Counterfactual Reasoning and Learning Systems

Abstract: This work shows how to leverage causal inference to understand the behavior of complex learning systems interacting with their environment and predict the consequences of changes to the system. Such predictions allow both humans and algorithms to select changes that improve both the short-term and long-term performance of such systems. This work is illustrated by experiments carried out on the ad placement system associated with the Bing search engine.

Léon Bottou, Jonas Peters, Joaquin Quiñonero-Candela, Denis X. Charles, D. Max Chickering, Elon Portugaly, Dipankar Ray, Patrice Simard and Ed Snelson: Counterfactual Reasoning and Learning Systems, arXiv:1209.2355, September 2012.


arXiv link    Latest: tr-2012-09-12.djvu tr-2012-09-12.pdf tr-2012-09-12.ps.gz

A version of this text was published in 2013 (JMLR). 

@techreport{tr-bottou-2012,
  author = {Bottou, L\'eon and Peters, Jonas and Qui{\~n}onero-Candela, Joaquin and 
            Charles, Denis X. and Chickering, D. Max and Portugaly, Elon and 
            Ray, Dipankar and Simard, Patrice and Snelson, Ed},
  title = {Counterfactual Reasoning and Learning Systems},
  institution = {arXiv:1209.2355},
  month = {September}
  year = {2012},
  url = {http://leon.bottou.org/papers/tr-bottou-2012},
}