Related papers: Policy Learning with New Treatments
We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision…
Effect modification occurs when a covariate alters the relative effectiveness of treatment compared to control. It is widely understood that, when effect modification is present, treatment recommendations may vary by population and by…
Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…
In the secretary problem of Cayley (1875) and Moser (1956), $n$ non-negative, independent, random variables with common distribution are sequentially presented to a decision maker who decides when to stop and collect the most recent…
Public policies and medical interventions often involve dynamic treatment assignments, in which individuals receive a sequence of interventions over multiple stages. We study the statistical learning of optimal dynamic treatment regimes…
We study the problem of learning to choose from m discrete treatment options (e.g., news item or medical drug) the one with best causal effect for a particular instance (e.g., user or patient) where the training data consists of passive…
We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…
When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers must investigate when the treatments do and…
The specification of aMarkov decision process (MDP) can be difficult. Reward function specification is especially problematic; in practice, it is often cognitively complex and time-consuming for users to precisely specify rewards. This work…
We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…
Estimating the Individual Treatment Effect from observational data, defined as the difference between outcomes with and without treatment or intervention, while observing just one of both, is a challenging problems in causal learning. In…
This paper studies an online learning problem that seeks optimal testing policies for a stream of subjects, each of whom can be evaluated through a sequence of candidate tests drawn from a common pool. We refer to this problem as the Online…
We provide an algorithm that achieves the optimal regret rate in an unknown weakly communicating Markov Decision Process (MDP). The algorithm proceeds in episodes where, in each episode, it picks a policy using regularization based on the…
Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…
In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…
This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…
Sequential learning with feedback graphs is a natural extension of the multi-armed bandit problem where the problem is equipped with an underlying graph structure that provides additional information - playing an action reveals the losses…
The goal of policy learning is to train a policy function that recommends a treatment given covariates to maximize population welfare. There are two major approaches in policy learning: the empirical welfare maximization (EWM) approach and…
This study investigates the problem of individualizing treatment allocations using stated preferences for treatments. If individuals know in advance how the assignment will be individualized based on their stated preferences, they may state…
Meta reinforcement learning sets a distribution over a set of tasks on which the agent can train at will, then is asked to learn an optimal policy for any test task efficiently. In this paper, we consider a finite set of tasks modeled…