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Individualized treatment regimes (ITRs) aim to improve clinical outcomes by assigning treatment based on patient-specific characteristics. However, existing methods often struggle with high-dimensional covariates, limiting accuracy,…

Machine Learning · Statistics 2026-01-13 Sungtaek Son , Eardi Lila , Kwun Chuen Gary Chan

We study a robust alternative to empirical risk minimization called distributionally robust learning (DRL), in which one learns to perform against an adversary who can choose the data distribution from a specified set of distributions. We…

Machine Learning · Computer Science 2019-12-19 Charlie Frogner , Sebastian Claici , Edward Chien , Justin Solomon

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

An individualized treatment rule (ITR) tailors treatments to a patient's specific characteristics. However, randomized controlled trials (RCTs) are often underpowered to detect the treatment effect heterogeneity needed for reliable ITR…

Methodology · Statistics 2026-04-14 Yuan Bian , Donglin Zeng , Hyun-Joon Yang , Leanne M. Williams , Yuanjia Wang

The sequential treatment decisions made by physicians to treat chronic diseases are formalized in the statistical literature as dynamic treatment regimes. To date, methods for dynamic treatment regimes have been developed under the…

Methodology · Statistics 2022-02-22 Janie Coulombe , Erica E. M. Moodie , Susan M. Shortreed , Christel Renoux

Counterfactual learning to rank (CLTR) relies on exposure-based inverse propensity scoring (IPS), a LTR-specific adaptation of IPS to correct for position bias. While IPS can provide unbiased and consistent estimates, it often suffers from…

Information Retrieval · Computer Science 2023-05-03 Shashank Gupta , Harrie Oosterhuis , Maarten de Rijke

Long-term training of large language models (LLMs) requires maintaining stable exploration to prevent the model from collapsing into sub-optimal behaviors. Entropy is crucial in this context, as it controls exploration and helps avoid…

Machine Learning · Computer Science 2026-02-03 Kai Yang , Xin Xu , Yangkun Chen , Weijie Liu , Jiafei Lyu , Zichuan Lin , Deheng Ye , Saiyong Yang

Growth in the penetration of renewable energy sources makes supply more uncertain and leads to an increase in the system imbalance. This trend, together with the single imbalance pricing, opens an opportunity for balance responsible parties…

Machine Learning · Computer Science 2024-01-02 Seyed Soroush Karimi Madahi , Bert Claessens , Chris Develder

Real-world data (RWD) gains growing interests to provide a representative sample of the population for selecting the optimal treatment options. However, existing complex black box methods for estimating individualized treatment rules (ITR)…

Methodology · Statistics 2026-01-12 Yunshu Zhang , Shu Yang , Wendy Ye , Ilya Lipkovich , Douglas E. Faries

Recent advancements in Large Language Models have yielded significant improvements in complex reasoning tasks such as mathematics and programming. However, these models remain heavily dependent on annotated data and exhibit limited…

Machine Learning · Computer Science 2025-09-01 Jia Liu , ChangYi He , YingQiao Lin , MingMin Yang , FeiYang Shen , ShaoGuo Liu

In this paper, I try to tame "Basu's elephants" (data with extreme selection on observables). I propose new practical large-sample and finite-sample methods for estimating and inferring heterogeneous causal effects (under unconfoundedness)…

Econometrics · Economics 2023-01-20 Ganesh Karapakula

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Patients with chronic diseases often receive treatments at multiple time points, or stages. Our goal is to learn the optimal dynamic treatment regime (DTR) from longitudinal patient data. When both the number of stages and the number of…

Statistics Theory · Mathematics 2025-05-26 Nilanjana Laha , Nilson Chapagain , Victoria Cicherski , Aaron Sonabend-W

Background: Clinical diagnosis is typically reached by following a series of steps recommended by guidelines authored by colleges of experts. Accordingly, guidelines play a crucial role in rationalizing clinical decisions but suffer from…

Machine Learning · Computer Science 2024-04-10 Lillian Muyama , Antoine Neuraz , Adrien Coulet

Dynamic treatment regimes (DTRs) are personalized, adaptive, multi-stage treatment plans that adapt treatment decisions both to an individual's initial features and to intermediate outcomes and features at each subsequent stage, which are…

Machine Learning · Statistics 2022-09-22 Yichun Hu , Nathan Kallus

There has been a recent surge in statistical methods for handling the lack of adequate positivity when using inverse probability weights (IPW). However, these nascent developments have raised a number of questions. Thus, we demonstrate the…

Methodology · Statistics 2024-02-05 Roland A. Matsouaka , Yi Liu , Yunji Zhou

We develop and evaluate tolerance interval methods for dynamic treatment regimes (DTRs) that can provide more detailed prognostic information to patients who will follow an estimated optimal regime. Although the problem of constructing…

Methodology · Statistics 2017-04-26 Daniel J. Lizotte , Arezoo Tahmasebi

Inverse propensity weighting (IPW) is a popular method for estimating treatment effects from observational data. However, its correctness relies on the untestable (and frequently implausible) assumption that all confounders have been…

Statistics Theory · Mathematics 2023-08-04 Jacob Dorn , Kevin Guo

Interference occurs when the treatment (or exposure) of one individual affects the outcomes of others. In some settings it may be reasonable to assume individuals can be partitioned into clusters such that there is no interference between…

Methodology · Statistics 2018-06-21 Lan Liu , Michael G. Hudgens , Bradley Saul , John D. Clemens , Mohammad Ali , Michael E. Emch

Optimal dynamic treatment regimes (DTRs), as a key part of precision medicine, have progressively gained more attention recently. To inform clinical decision making, interpretable and parsimonious models for contrast functions are…

Methodology · Statistics 2025-12-08 Chunyu Wang , Brian Tom