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Devavrat Shah

18 accepted papers

2023

Auditing for Human Expertise

NeurIPS 2023spotlight

High-stakes prediction tasks (e.g., patient diagnosis) are often handled by trained human experts. A common source of concern about automation in these settings is that experts may exercise intuition that is difficult to model and/or have access to information (e.g., conversations with a patient) th…

2023

Counterfactual Identifiability of Bijective Causal Models

ICML 2023poster

We study counterfactual identifiability in causal models with bijective generation mechanisms (BGM), a class that generalizes several widely-used causal models in the literature. We establish their counterfactual identifiability for three common causal structures with unobserved confounding, and pro…

2023

SAMoSSA: Multivariate Singular Spectrum Analysis with Stochastic Autoregressive Noise

NeurIPS 2023poster

The well-established practice of time series analysis involves estimating deterministic, non-stationary trend and seasonality components followed by learning the residual stochastic, stationary components. Recently, it has been shown that one can learn the deterministic non-stationary components acc…

Cited by 2SourcePDFScholar
2021

A Computationally Efficient Method for Learning Exponential Family Distributions

NeurIPS 2021poster

We consider the question of learning the natural parameters of a $k$ parameter \textit{minimal} exponential family from i.i.d. samples in a computationally and statistically efficient manner. We focus on the setting where the support as well as the natural parameters are appropriately bounded. While…

Cited by 13SourcePDFScholar
2021

Change Point Detection via Multivariate Singular Spectrum Analysis

NeurIPS 2021poster

The objective of change point detection (CPD) is to detect significant and abrupt changes in the dynamics of the underlying system of interest through multivariate time series observations. In this work, we develop and analyze an algorithm for CPD that is inspired by a variant of the classical singu…

Cited by 25SourcePDFScholar
2021

PerSim: Data-Efficient Offline Reinforcement Learning with Heterogeneous Agents via Personalized Simulators

NeurIPS 2021poster

We consider offline reinforcement learning (RL) with heterogeneous agents under severe data scarcity, i.e., we only observe a single historical trajectory for every agent under an unknown, potentially sub-optimal policy. We find that the performance of state-of-the-art offline and model-based RL met…

Cited by 25SourcePDFScholar
2020

Sample Efficient Reinforcement Learning via Low-Rank Matrix Estimation

NeurIPS 2020poster

We consider the question of learning $Q$-function in a sample efficient manner for reinforcement learning with continuous state and action spaces under a generative model. If $Q$-function is Lipschitz continuous, then the minimal sample complexity for estimating $\epsilon$-optimal $Q$-function is kn…

Cited by 52SourcePDFScholar
2017

Thy Friend is My Friend: Iterative Collaborative Filtering for Sparse Matrix Estimation

NeurIPS 2017poster

The sparse matrix estimation problem consists of estimating the distribution of an $n\times n$ matrix $Y$, from a sparsely observed single instance of this matrix where the entries of $Y$ are independent random variables. This captures a wide array of problems; special instances include matrix comp…

Cited by 35SourcePDFScholar
2016

Blind Regression: Nonparametric Regression for Latent Variable Models via Collaborative Filtering

NeurIPS 2016poster

We introduce the framework of {\em blind regression} motivated by {\em matrix completion} for recommendation systems: given $m$ users, $n$ movies, and a subset of user-movie ratings, the goal is to predict the unobserved user-movie ratings given the data, i.e., to complete the partially observed mat…

Cited by 60SourcePDFScholar