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We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…

Machine Learning · Computer Science 2022-08-12 Jerome Taupin , Yassir Jedra , Alexandre Proutiere

Precision medicine involves developing individualized treatment regimes (ITRs) which allow for treatment decisions to be tailored to patient characteristics. Naturally, the identification of the optimal regime, that is, the rule which…

Methodology · Statistics 2025-09-30 Misha Dolmatov , Erica E. M. Moodie , David A. Stephens , Dipankar Bandyopadhyay

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

Dosage schedule of the Proton Pump Inhibitors (PPIs) is critical for gastric acid disorder treatment. In this paper, we develop a constrained optimization based approach for scheduling the PPIs dosage. In particular, we exploit a…

Systems and Control · Electrical Eng. & Systems 2023-04-10 Yutong Li , Nan Li , Anouck Girard , Ilya Kolmanovsky

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

This paper is concerned with the convergence rate of policy iteration for (deterministic) optimal control problems in continuous time. To overcome the problem of ill-posedness due to lack of regularity, we consider a semi-discrete scheme by…

Optimization and Control · Mathematics 2025-04-11 Wenpin Tang , Hung Vinh Tran , Yuming Paul Zhang

Patients with diabetes who are self-monitoring have to decide right before each meal how much insulin they should take. A standard bolus advisor exists, but has never actually been proven to be optimal in any sense. We challenged this rule…

Machine Learning · Statistics 2020-07-24 Frédéric Logé , Erwan Le Pennec , Habiboulaye Amadou-Boubacar

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

We study high-confidence behavior-agnostic off-policy evaluation in reinforcement learning, where the goal is to estimate a confidence interval on a target policy's value, given only access to a static experience dataset collected by…

Machine Learning · Computer Science 2020-10-23 Bo Dai , Ofir Nachum , Yinlam Chow , Lihong Li , Csaba Szepesvári , Dale Schuurmans

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

Machine Learning · Computer Science 2026-05-06 Cyrille Kone , Kevin Jamieson

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

We propose several prediction intervals procedures for the individual treatment effect with either finite-sample or asymptotic coverage guarantee in a non-parametric regression setting, where non-linear regression functions,…

Methodology · Statistics 2020-06-03 Danijel Kivaranovic , Robin Ristl , Martin Posch , Hannes Leeb

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

Policy learning algorithms are widely used in areas such as personalized medicine and advertising to develop individualized treatment regimes. However, most methods force a decision even when predictions are uncertain, which is risky in…

Machine Learning · Computer Science 2026-01-30 Ayush Sawarni , Jikai Jin , Justin Whitehouse , Vasilis Syrgkanis

Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of…

Machine Learning · Statistics 2018-06-04 Jack Umenberger , Thomas B. Schön

We consider the optimal design problem for identifying effective dose combinations within drug combination studies where the effect of the combination of two drugs is investigated. Drug combination studies are becoming increasingly…

In both the fields of computer science and medicine there is very strong interest in developing personalized treatment policies for patients who have variable responses to treatments. In particular, I aim to find an optimal personalized…

Machine Learning · Computer Science 2014-07-01 Yousuf M. Soliman

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

Choosing optimal (or at least better) policies is an important problem in domains from medicine to education to finance and many others. One approach to this problem is through controlled experiments/trials - but controlled experiments are…

Artificial Intelligence · Computer Science 2018-02-26 Onur Atan , William R. Zame , M van der Schaar

In randomized trials involving multiple treatments, bivariate survival outcomes present significant analytical challenges for making decisions. This paper addresses the problem of deriving optimal individualized treatment rules to maximize…

Machine Learning · Statistics 2026-05-29 Kun Ren , Yifan Cui , Wen Su