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Consider a setting in which a policy maker assigns subjects to treatments, observing each outcome before the next subject arrives. Initially, it is unknown which treatment is best, but the sequential nature of the problem permits learning…
Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…
The regression discontinuity (RD) design is widely used for program evaluation with observational data. The primary focus of the existing literature has been the estimation of the local average treatment effect at the existing treatment…
Medical treatments often involve a sequence of decisions, each informed by previous outcomes. This process closely aligns with reinforcement learning (RL), a framework for optimizing sequential decisions to maximize cumulative rewards under…
Assortment optimization is a fundamental challenge in modern retail and recommendation systems, where the goal is to select a subset of products that maximizes expected revenue under complex customer choice behaviors. While recent advances…
There is tremendous interest in precision medicine as a means to improve patient outcomes by tailoring treatment to individual characteristics. An individualized treatment rule formalizes precision medicine as a map from patient information…
Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…
A core step of every algorithm for learning regression trees is the selection of the best splitting variable from the available covariates and the corresponding split point. Early tree algorithms (e.g., AID, CART) employed greedy search…
Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…
One of the key challenges when developing a predictive model is the capability to describe the domain knowledge and the cause-effect relationships in a simple way. Decision rules are a useful and important methodology in this context,…
The personalization of treatment via bio-markers and other risk categories has drawn increasing interest among clinical scientists. Personalized treatment strategies can be learned using data from clinical trials, but such trials are very…
Randomized Controlled Trials (RCTs) are the gold standard for comparing the effectiveness of a new treatment to the current one (the control). Most RCTs allocate the patients to the treatment group and the control group by uniform…
In many clinical trials, individuals in different subgroups have experience differential treatment effects. This leads to individualized differences in treatment benefit. In this article, we introduce the general concept of predictive…
Observational longitudinal studies are a common means to study treatment efficacy and safety in chronic mental illness. In many such studies, treatment changes may be initiated by either the patient or by their clinician and can thus vary…
Recursive Neural Networks are non-linear adaptive models that are able to learn deep structured information. However, these models have not yet been broadly accepted. This fact is mainly due to its inherent complexity. In particular, not…
This study introduces a general semiparametric clusterwise index distribution model to analyze how latent clusters affect the covariate-response relationships. By employing sufficient dimension reduction to account for the effects of…
We propose a novel approach for learning causal response representations. Our method aims to extract directions in which a multidimensional outcome is most directly caused by a treatment variable. By bridging conditional independence…
Users of a personalised recommendation system face a dilemma: recommendations can be improved by learning from data, but only if the other users are willing to share their private information. Good personalised predictions are vitally…
We study the problem of a decision maker who must provide the best possible treatment recommendation based on an experiment. The desirability of the outcome distribution resulting from the policy recommendation is measured through a…
In this paper we revisit the classical method of partitioning classification and study its convergence rate under relaxed conditions, both for observable (non-privatised) and for privatised data. We consider the problem of classification in…