Talk
Identifying Best Interventions through Online Importance Sampling
Rajat Sen · Karthikeyan Shanmugam · Alexandros Dimakis · Sanjay Shakkottai

Wed Aug 9th 03:48 -- 04:06 PM @ C4.1

Motivated by applications in computational advertising and systems biology, we consider the problem of identifying the best out of several possible soft interventions at a source node $V$ in an acyclic causal directed graph, to maximize the expected value of a target node $Y$ (located downstream of $V$). Our setting imposes a fixed total budget for sampling under various interventions, along with cost constraints on different types of interventions. We pose this as a best arm identification bandit problem with $K$ arms, where each arm is a soft intervention at $V$ and leverage the information leakage among the arms to provide the first gap dependent error and simple regret bounds for this problem. Our results are a significant improvement over the traditional best arm identification results. We empirically show that our algorithms outperform the state of the art in the Flow Cytometry data-set, and also apply our algorithm for model interpretation of the Inception-v3 deep net that classifies images.

Author Information

Rajat Sen (University of Texas at Austin)

I am a 4th year PhD. student in WNCG, UT Austin. I am advised by [Dr. Sanjay Shakkottai](http://users.ece.utexas.edu/~shakkott/Sanjay_Shakkottai/Contact.html). I received my Bachelors degree in ECE, IIT Kharagpur in 2013. I have spent most of my childhood in Durgapur and Kolkata, West Bengal, India. My research interests include online learning (especially Multi-Armed Bandit problems), causality, learning in queueing systems, recommendation systems and social networks. I like to work on real-world problems that allow rigorous theoretical analysis.

Karthikeyan Shanmugam (IBM Research, T. J. Watson Research Center)
Alex Dimakis (UT Austin)

Alex Dimakis is an Associate Professor at the Electrical and Computer Engineering department, University of Texas at Austin. He received his Ph.D. in electrical engineering and computer sciences from UC Berkeley. He received an ARO young investigator award in 2014, the NSF Career award in 2011, a Google faculty research award in 2012 and the Eli Jury dissertation award in 2008. He is the co-recipient of several best paper awards including the joint Information Theory and Communications Society Best Paper Award in 2012. His research interests include information theory, coding theory and machine learning.

Sanjay Shakkottai (University of Texas at Austin)

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