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  • 1.
    Ek, Sofia
    et al.
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Artificial Intelligence.
    Zachariah, Dave
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Artificial Intelligence.
    Johansson, Fredrik D.
    Stoica, Peter
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control.
    Off-Policy Evaluation with Out-of-Sample Guarantees2023In: Transactions on Machine Learning Research, E-ISSN 2835-8856Article in journal (Refereed)
  • 2.
    Ek, Sofia
    et al.
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Artificial Intelligence.
    Zachariah, Dave
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Artificial Intelligence.
    Stoica, Peter
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
    Learning Pareto-Efficient Decisions with Confidence2022In: International Conference on Artificial Intelligence and Statistics / [ed] Camps-Valls, G Ruiz, FJR Valera, I, JMLR-JOURNAL MACHINE LEARNING RESEARCH , 2022, Vol. 151, p. 9969-9981Conference paper (Refereed)
    Abstract [en]

    The paper considers the problem of multi-objective decision support when outcomes are uncertain. We extend the concept of Pareto-efficient decisions to take into account the uncertainty of decision outcomes across varying contexts. This enables quantifying trade-offs between decisions in terms of tail outcomes that are relevant in safety-critical applications. We propose a method for learning efficient decisions with statistical confidence, building on results from the conformal prediction literature. The method adapts to weak or nonexistent context covariate overlap and its statistical guarantees are evaluated using both synthetic and real data.

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