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Asymptotically Best Causal Effect Identification with Multi-Armed Bandits

Date: Wednesday, November 3, 2021 16:00 - 18:00
Speaker: Silvia Chiappa (DeepMind London)
Location: Zoom Link: https://istaustria.zoom.us/j/92619096752?pwd=UWlEYTZ6UGUrSEZWMDNMMDltaEEzUT09 , Meeting ID: 926 1909 6752, Passcode: 189793
Series: ELLIS talk
Host: Marco Mondelli
Contact: Ksenja Harpprecht

In this talk, I will present a method for selecting the causal identification formula with lowest asymptotic variance among a set of available ones. The method assumes an online setting in which the investigator may alter the data collection mechanism in a data-dependent way with the aim of identifying the formula in as few samples as possible, and formalizes this setting using the best-arm-identification bandit framework where the standard goal of learning the arm with the lowest loss is replaced with the goal of learning the arm that will produce the best estimate. 


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