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Proximal causal learning is a promising framework for identifying the causal effect under the existence of unmeasured confounders. Within this framework, the doubly robust (DR) estimator was derived and has shown its effectiveness in…

Methodology · Statistics 2024-03-12 Yong Wu , Yanwei Fu , Shouyan Wang , Xinwei Sun

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

Causal classification models are adopted across a variety of operational business processes to predict the effect of a treatment on a categorical business outcome of interest depending on the process instance characteristics. This allows…

Machine Learning · Computer Science 2021-01-06 Diego Olaya , Wouter Verbeke , Jente Van Belle , Marie-Anne Guerry

Reinforcement learning (RL) has the potential to significantly improve clinical decision making. However, treatment policies learned via RL from observational data are sensitive to subtle choices in study design. We highlight a simple…

Machine Learning · Computer Science 2020-12-23 Christina X. Ji , Michael Oberst , Sanjat Kanjilal , David Sontag

We study tabular reinforcement learning problems with multiple steps of lookahead information. Before acting, the learner observes $\ell$ steps of future transition and reward realizations: the exact state the agent would reach and the…

Machine Learning · Computer Science 2026-01-16 Nadav Merlis

In recommender systems, users always choose the favorite items to rate, which leads to data missing not at random and poses a great challenge for unbiased evaluation and learning of prediction models. Currently, the doubly robust (DR)…

Machine Learning · Computer Science 2023-08-25 Haoxuan Li , Chunyuan Zheng , Peng Wu

In precision medicine, Dynamic Treatment Regimes (DTRs) are treatment protocols that adapt over time in response to a patient's observed characteristics. A DTR is a set of decision functions that takes an individual patient's information as…

Methodology · Statistics 2022-03-17 Cong Jiang , Michael Wallace , Mary Thompson

Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…

Methodology · Statistics 2023-10-12 Pan Zhao , Antoine Chambaz , Julie Josse , Shu Yang

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

Econometrics · Economics 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…

Machine Learning · Computer Science 2025-06-03 Jingyuan Wang , Zhimei Ren , Ruohan Zhan , Zhengyuan Zhou

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

Dropout poses a significant challenge to causal inference in longitudinal studies with time-varying treatments. However, existing research does not simultaneously address dropout and time-varying treatments. We examine selective…

Methodology · Statistics 2025-03-18 Zhichao Jiang , Eli Ben-Michael , D. James Greiner , Ryan Halen , Kosuke Imai

This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…

Econometrics · Economics 2025-12-23 Clément de Chaisemartin , Xavier D'Haultfœuille

Policy learning can be used to extract individualized treatment regimes from observational data in healthcare, civics, e-commerce, and beyond. One big hurdle to policy learning is a commonplace lack of overlap in the data for different…

Machine Learning · Statistics 2020-12-04 Nathan Kallus

In two-sided platforms (e.g., video streaming or e-commerce), viewers and providers engage in interactive dynamics: viewers benefit from increases in provider populations, while providers benefit from increases in viewer population. Despite…

Computer Science and Game Theory · Computer Science 2025-05-28 Haruka Kiyohara , Fan Yao , Sarah Dean

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision…

Econometrics · Economics 2021-10-07 Maximilian Blesch , Philipp Eisenhauer

Decision makers, such as doctors and judges, make crucial decisions such as recommending treatments to patients, and granting bails to defendants on a daily basis. Such decisions typically involve weighting the potential benefits of taking…

Artificial Intelligence · Computer Science 2016-10-25 Himabindu Lakkaraju , Cynthia Rudin

We study the problem of policy evaluation and learning from batched contextual bandit data when treatments are continuous, going beyond previous work on discrete treatments. Previous work for discrete treatment/action spaces focuses on…

Machine Learning · Statistics 2018-02-19 Nathan Kallus , Angela Zhou

A dynamic treatment regime is a sequence of medical decisions that adapts to the evolving clinical status of a patient over time. To facilitate personalized care, it is crucial to assess the probability of each available treatment option…

Methodology · Statistics 2024-11-05 Jiefeng Bi , Matteo Borrotti , Bernardo Nipoti