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On Banking, Points & Rewards

Ah banking, exciting stuff, right? I’ve recently found some enjoyment in simulating fee profiles, rewards, and payoffs of different strategies associated with banking and credit facilities. This is a simple...

So Many Options!

Introduction Fokker-Planck equations, and stochastic differential equations in general, have many powerful applications in a wide ranging set of fields. These include modelling of Brownian motion in physical systems, electronic...

CRL Task 6: Causal Imitation Learning

And as quickly as that, we’re at task 6 of our quest. Causal imitation learning is perhaps the most fanciful-sounding, but at it’s core it remains as simple a goal...

CRL Task 5: Learning Causal Models

We’ve now come to one of the most vital aspects of this theory - how can we learn causal models? Learning models is often an exceptionally computationally intensive process, so...

CRL Task 4: Generalisability and Robustness

At this point we’ve developed a good sense of the technical theory of causal reinforcement learning. This next section brings together many important ideas and generalises notions of data transfer...

CRL Task 3: Counterfactual Decision Making

In the previous blog post we discussed some theory of how to select optimal and possibly optimal interventions in a causal framework. For those interested in the decision science, this...