NIPS Proceedingsβ

Structural Causal Bandits: Where to Intervene?

Part of: Advances in Neural Information Processing Systems 31 (NIPS 2018) pre-proceedings

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Authors

Conference Event Type: Poster

Abstract

We study the problem of identifying the best action in a sequential decision-making setting when the reward distributions of the arms exhibit a non-trivial dependence structure, which is governed by the underlying causal model of the domain where the agent is deployed. In this setting, playing an arm corresponds to intervening on a set of variables and setting them to specific values. In this paper, we show that whenever the underlying causal model is not taken into account during the decision-making process, the standard strategies of simultaneously intervening on all variables or on all the subsets of the variables may, in general, lead to suboptimal policies, regardless of the number of interventions performed by the agent in the environment. We formally acknowledge this phenomenon and investigate structural properties implied by the underlying causal model, which lead to a complete characterization of the relationships between the arms' distributions. We leverage this characterization to build a new algorithm that takes as input a causal structure and finds a minimal, sound, and complete set of qualified arms that an agent should play to maximize its expected reward. We empirically demonstrate that the new strategy learns an optimal policy and leads to orders of magnitude faster convergence rates when compared with its causal-insensitive counterparts.