• Corpus ID: 218870305

Causal Bayesian Optimization

@article{Aglietti2020CausalBO,
  title={Causal Bayesian Optimization},
  author={Virginia Aglietti and Xiaoyu Lu and Andrei Paleyes and Javier Gonz' alez},
  journal={ArXiv},
  year={2020},
  volume={abs/2005.11741}
}
This paper studies the problem of globally optimizing a variable of interest that is part of a causal model in which a sequence of interventions can be performed. This problem arises in biology, operational research, communications and, more generally, in all fields where the goal is to optimize an output metric of a system of interconnected nodes. Our approach combines ideas from causal inference, uncertainty quantification and sequential decision making. In particular, it generalizes Bayesian… 

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