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This manuscript introduces the idea of using Distributionally Robust Optimization (DRO) for the Counterfactual Risk Minimization (CRM) problem. Tapping into a rich existing literature, we show that DRO is a principled tool for counterfactual decision making. We also show that well-established solutions to the CRM problem like sample variance penalization schemes are special instances of a more general DRO problem. In this unifying framework, a variety of distributionally robust counterfactual risk estimators can be constructed using various probability distances and divergences as uncertainty measures. We propose the use of Kullback-Leibler divergence as an alternative way to model uncertainty in CRM and derive a new robust counterfactual objective. In our experiments, we show that this approach outperforms the state-of-the-art on four benchmark datasets, validating the relevance of using other uncertainty measures in practical applications.

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Generative Adversarial Networks (GANs) are a class of generative algorithms that have been shown to produce state-of-the art samples, especially in the domain of image creation. The fundamental principle of GANs is to approximate the unknown distribution of a given data set by optimizing an objective function through an adversarial game between a family of generators and a family of discriminators. In this paper, we offer a better theoretical understanding of GANs by analyzing some of their mathematical and statistical properties. We study the deep connection between the adversarial principle underlying GANs and the Jensen-Shannon divergence, together with some optimality characteristics of the problem. An analysis of the role of the discriminator family via approximation arguments is also provided. In addition, taking a statistical point of view, we study the large sample properties of the estimated distribution and prove in particular a central limit theorem. Some of our results are illustrated with simulated examples.

In recent years, the softmax model and its fast approximations have become the de-facto loss functions for deep neural networks when dealing with multi-class prediction. This loss has been extended to language modeling and recommendation, two fields that fall into the framework of learning from Positive and Unlabeled data.In this paper, we stress the different drawbacks of the current family of softmax losses and sampling schemes when applied in a Positive and Unlabeled learning setup. We propose both a Relaxed Softmax loss (RS) and a new negative sampling scheme based on Boltzmann formulation. We show that the new training objective is better suited for the tasks of density estimation, item similarity and next-event prediction by driving uplifts in performance on textual and recommendation datasets against classical softmax. CCS CONCEPTS• Theory of computation → Models of learning; Query learning; Semi-supervised learning. sectionIntroductionOne-class learning is a well-known paradigm where one tries to identify objects of a specific class amongst all objects. Its applications are numerous in language modeling and recommendation, since in many occasions negative data is either too expensive to obtain or too difficult to define. Depending on the availability of training data, we make the distinction between learning from positive-only data and learning from positive and unlabeled data. In the positive-only case, one can use the softmax crossentropy loss and train a neural model to fit a target density. The softmax cross-entropy loss is a density estimation tool that allows to fit the distribution output by the model to the empirical distribution