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In clinical practice, physicians make a series of treatment decisions over the course of a patient's disease based on his/her baseline and evolving characteristics. A dynamic treatment regime is a set of sequential decision rules that…

Methodology · Statistics 2015-02-04 Phillip J. Schulte , Anastasios A. Tsiatis , Eric B. Laber , Marie Davidian

Multistate process data are common in studies of chronic diseases such as cancer. These data are ideal for precision medicine purposes as they can be leveraged to improve more refined health outcomes, compared to standard survival outcomes,…

Methodology · Statistics 2022-11-28 Giorgos Bakoyannis

Q-learning with neural network function approximation (neural Q-learning for short) is among the most prevalent deep reinforcement learning algorithms. Despite its empirical success, the non-asymptotic convergence rate of neural Q-learning…

Machine Learning · Computer Science 2020-03-05 Pan Xu , Quanquan Gu

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

Optimization and Control · Mathematics 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

Q-learning is a promising method for solving optimal control problems for uncertain systems without the explicit need for system identification. However, approaches for continuous-time Q-learning have limited provable safety guarantees,…

Systems and Control · Electrical Eng. & Systems 2024-01-30 Soutrik Bandyopadhyay , Shubhendu Bhasin

We consider optimal regimes for algorithm-assisted human decision-making. Such regimes are decision functions of measured pre-treatment variables and, by leveraging natural treatment values, enjoy a "superoptimality" property whereby they…

Methodology · Statistics 2024-02-23 Mats J. Stensrud , Julien Laurendeau , Aaron L. Sarvet

A common concern when a policymaker draws causal inferences from and makes decisions based on observational data is that the measured covariates are insufficiently rich to account for all sources of confounding, i.e., the standard no…

Methodology · Statistics 2023-10-25 Tao Shen , Yifan Cui

Data-driven individualized decision making has recently received increasing research interests. Most existing methods rely on the assumption of no unmeasured confounding, which unfortunately cannot be ensured in practice especially in…

Methodology · Statistics 2022-12-26 Zhengling Qi , Rui Miao , Xiaoke Zhang

Personalized medicine, a paradigm of medicine tailored to a patient's characteristics, is an increasingly attractive field in health care. An important goal of personalized medicine is to identify a subgroup of patients, based on baseline…

Machine Learning · Statistics 2023-01-31 Hengrui Cai , Wenbin Lu , Rachel Marceau West , Devan V. Mehrotra , Lingkang Huang

Q-learning facilitates the development of an optimal adaptive treatment strategy through stagewise regression on a pre-specified set of tailoring variables and confounders. Semiparametric robust Q-learning eliminates the residual…

Because many illnesses show heterogeneous response to treatment, there is increasing interest in individualizing treatment to patients [Arch. Gen. Psychiatry 66 (2009) 128--133]. An individualized treatment rule is a decision rule that…

Statistics Theory · Mathematics 2011-05-18 Min Qian , Susan A. Murphy

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

We propose a reinforcement learning method for estimating an optimal dynamic treatment regime for survival outcomes with dependent censoring. The estimator allows the failure time to be conditionally independent of censoring and dependent…

Methodology · Statistics 2022-05-13 Hunyong Cho , Shannon T. Holloway , David J. Couper , Michael R. Kosorok

Patient care may be improved by recommending treatments based on patient characteristics when there is treatment effect heterogeneity. Recently, there has been a great deal of attention focused on the estimation of optimal treatment rules…

Methodology · Statistics 2024-01-29 Michael Jetsupphasuk , Michael G. Hudgens , Jessie K. Edwards , Stephen R. Cole

The study of precision medicine involves dynamic treatment regimes (DTRs), which are sequences of treatment decision rules recommended by taking patient-level information as input. The primary goal of the DTR study is to identify an optimal…

Methodology · Statistics 2024-12-11 Dan Liu , Wenqing He

Real-world clinical decision making is a complex process that involves balancing the risks and benefits of treatments. Quality-adjusted lifetime is a composite outcome that combines patient quantity and quality of life, making it an…

Statistics Theory · Mathematics 2024-12-09 Hao Sun , Ashkan Ertefaie , Luke Duttweiler , Brent A. Johnson

Much attention has been devoted recently to the development of machine learning algorithms with the goal of improving treatment policies in healthcare. Reinforcement learning (RL) is a sub-field within machine learning that is concerned…

Many policies involve dynamics in their treatment assignments, where individuals receive sequential interventions over multiple stages. We study estimation of an optimal dynamic treatment regime that guides the optimal treatment assignment…

Econometrics · Economics 2024-09-04 Shosei Sakaguchi

Dynamic treatment regimes (DTRs) formalize medical decision-making as a sequence of rules for different stages, mapping patient-level information to recommended treatments. In practice, estimating an optimal DTR using observational data…

Methodology · Statistics 2024-12-11 Jian Sun , Bo Fu , Li Su

In the absence of data from a randomized trial, researchers often aim to use observational data to draw causal inference about the effect of a treatment on a time-to-event outcome. In this context, interest often focuses on the…

Methodology · Statistics 2021-06-15 Ted Westling , Alex Luedtke , Peter Gilbert , Marco Carone