{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/learning-from-a-biased-sample","title":"Learning from a Biased Sample","arxiv_id":"2209.01754","date":"2022-09-05","proceeding":null,"authors":["Roshni Sahoo","Lihua Lei","Stefan Wager"],"abstract":"The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed. However, in a number of settings, we may be concerned that our training sample is biased in the sense that some groups (characterized by either observable or unobservable attributes) may be under- or over-represented relative to the general population; and in this setting empirical risk minimization over the training set may fail to yield rules that perform well at deployment. We propose a model of sampling bias called conditional $\\Gamma$-biased sampling, where observed covariates can affect the probability of sample selection arbitrarily much but the amount of unexplained variation in the probability of sample selection is bounded by a constant factor. Applying the distributionally robust optimization framework, we propose a method for learning a decision rule that minimizes the worst-case risk incurred under a family of test distributions that can generate the training distribution under $\\Gamma$-biased sampling. We apply a result of Rockafellar and Uryasev to show that this problem is equivalent to an augmented convex risk minimization problem. We give statistical guarantees for learning a model that is robust to sampling bias via the method of sieves, and propose a deep learning algorithm whose loss function captures our robust learning target. We empirically validate our proposed method in a case study on prediction of mental health scores from health survey data and a case study on ICU length of stay prediction.","url_abs":"https://arxiv.org/abs/2209.01754v3","url_pdf":"https://arxiv.org/pdf/2209.01754v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"learning-from-a-biased-sample","repo_url":"https://github.com/roshni714/ru_regression","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"pytorch","reach":{"status":"ok"}}],"tasks":[{"task_slug":"decision-making","task_name":"Decision Making"},{"task_slug":"length-of-stay-prediction","task_name":"Length-of-Stay prediction"}],"methods":[{"method_slug":"test","method_name":"Test"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2209.01754","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}