematic detection variability in moth surveys.