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Lectures delivered Aug 8-9, 2016 at MLSS.cc (Arequipa, Peru)
"Data Science @ The New York Times".
Topics include:
descriptive/predictive/prescriptive modeling
boosting & surrogate loss functions pp103-117
causality via generative models (p141-215)
POISE: “policy optimization via importance sample estimation”
connection w/causal inference & matching (p188-215)
brief intro to instrumental variables (p230-248)
bandits (p249-316)
connecting thompson sampling with generative modeling (p259-305)
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