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Related papers: Functional Sequential Treatment Allocation

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In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumulative welfare but is also concerned about the…

Machine Learning · Statistics 2018-08-24 Anders Bredahl Kock , Martin Thyrsgaard

We consider a multi-armed bandit problem with covariates. Given a realization of the covariate vector, instead of targeting the treatment with highest conditional expectation, the decision maker targets the treatment which maximizes a…

Machine Learning · Statistics 2024-12-25 Anders Bredahl Kock , David Preinerstorfer , Bezirgen Veliyev

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…

Econometrics · Economics 2022-04-06 Anders Bredahl Kock , David Preinerstorfer , Bezirgen Veliyev

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…

Machine Learning · Computer Science 2020-04-15 Yanjun Han , Zhengqing Zhou , Zhengyuan Zhou , Jose Blanchet , Peter W. Glynn , Yinyu Ye

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

Econometrics · Economics 2025-05-29 Anders Bredahl Kock , David Preinerstorfer

The goal of sequential event prediction is to estimate the next event based on a sequence of historical events, with applications to sequential recommendation, user behavior analysis and clinical treatment. In practice, the next-event…

Machine Learning · Computer Science 2023-01-18 Chenxiao Yang , Qitian Wu , Qingsong Wen , Zhiqiang Zhou , Liang Sun , Junchi Yan

This thesis aims to study some of the mathematical challenges that arise in the analysis of statistical sequential decision-making algorithms for postoperative patients follow-up. Stochastic bandits (multiarmed, contextual) model the…

Machine Learning · Statistics 2024-05-06 Patrick Saux

In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…

Statistics Theory · Mathematics 2020-09-08 Susan Athey , Stefan Wager

In this paper, we explore optimal treatment allocation policies that target distributional welfare. Most literature on treatment choice has considered utilitarian welfare based on the conditional average treatment effect (ATE). While…

Methodology · Statistics 2025-04-30 Yifan Cui , Sukjin Han

The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. Instead, the distribution of such features depends on a given…

Machine Learning · Statistics 2022-10-26 Diego Martinez-Taboada , Dino Sejdinovic

Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…

Machine Learning · Computer Science 2017-11-08 Emilie Kaufmann , Aurélien Garivier

Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…

Econometrics · Economics 2023-04-25 Lihua Lei , Roshni Sahoo , Stefan Wager

This thesis considers sequential decision problems, where the loss/reward incurred by selecting an action may not be inferred from observed feedback. A major part of this thesis focuses on the unsupervised sequential selection problem,…

Machine Learning · Computer Science 2022-12-23 Arun Verma

This thesis considers sequential decision problems, where the loss/reward incurred by selecting an action may not be inferred from observed feedback. A major part of this thesis focuses on the unsupervised sequential selection problem,…

Machine Learning · Computer Science 2023-01-30 Arun Verma

Learning from prior tasks and transferring that experience to improve future performance is critical for building lifelong learning agents. Although results in supervised and reinforcement learning show that transfer may significantly…

Machine Learning · Statistics 2013-07-29 Mohammad Gheshlaghi Azar , Alessandro Lazaric , Emma Brunskill

In many settings, a decision-maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertisements, or emails to send to consumers, as…

Machine Learning · Statistics 2018-11-20 Zhengyuan Zhou , Susan Athey , Stefan Wager

Evaluating the causal impacts of possible interventions is crucial for informing decision-making, especially towards improving access to opportunity. However, if causal effects are heterogeneous and predictable from covariates, personalized…

Machine Learning · Computer Science 2024-04-30 Ezinne Nwankwo , Michael I. Jordan , Angela Zhou

Sharing information between multiple tasks enables algorithms to achieve good generalization performance even from small amounts of training data. However, in a realistic scenario of multi-task learning not all tasks are equally related to…

Machine Learning · Statistics 2014-12-04 Anastasia Pentina , Viktoriia Sharmanska , Christoph H. Lampert

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

Machine learning is increasingly used to select which individuals receive limited-resource interventions in domains such as human services, education, development, and more. However, it is often not apparent what the right quantity is for…

Machine Learning · Computer Science 2025-03-20 Vibhhu Sharma , Bryan Wilder
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