Unifying Unsupervised Graph-Level Anomaly Detection and Out-of-Distribution Detection: A Benchmark

To build safe and reliable graph machine learning systems, unsupervised graph-level anomaly detection (GLAD) and unsupervised graph-level out-of-distribution (OOD) detection (GLOD) have received significant attention in recent years. Though those two lines of research indeed share the same objective, they have been studied independently in the community due to distinct evaluation setups, creating a gap that hinders the application and evaluation of methods from one to the other. To bridge the gap, in this work, we present a Unified Benchmark for unsupervised Graph-level OOD and anomaly Detection (our method), a comprehensive evaluation framework that unifies GLAD and GLOD under the concept of generalized graph-level OOD detection. Our benchmark encompasses 35 datasets spanning four practical anomaly and OOD detection scenarios, facilitating the comparison of 16 representative GLAD/GLOD methods. We conduct multi-dimensional analyses to explore the effectiveness, generalizability, robustness, and efficiency of existing methods, shedding light on their strengths and limitations. Furthermore, we provide an open-source codebase (https://github.com/UB-GOLD/UB-GOLD) of our method to foster reproducible research and outline potential directions for future investigations based on our insights.

Rethinking Independent Cross-Entropy Loss For Graph-Structured Data

Graph neural networks (GNNs) have exhibited prominent performance in learning graph-structured data. Considering node classification task, based on the i.i.d assumption among node labels, the traditional supervised learning simply sums up cross-entropy losses of the independent training nodes and applies the average loss to optimize GNNs' weights. But different from other data formats, the nodes are naturally connected. It is found that the independent distribution modeling of node labels restricts GNNs' capability to generalize over the entire graph and defend adversarial attacks. In this work, we propose a new framework, termed joint-cluster supervised learning, to model the joint distribution of each node with its corresponding cluster. We learn the joint distribution of node and cluster labels conditioned on their representations, and train GNNs with the obtained joint loss. In this way, the data-label reference signals extracted from the local cluster explicitly strengthen the discrimination ability on the target node. The extensive experiments demonstrate that our joint-cluster supervised learning can effectively bolster GNNs' node classification accuracy. Furthermore, being benefited from the reference signals which may be free from spiteful interference, our learning paradigm significantly protects the node classification from being affected by the adversarial attack.

Personalized Pricing with Invalid Instrumental Variables: Identification, Estimation, and Policy Learning

Pricing based on individual customer characteristics is widely used to maximize sellers' revenues. This work studies offline personalized pricing under endogeneity using an instrumental variable approach. Standard instrumental variable methods in causal inference/econometrics either focus on a discrete treatment space or require the exclusion restriction of instruments from having a direct effect on the outcome, which limits their applicability in personalized pricing. In this paper, we propose a new policy learning method for Personalized pRicing using Invalid iNsTrumental variables (PRINT) for continuous treatment that allow direct effects on the outcome. Specifically, relying on the structural models of revenue and price, we establish the identifiability condition of an optimal pricing strategy under endogeneity with the help of invalid instrumental variables. Based on this new identification, which leads to solving conditional moment restrictions with generalized residual functions, we construct an adversarial min-max estimator and learn an optimal pricing strategy. Furthermore, we establish an asymptotic regret bound to find an optimal pricing strategy. Finally, we demonstrate the effectiveness of the proposed method via extensive simulation studies as well as a real data application from an US online auto loan company.

Off-Policy Evaluation for Episodic Partially Observable Markov Decision Processes under Non-Parametric Models

We study the problem of off-policy evaluation (OPE) for episodic Partially Observable Markov Decision Processes (POMDPs) with continuous states. Motivated by the recently proposed proximal causal inference framework, we develop a non-parametric identification result for estimating the policy value via a sequence of so-called V-bridge functions with the help of time-dependent proxy variables. We then develop a fitted-Q-evaluation-type algorithm to estimate V-bridge functions recursively, where a non-parametric instrumental variable (NPIV) problem is solved at each step. By analyzing this challenging sequential NPIV problem, we establish the finite-sample error bounds for estimating the V-bridge functions and accordingly that for evaluating the policy value, in terms of the sample size, length of horizon and so-called (local) measure of ill-posedness at each step. To the best of our knowledge, this is the first finite-sample error bound for OPE in POMDPs under non-parametric models.

Proximal Learning for Individualized Treatment Regimes Under Unmeasured Confounding

Data-driven individualized decision making has recently received increasing research interests. Most existing methods rely on the assumption of no unmeasured confounding, which unfortunately cannot be ensured in practice especially in observational studies. Motivated by the recent proposed proximal causal inference, we develop several proximal learning approaches to estimating optimal individualized treatment regimes (ITRs) in the presence of unmeasured confounding. In particular, we establish several identification results for different classes of ITRs, exhibiting the trade-off between the risk of making untestable assumptions and the value function improvement in decision making. Based on these results, we propose several classification-based approaches to finding a variety of restricted in-class optimal ITRs and develop their theoretical properties. The appealing numerical performance of our proposed methods is demonstrated via an extensive simulation study and one real data application.