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A/B testing is critical for modern technological companies to evaluate the effectiveness of newly developed products against standard baselines. This paper studies optimal designs that aim to maximize the amount of information obtained from…

Methodology · Statistics 2023-11-07 Ting Li , Chengchun Shi , Jianing Wang , Fan Zhou , Hongtu Zhu

We consider a model-based approach to perform batch off-policy evaluation in reinforcement learning. Our method takes a mixture-of-experts approach to combine parametric and non-parametric models of the environment such that the final value…

Machine Learning · Computer Science 2020-02-19 Omer Gottesman , Yao Liu , Scott Sussex , Emma Brunskill , Finale Doshi-Velez

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

Machine Learning · Computer Science 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

Large scale reinforcement learning has become a central tool for improving reasoning in large language models. At this scale, generation is often lagged or asynchronous, so updates are performed on data collected by older policies. This…

Machine Learning · Computer Science 2026-05-28 Otmane Sakhi , Aleksei Arzhantsev , Imad Aouali , Flavian Vasile

Learning an individualized dose rule in personalized medicine is a challenging statistical problem. Existing methods often suffer from the curse of dimensionality, especially when the decision function is estimated nonparametrically. To…

Methodology · Statistics 2021-10-22 Wenzhuo Zhou , Ruoqing Zhu , Donglin Zeng

One primary goal of precision medicine is to estimate the individualized treatment rules (ITRs) that optimize patients' health outcomes based on individual characteristics. Health studies with multiple treatments are commonly seen in…

Methodology · Statistics 2025-05-07 Xuqiao Li , Qiuyan Zhou , Ying Wu , Ying Yan

In deep reinforcement learning, policy optimization methods need to deal with issues such as function approximation and the reuse of off-policy data. Standard policy gradient methods do not handle off-policy data well, leading to premature…

Machine Learning · Computer Science 2025-01-28 Qing Wang , Yingru Li , Jiechao Xiong , Tong Zhang

Graphical models have gained a lot of attention recently as a tool for learning and representing dependencies among variables in multivariate data. Often, domain scientists are looking specifically for differences among the dependency…

Machine Learning · Statistics 2013-07-11 Diane Oyen , Alexandru Niculescu-Mizil , Rachel Ostroff , Alex Stewart , Vincent P. Clark

Offline reinforcement learning (RL) presents distinct challenges as it relies solely on observational data. A central concern in this context is ensuring the safety of the learned policy by quantifying uncertainties associated with various…

Machine Learning · Computer Science 2025-07-03 Xiaocong Chen , Siyu Wang , Tong Yu , Lina Yao

Offline policy learning aims to use historical data to learn an optimal personalized decision rule. In the standard estimate-then-optimize framework, reweighting-based methods (e.g., inverse propensity weighting or doubly robust estimators)…

Optimization and Control · Mathematics 2026-01-21 Jingren Liu , Hanzhang Qin , Junyi Liu , Mabel C. Chou , Jong-Shi Pang

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…

Machine Learning · Statistics 2017-08-02 Nathan Kallus

Estimating the individuals' potential response to varying treatment doses is crucial for decision-making in areas such as precision medicine and management science. Most recent studies predict counterfactual outcomes by learning a covariate…

Machine Learning · Computer Science 2024-03-22 Minqin Zhu , Anpeng Wu , Haoxuan Li , Ruoxuan Xiong , Bo Li , Xiaoqing Yang , Xuan Qin , Peng Zhen , Jiecheng Guo , Fei Wu , Kun Kuang

Estimation of individual treatment effects is commonly used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, it is often sufficient for the decision maker to have estimates of…

Machine Learning · Computer Science 2020-08-13 Maggie Makar , Fredrik D. Johansson , John Guttag , David Sontag

We study offline reinforcement learning in average-reward MDPs, which presents increased challenges from the perspectives of distribution shift and non-uniform coverage, and has been relatively underexamined from a theoretical perspective.…

Machine Learning · Computer Science 2026-04-23 Matthew Zurek , Guy Zamir , Yudong Chen

The ability to perform effective off-policy learning would revolutionize the process of building better interactive systems, such as search engines and recommendation systems for e-commerce, computational advertising and news. Recent…

Machine Learning · Computer Science 2017-06-27 Damien Lefortier , Adith Swaminathan , Xiaotao Gu , Thorsten Joachims , Maarten de Rijke

Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

Machine Learning · Computer Science 2020-08-12 Omer Gottesman , Joseph Futoma , Yao Liu , Sonali Parbhoo , Leo Anthony Celi , Emma Brunskill , Finale Doshi-Velez

Causal inference methods are widely applied in the fields of medicine, policy, and economics. Central to these applications is the estimation of treatment effects to make decisions. Current methods make binary yes-or-no decisions based on…

Machine Learning · Computer Science 2020-04-24 Will Y. Zou , Smitha Shyam , Michael Mui , Mingshi Wang , Jan Pedersen , Zoubin Ghahramani

An unprecedented number of new cancer targets are in development, and most are being developed in combination therapies. Early oncology development is strategically challenged in choosing the best combinations to move forward to late stage…

Applications · Statistics 2021-01-08 Linda Z. Sun , Cai , Wu , Xiaoyun , Li , Cong Chen , Emmett V. Schmidt

Recently, sequence learning methods have been applied to the problem of off-policy Reinforcement Learning, including the seminal work on Decision Transformers, which employs transformers for this task. Since transformers are…

Machine Learning · Computer Science 2023-06-09 Shmuel Bar-David , Itamar Zimerman , Eliya Nachmani , Lior Wolf

The problem of retrosynthetic planning can be framed as one player game, in which the chemist (or a computer program) works backwards from a molecular target to simpler starting materials though a series of choices regarding which reactions…

Machine Learning · Computer Science 2019-01-23 John S. Schreck , Connor W. Coley , Kyle J. M. Bishop
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