Search Results for author: Michael Lingzhi Li

Found 16 papers, 3 papers with code

Neyman Meets Causal Machine Learning: Experimental Evaluation of Individualized Treatment Rules

1 code implementation25 Apr 2024 Michael Lingzhi Li, Kosuke Imai

In this paper, we demonstrate that Neyman's methodology can also be used to experimentally evaluate the efficacy of individualized treatment rules (ITRs), which are derived by modern causal machine learning algorithms.

Causal Inference

The Cram Method for Efficient Simultaneous Learning and Evaluation

no code implementations11 Mar 2024 Zeyang Jia, Kosuke Imai, Michael Lingzhi Li

Our extensive simulation studies show that, when compared to sample-splitting, cramming reduces the evaluation standard error by more than 40% while improving the performance of learned policy.

Statistical Performance Guarantee for Subgroup Identification with Generic Machine Learning

no code implementations12 Oct 2023 Michael Lingzhi Li, Kosuke Imai

Across a wide array of disciplines, many researchers use machine learning (ML) algorithms to identify a subgroup of individuals who are likely to benefit from a treatment the most (``exceptional responders'') or those who are harmed by it.

Distributionally Robust Causal Inference with Observational Data

no code implementations15 Oct 2022 Dimitris Bertsimas, Kosuke Imai, Michael Lingzhi Li

We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders.

Causal Inference

Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments

no code implementations28 Mar 2022 Kosuke Imai, Michael Lingzhi Li

In addition, we develop nonparametric tests of treatment effect homogeneity across groups, and rank-consistency of within-group average treatment effects.

valid

Holistic Deep Learning

1 code implementation29 Oct 2021 Dimitris Bertsimas, Kimberly Villalobos Carballo, Léonard Boussioux, Michael Lingzhi Li, Alex Paskov, Ivan Paskov

This paper presents a novel holistic deep learning framework that simultaneously addresses the challenges of vulnerability to input perturbations, overparametrization, and performance instability from different train-validation splits.

Adversarial Robustness

Stochastic Cutting Planes for Data-Driven Optimization

no code implementations3 Mar 2021 Dimitris Bertsimas, Michael Lingzhi Li

We introduce a stochastic version of the cutting-plane method for a large class of data-driven Mixed-Integer Nonlinear Optimization (MINLO) problems.

Where to locate COVID-19 mass vaccination facilities?

no code implementations15 Feb 2021 Dimitris Bertsimas, Vassilis Digalakis Jr., Alexander Jacquillat, Michael Lingzhi Li, Alessandro Previero

As compared to benchmarks based on demographic and epidemiological information, the proposed optimization approach increases the effectiveness of the vaccination campaign by an estimated $20\%$, saving an extra $4000$ extra lives in the United States over a three-month period.

Fairness

Fast Exact Matrix Completion: A Unified Optimization Framework for Matrix Completion

no code implementations21 Oct 2019 Dimitris Bertsimas, Michael Lingzhi Li

We formulate the problem of matrix completion with and without side information as a non-convex optimization problem.

Matrix Completion

Experimental Evaluation of Individualized Treatment Rules

no code implementations14 May 2019 Kosuke Imai, Michael Lingzhi Li

We extend our methodology to a common setting, in which the same experimental data is used to both estimate and evaluate ITRs.

Scalable Holistic Linear Regression

no code implementations8 Feb 2019 Dimitris Bertsimas, Michael Lingzhi Li

We propose a new scalable algorithm for holistic linear regression building on Bertsimas & King (2016).

regression

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