2 papers
econ.EM2022
Causal Bandits: Online Decision-Making in Endogenous Settings
Jingwen Zhang, Yifang Chen, Amandeep Singh
The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (suc…
econ.EM2021
Causal Gradient Boosting: Boosted Instrumental Variable Regression
Edvard Bakhitov, Amandeep Singh
Recent advances in the literature have demonstrated that standard supervised learning algorithms are ill-suited for problems with endogenous explanatory variables. To correct for t…