Author name cluster

Wenbin Lu

Possible papers associated with this exact author name in Arrow. This page groups case-insensitive exact name matches and is not a full identity disambiguation profile.

17 papers

2 author rows

ICLR Conference 2025 Conference Paper

Efficient Causal Decision Making with One-sided Feedback

Jianing Chu
Shu Yang
Wenbin Lu
Pulak Ghosh

We study a class of decision-making problems with one-sided feedback, where outcomes are only observable for specific actions. A typical example is bank loans, where the repayment status is known only if a loan is approved and remains undefined if rejected. In such scenarios, conventional approaches to causal decision evaluation and learning from observational data are not directly applicable. In this paper, we introduce a novel value function to evaluate decision rules that addresses the issue of undefined counterfactual outcomes. Without assuming no unmeasured confounders, we establish the identification of the value function using shadow variables. Furthermore, leveraging semiparametric theory, we derive the efficiency bound for the proposed value function and develop efficient methods for decision evaluation and learning. Numerical experiments and a real-world data application demonstrate the empirical performance of our proposed methods.

Details

NeurIPS Conference 2025 Conference Paper

Evaluating and Learning Optimal Dynamic Treatment Regimes under Truncation by Death

Sihyung Park
Wenbin Lu
Shu Yang

Truncation by death, a prevalent challenge in critical care, renders traditional dynamic treatment regime (DTR) evaluation inapplicable due to ill-defined potential outcomes. We introduce a principal stratification-based method, focusing on the always-survivor value function. We derive a semiparametrically efficient, multiply robust estimator for multi-stage DTRs, demonstrating its robustness and efficiency. Empirical validation and an application to electronic health records showcase its utility for personalized treatment optimization.

PDF Details

ICML Conference 2025 Conference Paper

Linear Contextual Bandits With Interference

Yang Xu 0089
Wenbin Lu
Rui Song 0006

Interference, a key concept in causal inference, extends the reward modeling process by accounting for the impact of one unit’s actions on the rewards of others. In contextual bandit (CB) settings where multiple units are present in the same round, interference can significantly affect the estimation of expected rewards for different arms, thereby influencing the decision-making process. Although some prior work has explored multi-agent and adversarial bandits in interference-aware settings, how to model interference in CB remains significantly underexplored. In this paper, we introduce a systematic framework to address interference in Linear CB (LinCB), bridging the gap between causal inference and online decision-making. We propose a series of algorithms that explicitly quantify the interference effect in the reward modeling process and provide comprehensive theoretical guarantees, including sublinear regret bounds, finite sample upper bounds, and asymptotic properties. The effectiveness of our approach is demonstrated through simulations and a synthetic data generated based on MovieLens data.

Details

ICML Conference 2025 Conference Paper

Off-Policy Evaluation under Nonignorable Missing Data

Han Wang
Yang Xu 0089
Wenbin Lu
Rui Song 0006

Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been extensively studied in the literature, a theoretical understanding of how missing data affects OPE results remains unclear. In this paper, we investigate OPE in the presence of monotone missingness and theoretically demonstrate that the value estimates remain unbiased under ignorable missingness but can be biased under nonignorable (informative) missingness. To retain the consistency of value estimation, we propose an inverse probability weighting value estimator and conduct statistical inference to quantify the uncertainty of the estimates. Through a series of numerical experiments, we empirically demonstrate that our proposed estimator yields a more reliable value inference under missing data.

Details

NeurIPS Conference 2025 Conference Paper

Solving Partial Differential Equations via Radon Neural Operator

Wenbin Lu
Yihan Chen
Junnan Xu
Wei Li
Junwei Zhu
Jianwei Zheng

Neural operator is considered a popular data-driven alternative to traditional partial differential equation (PDE) solvers. However, most current solutions, whether fulfilling computations in frequency, Laplacian, and wavelet domains, all deviate far from the intrinsic PDE space. While with meticulous network architecture elaborated, the deviation often leads to biased accuracy. To address the issue, we open a new avenue that pioneers leveraging Radon transform to decompose the input space, finalizing a novel Radon neural operator (RNO) to solve PDEs in infinite-dimensional function space. Distinct from previous solutions, we project the input data into the sinogram domain, shrinking the multi-dimensional transformations to a reduced-dimensional counterpart and fitting compactly with the PDE space. Theoretically, we prove that RNO obeys a property of bilipschitz strongly monotonicity under diffeomorphism, providing deeper insights to guarantee the desired accuracy than typical discrete invariance or continuous-discrete equivalence. Within the sinogram domain, we further evidence that different angles contribute unequally to the overall space, thus engineering a reweighting technique to enable more effective PDE solutions. On that basis, a sinogram-domain convolutional layer is crafted, which operates on a fixed $\theta$-grid that is decoupled from the PDE space, further enjoying a natural guarantee of discrete invariance. Extensive experiments demonstrate that RNO sets new state-of-the-art (SOTA) scores across massive standard benchmarks, with superior generalization performance enjoyed. Code is available at.

PDF Details

JMLR Journal 2023 Journal Article

Distributed Community Detection in Large Networks

Sheng Zhang
Rui Song
Wenbin Lu
Ji Zhu

Community detection for large networks poses challenges due to the high computational cost as well as heterogeneous community structures. In this paper, we consider widely existing real-world networks with “grouped communities” (or “the group structure”), where nodes within grouped communities are densely connected and nodes across grouped communities are relatively loosely connected. We propose a two-step community detection approach for such networks. Firstly, we leverage modularity optimization methods to partition the network into groups, where between-group connectivity is low. Secondly, we employ the stochastic block model (SBM) or degree-corrected SBM (DCSBM) to further partition the groups into communities, allowing for varying levels of between-community connectivity. By incorporating this two-step structure, we introduce a novel divide-and-conquer algorithm that asymptotically recovers both the group structure and the community structure. Numerical studies confirm that our approach significantly reduces computational costs while achieving competitive performance. This framework provides a comprehensive solution for detecting community structures in networks with grouped communities, offering a valuable tool for various applications. [abs] [ pdf ][ bib ] &copy JMLR 2023. ( edit, beta )

PDF Details

JMLR Journal 2023 Journal Article

Jump Interval-Learning for Individualized Decision Making with Continuous Treatments

Hengrui Cai
Chengchun Shi
Rui Song
Wenbin Lu

An individualized decision rule (IDR) is a decision function that assigns each individual a given treatment based on his/her observed characteristics. Most of the existing works in the literature consider settings with binary or finitely many treatment options. In this paper, we focus on the continuous treatment setting and propose a jump interval-learning to develop an individualized interval-valued decision rule (I2DR) that maximizes the expected outcome. Unlike IDRs that recommend a single treatment, the proposed I2DR yields an interval of treatment options for each individual, making it more flexible to implement in practice. To derive an optimal I2DR, our jump interval-learning method estimates the conditional mean of the outcome given the treatment and the covariates via jump penalized regression, and derives the corresponding optimal I2DR based on the estimated outcome regression function. The regressor is allowed to be either linear for clear interpretation or deep neural network to model complex treatment-covariates interactions. To implement jump interval-learning, we develop a searching algorithm based on dynamic programming that efficiently computes the outcome regression function. Statistical properties of the resulting I2DR are established when the outcome regression function is either a piecewise or continuous function over the treatment space. We further develop a procedure to infer the mean outcome under the (estimated) optimal policy. Extensive simulations and a real data application to a Warfarin study are conducted to demonstrate the empirical validity of the proposed I2DR. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2023. ( edit, beta )

PDF Details

ICML Conference 2023 Conference Paper

Multiply Robust Off-policy Evaluation and Learning under Truncation by Death

Jianing Chu
Shu Yang
Wenbin Lu

Typical off-policy evaluation (OPE) and off-policy learning (OPL) are not well-defined problems under "truncation by death", where the outcome of interest is not defined after some events, such as death. The standard OPE no longer yields consistent estimators, and the standard OPL results in suboptimal policies. In this paper, we formulate OPE and OPL using principal stratification under "truncation by death". We propose a survivor value function for a subpopulation whose outcomes are always defined regardless of treatment conditions. We establish a novel identification strategy under principal ignorability, and derive the semiparametric efficiency bound of an OPE estimator. Then, we propose multiply robust estimators for OPE and OPL. We show that the proposed estimators are consistent and asymptotically normal even with flexible semi/nonparametric models for nuisance functions approximation. Moreover, under mild rate conditions of nuisance functions approximation, the estimators achieve the semiparametric efficiency bound. Finally, we conduct experiments to demonstrate the empirical performance of the proposed estimators.

Details

ICLR Conference 2021 Conference Paper

ANOCE: Analysis of Causal Effects with Multiple Mediators via Constrained Structural Learning

Hengrui Cai
Rui Song 0006
Wenbin Lu

In the era of causal revolution, identifying the causal effect of an exposure on the outcome of interest is an important problem in many areas, such as epidemics, medicine, genetics, and economics. Under a general causal graph, the exposure may have a direct effect on the outcome and also an indirect effect regulated by a set of mediators. An analysis of causal effects that interprets the causal mechanism contributed through mediators is hence challenging but on demand. To the best of our knowledge, there are no feasible algorithms that give an exact decomposition of the indirect effect on the level of individual mediators, due to common interaction among mediators in the complex graph. In this paper, we establish a new statistical framework to comprehensively characterize causal effects with multiple mediators, namely, ANalysis Of Causal Effects (ANOCE), with a newly introduced definition of the mediator effect, under the linear structure equation model. We further propose a constrained causal structure learning method by incorporating a novel identification constraint that specifies the temporal causal relationship of variables. The proposed algorithm is applied to investigate the causal effects of 2020 Hubei lockdowns on reducing the spread of the coronavirus in Chinese major cities out of Hubei.

Details

NeurIPS Conference 2021 Conference Paper

Deep Jump Learning for Off-Policy Evaluation in Continuous Treatment Settings

Hengrui Cai
Chengchun Shi
Rui Song
Wenbin Lu

We consider off-policy evaluation (OPE) in continuous treatment settings, such as personalized dose-finding. In OPE, one aims to estimate the mean outcome under a new treatment decision rule using historical data generated by a different decision rule. Most existing works on OPE focus on discrete treatment settings. To handle continuous treatments, we develop a novel estimation method for OPE using deep jump learning. The key ingredient of our method lies in adaptively discretizing the treatment space using deep discretization, by leveraging deep learning and multi-scale change point detection. This allows us to apply existing OPE methods in discrete treatments to handle continuous treatments. Our method is further justified by theoretical results, simulations, and a real application to Warfarin Dosing.

PDF Details

AAAI Conference 2020 Conference Paper

A New Framework for Online Testing of Heterogeneous Treatment Effect

Miao Yu
Wenbin Lu
Rui Song

We propose a new framework for online testing of heterogeneous treatment effects. The proposed test, named sequential score test (SST), is able to control type I error under continuous monitoring and detect multi-dimensional heterogeneous treatment effects. We provide an online p-value calculation for SST, making it convenient for continuous monitoring, and extend our tests to online multiple testing settings by controlling the false discovery rate. We examine the empirical performance of the proposed tests and compare them with a state-of-art online test, named mSPRT using simulations and a real data. The results show that our proposed test controls type I error at any time, has higher detection power and allows quick inference on online A/B testing.

PDF Details

JMLR Journal 2020 Journal Article

Breaking the Curse of Nonregularity with Subagging --- Inference of the Mean Outcome under Optimal Treatment Regimes

Chengchun Shi
Wenbin Lu
Rui Song

Precision medicine is an emerging medical approach that allows physicians to select the treatment options based on individual patient information. The goal of precision medicine is to identify the optimal treatment regime (OTR) that yields the most favorable clinical outcome. Prior to adopting any OTR in clinical practice, it is crucial to know the impact of implementing such a policy. Although considerable research has been devoted to estimating the OTR in the literature, less attention has been paid to statistical inference of the OTR. Challenges arise in the nonregular cases where the OTR is not uniquely defined. To deal with nonregularity, we develop a novel inference method for the mean outcome under an OTR (the optimal value function) based on subsample aggregating (subagging). The proposed method can be applied to multi-stage studies where treatments are sequentially assigned over time. Bootstrap aggregating (bagging) and subagging have been recognized as effective vari- ance reduction techniques to improve unstable estimators or classifiers (Buhlmann and Yu, 2002). However, it remains unknown whether these approaches can yield valid inference results. We show the proposed confidence interval (CI) for the optimal value function achieves nominal coverage. In addition, due to the variance reduction effect of subagging, our method enjoys certain statistical optimality. Specifically, we show that the mean squared error of the proposed value estimator is strictly smaller than that based on the simple sample-splitting estimator in the nonregular cases. Moreover, under certain conditions, the length of our proposed CI is shown to be on average shorter than CIs constructed based on the existing state-of-the-art method (Luedtke and van der Laan, 2016) and the 'oracle' method which works as well as if an OTR were known. Extensive numerical studies are conducted to back up our theoretical findings. [abs] [ pdf ][ bib ] &copy JMLR 2020. ( edit, beta )

PDF Details

ICML Conference 2020 Conference Paper

Causal Effect Estimation and Optimal Dose Suggestions in Mobile Health

Liangyu Zhu
Wenbin Lu
Rui Song 0006

In this article, we propose novel structural nested models to estimate causal effects of continuous treatments based on mobile health data. To find the treatment regime which optimizes the short-term outcomes for the patients, we define the weighted lag K advantage. The optimal treatment regime is then defined to be the one which maximizes this advantage. This method imposes minimal assumptions on the data generating process. Statistical inference can also be provided for the estimated parameters. Simulation studies and an application to the Ohio type 1 diabetes dataset show that our method could provide meaningful insights for dose suggestions with mobile health data.

Details

ICML Conference 2020 Conference Paper

Does the Markov Decision Process Fit the Data: Testing for the Markov Property in Sequential Decision Making

Chengchun Shi
Runzhe Wan
Rui Song 0006
Wenbin Lu
Ling Leng

The Markov assumption (MA) is fundamental to the empirical validity of reinforcement learning. In this paper, we propose a novel Forward-Backward Learning procedure to test MA in sequential decision making. The proposed test does not assume any parametric form on the joint distribution of the observed data and plays an important role for identifying the optimal policy in high-order Markov decision processes (MDPs) and partially observable MDPs. Theoretically, we establish the validity of our test. Empirically, we apply our test to both synthetic datasets and a real data example from mobile health studies to illustrate its usefulness.

Details

ICML Conference 2020 Conference Paper

On Validation and Planning of An Optimal Decision Rule with Application in Healthcare Studies

Hengrui Cai
Wenbin Lu
Rui Song 0006

In the current era of personalized recommendation, one major interest is to develop an optimal individualized decision rule that assigns individuals with the best treatment option according to their covariates. Estimation of optimal decision rules (ODR) has been extensively investigated recently, however, at present, no testing procedure is proposed to verify whether these ODRs are significantly better than the naive decision rule that always assigning individuals to a fixed treatment option. In this paper, we propose a testing procedure for detecting the existence of an ODR that is better than the naive decision rule under the randomized trials. We construct the proposed test based on the difference of estimated value functions using the augmented inverse probability weighted method. The asymptotic distributions of the proposed test statistic under the null and local alternative hypotheses are established. Based on the established asymptotic distributions, we further develop a sample size calculation formula for testing the existence of an ODR in designing A/B tests. Extensive simulations and a real data application to a schizophrenia clinical trial data are conducted to demonstrate the empirical validity of the proposed methods.

Details

JMLR Journal 2019 Journal Article

Determining the Number of Latent Factors in Statistical Multi-Relational Learning

Chengchun Shi
Wenbin Lu
Rui Song

Statistical relational learning is primarily concerned with learning and inferring relationships between entities in large-scale knowledge graphs. Nickel et al. (2011) proposed a RESCAL tensor factorization model for statistical relational learning, which achieves better or at least comparable results on common benchmark data sets when compared to other state-of-the-art methods. Given a positive integer $s$, RESCAL computes an $s$-dimensional latent vector for each entity. The latent factors can be further used for solving relational learning tasks, such as collective classification, collective entity resolution and link-based clustering. The focus of this paper is to determine the number of latent factors in the RESCAL model. Due to the structure of the RESCAL model, its log-likelihood function is not concave. As a result, the corresponding maximum likelihood estimators (MLEs) may not be consistent. Nonetheless, we design a specific pseudometric, prove the consistency of the MLEs under this pseudometric and establish its rate of convergence. Based on these results, we propose a general class of information criteria and prove their model selection consistencies when the number of relations is either bounded or diverges at a proper rate of the number of entities. Simulations and real data examples show that our proposed information criteria have good finite sample properties. [abs] [ pdf ][ bib ] &copy JMLR 2019. ( edit, beta )

PDF Details

JMLR Journal 2018 Journal Article

Sparse Concordance-assisted Learning for Optimal Treatment Decision

Shuhan Liang
Wenbin Lu
Rui Song
Lan Wang

To find optimal decision rule, Fan et al. (2016) proposed an innovative concordance-assisted learning algorithm which is based on maximum rank correlation estimator. It makes better use of the available information through pairwise comparison. However the objective function is discontinuous and computationally hard to optimize. In this paper, we consider a convex surrogate loss function to solve this problem. In addition, our algorithm ensures sparsity of decision rule and renders easy interpretation. We derive the $L_2$ error bound of the estimated coefficients under ultra-high dimension. Simulation results of various settings and application to STAR*D both illustrate that the proposed method can still estimate optimal treatment regime successfully when the number of covariates is large. [abs] [ pdf ][ bib ] &copy JMLR 2018. ( edit, beta )

PDF Details