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Efficient Adaptive Experimentation with Noncompliance

Methodology 2025-10-30 v2 Machine Learning Machine Learning

Abstract

We study the problem of estimating the average treatment effect (ATE) in adaptive experiments where treatment can only be encouraged -- rather than directly assigned -- via a binary instrumental variable. Building on semiparametric efficiency theory, we derive the efficiency bound for ATE estimation under arbitrary, history-dependent instrument-assignment policies, and show it is minimized by a variance-aware allocation rule that balances outcome noise and compliance variability. Leveraging this insight, we introduce AMRIV -- an Adaptive, Multiply-Robust estimator for Instrumental-Variable settings with variance-optimal assignment. AMRIV pairs (i) an online policy that adaptively approximates the optimal allocation with (ii) a sequential, influence-function-based estimator that attains the semiparametric efficiency bound while retaining multiply-robust consistency. We establish asymptotic normality, explicit convergence rates, and anytime-valid asymptotic confidence sequences that enable sequential inference. Finally, we demonstrate the practical effectiveness of our approach through empirical studies, showing that adaptive instrument assignment, when combined with the AMRIV estimator, yields improved efficiency and robustness compared to existing baselines.

Keywords

Cite

@article{arxiv.2505.17468,
  title  = {Efficient Adaptive Experimentation with Noncompliance},
  author = {Miruna Oprescu and Brian M Cho and Nathan Kallus},
  journal= {arXiv preprint arXiv:2505.17468},
  year   = {2025}
}

Comments

37 pages, 4 figures, 2 tables, NeurIPS 2025

R2 v1 2026-07-01T02:33:07.664Z