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Policy learning using historical observational data is an important problem that has found widespread applications. Examples include selecting offers, prices, advertisements to send to customers, as well as selecting which medication to…

Machine Learning · Computer Science 2023-09-13 Nian Si , Fan Zhang , Zhengyuan Zhou , Jose Blanchet

In many stochastic service systems, decision-makers find themselves making a sequence of decisions, with the number of decisions being unpredictable. To enhance these decisions, it is crucial to uncover the causal impact these decisions…

Methodology · Statistics 2023-07-18 Juan C. David Gomez , Amy L. Cochran , Gabriel Zayas-Caban

Sequential allocation is a simple allocation mechanism in which agents are given pre-specified turns and each agents gets the most preferred item that is still available. It has long been known that sequential allocation is not…

Computer Science and Game Theory · Computer Science 2016-02-23 Haris Aziz , Sylvain Bouveret , Jerome Lang , Simon Mackenzie

In many sequential decision-making problems, the individuals are split into several batches and the decision-maker is only allowed to change her policy at the end of batches. These batch problems have a large number of applications, ranging…

Machine Learning · Computer Science 2021-02-26 Quanquan Gu , Amin Karbasi , Khashayar Khosravi , Vahab Mirrokni , Dongruo Zhou

We initiate the study of strategic behavior in screening processes with multiple classifiers. We focus on two contrasting settings: a conjunctive setting in which an individual must satisfy all classifiers simultaneously, and a sequential…

Machine Learning · Computer Science 2023-02-14 Lee Cohen , Saeed Sharifi-Malvajerdi , Kevin Stangl , Ali Vakilian , Juba Ziani

Modeling policies for sequential clinical decision-making based on observational data is useful for describing treatment practices, standardizing frequent patterns in treatment, and evaluating alternative policies. For each task, it is…

Machine Learning · Computer Science 2024-12-12 Anton Matsson , Lena Stempfle , Yaochen Rao , Zachary R. Margolin , Heather J. Litman , Fredrik D. Johansson

The purpose of this paper is to provide further understanding into the structure of the sequential allocation ("stochastic multi-armed bandit", or MAB) problem by establishing probability one finite horizon bounds and convergence rates for…

Machine Learning · Statistics 2015-12-18 Wesley Cowan , Michael N. Katehakis

We study the assignment problem of objects to agents with heterogeneous preferences under distributional constraints. Each agent is associated with a publicly known type and has a private ordinal ranking over objects. We are interested in…

Data Structures and Algorithms · Computer Science 2019-05-02 Itai Ashlagi , Amin Saberi , Ali Shameli

Strategic classification studies learning in settings where self-interested users can strategically modify their features to obtain favorable predictive outcomes. A key working assumption, however, is that "favorable" always means…

Machine Learning · Computer Science 2022-06-22 Sagi Levanon , Nir Rosenfeld

We study a sequential resource allocation problem where a decision maker selects subsets of agents at each period to maximize overall outcomes without prior knowledge of individual-level effects. Our framework applies to settings such as…

Machine Learning · Computer Science 2025-08-29 Katherine B. Adams , Justin J. Boutilier , Qinyang He , Yonatan Mintz

We propose a dynamic allocation procedure that increases power and efficiency when measuring an average treatment effect in sequential randomized trials exploiting some subjects' previous assessed responses. Subjects arrive sequentially and…

Methodology · Statistics 2021-06-03 Adam Kapelner , Abba Krieger

Dynamic treatment regimes are treatment allocations tailored to heterogeneous individuals. The optimal dynamic treatment regime is a regime that maximizes counterfactual welfare. We introduce a framework in which we can partially learn the…

Econometrics · Economics 2021-07-14 Sukjin Han

Several resource allocation problems involve multiple types of resources, with a different agency being responsible for "locally" allocating the resources of each type, while a central planner wishes to provide a guarantee on the properties…

Computer Science and Game Theory · Computer Science 2021-02-23 Sujoy Sikdar , Xiaoxi Guo , Haibin Wang , Lirong Xia , Yongzhi Cao

Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…

Econometrics · Economics 2026-05-22 Nelly K. Djuazon , Emmanuel Selorm Tsyawo

In several medical decision-making problems, such as antibiotic prescription, laboratory testing can provide precise indications for how a patient will respond to different treatment options. This enables us to "fully observe" all potential…

Machine Learning · Computer Science 2020-08-14 Soorajnath Boominathan , Michael Oberst , Helen Zhou , Sanjat Kanjilal , David Sontag

Partial monitoring is a general model for sequential learning with limited feedback formalized as a game between two players. In this game, the learner chooses an action and at the same time the opponent chooses an outcome, then the learner…

Machine Learning · Statistics 2015-10-01 Junpei Komiyama , Junya Honda , Hiroshi Nakagawa

Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

When allocating indivisible items to agents, it is known that the only strategyproof mechanisms that satisfy a set of rather mild conditions are constrained serial dictatorships: given a fixed order over agents, at each step the designated…

Computer Science and Game Theory · Computer Science 2025-02-28 Sylvain Bouveret , Hugo Gilbert , Jérôme Lang , Guillaume Méroué

Feature selection is the problem of selecting a subset of features for a machine learning model that maximizes model quality subject to a budget constraint. For neural networks, prior methods, including those based on $\ell_1$…

Machine Learning · Computer Science 2024-06-19 Taisuke Yasuda , MohammadHossein Bateni , Lin Chen , Matthew Fahrbach , Gang Fu , Vahab Mirrokni

We consider a decision maker who must choose an action in order to maximize a reward function that depends also on an unknown parameter {\Theta}. The decision maker can delay taking the action in order to experiment and gather additional…

Machine Learning · Statistics 2021-06-22 Victor F. Araman , Rene Caldentey