148 citations · 972 across the 92 of their papers we have counts for
15 papers · 1 filter
Fairness, Welfare, and Equity in Personalized Pricing
Nathan Kallus, Angela Zhou
We study the interplay of fairness, welfare, and equity considerations in personalized pricing based on customer features. Sellers are increasingly able to conduct price personaliz…
The Variational Method of Moments
Andrew Bennett, Nathan Kallus
The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regres…
Fast Rates for Contextual Linear Optimization
Yichun Hu, Nathan Kallus, Xiaojie Mao
Incorporating side observations in decision making can reduce uncertainty and boost performance, but it also requires we tackle a potentially complex predictive relationship. While…
Optimal Off-Policy Evaluation from Multiple Logging Policies
Nathan Kallus, Yuta Saito, Masatoshi Uehara
We study off-policy evaluation (OPE) from multiple logging policies, each generating a dataset of fixed size, i.e., stratified sampling. Previous work noted that in this setting th…
Stochastic Optimization Forests
Nathan Kallus, Xiaojie Mao
We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variab…
Off-policy Evaluation in Infinite-Horizon Reinforcement Learning with Latent Confounders
Andrew Bennett, Nathan Kallus, Lihong Li +1
Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very sam…