How do we make machine learning (ML) algorithms fair and reliable? This is particularly important today as ML enters high-stakes applications such as hiring and education, often adversely affecting people's lives with respect to gender, race, etc., and also violating anti-discrimination laws. When it comes to resolving legal disputes or even informing policies and interventions, only identifying bias/disparity in a model's decision is insufficient. We really need to dig deeper into how it arose. E.g., disparities in hiring that can be explained by an occupational necessity (code-writing skills for software engineering) may be exempt by law, but the disparity arising due to an aptitude test may not be (Ref: Griggs v. Duke Power `71). This leads us to a question that bridges the fields of fairness, explainability, and law: How can we identify and explain the sources of disparity in ML models, e.g., did the disparity entirely arise due to the critical occupational necessities? In this talk, I propose a systematic measure of "non-exempt disparity," i.e., the bias which cannot be explained by the occupational necessities. To arrive at a measure for the non-exempt disparity, I adopt a rigorous axiomatic approach that brings together concepts in information theory (in particular, an emerging body of work called Partial Information Decomposition) with causality.

I will provide a brief overview of previous work on credible inference in the context of causal inference and statistical machine learning, and discuss ongoing directions on interfaces of causal inference embedded in complex operational systems.

Even the most carefully curated economic data sets have variables that are noisy, missing, discretized, or privatized. The standard workflow for empirical research involves data cleaning followed by data analysis that typically ignores the bias and variance consequences of data cleaning. We formulate a semiparametric model for causal inference with corrupted data to encompass both data cleaning and data analysis. We propose a new end-to-end procedure for data cleaning, estimation, and inference with data cleaning-adjusted confidence intervals. We prove consistency, Gaussian approximation, and semiparametric efficiency for our estimator of the causal parameter by finite sample arguments. The rate of Gaussian approximation is $n^{-1/2}$ for global parameters such as average treatment effect, and it degrades gracefully for local parameters such as heterogeneous treatment effect for a specific demographic. Our key assumption is that the true covariates are approximately low rank. In our analysis, we provide nonasymptotic theoretical contributions to matrix completion, statistical learning, and semiparametric statistics. We verify the coverage of the data cleaning-adjusted confidence intervals in simulations calibrated to resemble differential privacy as implemented in the 2020 US Census.

What is the best we can do with the amount of data at our disposal with a given learning task? Modern learning problems---with a modest amount of data or subject to data processing constraints---frequently raise the need to understand the fundamental limits and make judicious use of the available small or imperfect data. This talk will cover several examples of learning where exploiting the key structure, as well as optimally trading between real-world resources, are vital to achieve statistical efficiency.

Reinforcement learning (RL) has recently achieved tremendous successes in several artificial intelligence applications. Many of the forefront applications of RL involve "multiple agents", e.g., playing chess and Go games, autonomous driving, and robotics. In this talk, I will introduce several recent works on multi-agent reinforcement learning (MARL) with theoretical guarantees. Specifically, we focus on solving the most basic multi-agent RL setting: infinite-horizon zero-sum stochastic games (Shapley 1953), using three common RL approaches: model-based, value-based, and policy-based ones. We first show that for the tabular setting, "model-based multi-agent RL" (estimating the model first and then planning) can achieve near-optimal sample complexity when a generative model of the game environment is available. Second, we show that a simple variant of "Q-learning" (value-based) can find the Nash equilibrium of the game, even if the agents run it independently/in a "fully decentralized" fashion. Third, we show that "policy gradient" methods (policy-based) can solve zero-sum stochastic games with linear dynamics and quadratic costs, which equivalently solves a robust and risk-sensitive control problem. With this connection to robust control, we discover that our policy gradient methods automatically preserve the robustness of the system during iterations, some phenomena we referred to as "implicit regularization". Time permitting, I will also discuss some ongoing and future directions along these lines.

What will happen to Y if we do A? A variety of meaningful socio-economic and engineering questions can be formulated this way. To name a few: What will happen to a patient's health if they are given a new therapy? What will happen to a country's economy if policy-makers legislate a new tax? What will happen to a data center's latency if a new congestion control protocol is used? In this talk, we will explore how to answer such counterfactual questions using observational data---which is increasingly available due to digitization and pervasive sensors---and/or very limited experimental data. The two key challenges in doing so are: (i) counterfactual prediction in the presence of latent confounders; (ii) estimation with modern datasets which are high-dimensional, noisy, and sparse. Towards this goal, the key framework we introduce is connecting causal inference with tensor completion, a very active area of research across a variety of fields. In particular, we show how to represent the various potential outcomes (i.e., counterfactuals) of interest through an order-3 tensor. The key theoretical results presented are: (i) Formal identification results establishing under what missingness patterns, latent confounding, and structure on the tensor is recovery of unobserved potential outcomes possible. (ii) Introducing novel estimators to recover these unobserved potential outcomes and proving they are finite-sample consistent and asymptotically normal. The efficacy of the proposed estimators is shown on high-impact real-world applications. These include working with: (i) TaurRx Therapeutics to propose novel clinical trial designs to reduce the number of patients recruited for a trial and to correct for bias from patient dropouts; (ii) Uber Technologies on evaluating the impact of certain driver engagement policies without having to run an A/B test.