Related papers: Positivity-free Policy Learning with Observational…
A straightforward application of semi-supervised machine learning to the problem of treatment effect estimation would be to consider data as "unlabeled" if treatment assignment and covariates are observed but outcomes are unobserved.…
This paper deals with optimal policy learning (OPL) with observational data, i.e. data-driven optimal decision-making, in multi-action (or multi-arm) settings, where a finite set of decision options is available. It is organized in three…
Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…
Transfer learning of prediction models has been extensively studied, while the corresponding policy learning approaches are rarely discussed. In this paper, we propose principled approaches for learning the optimal policy in the target…
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…
Dynamic treatment regimes or policies are a sequence of decision functions over multiple stages that are tailored to individual features. One important class of treatment policies in practice, namely multi-stage stationary treatment…
Functional data analysis, which handles data arising from curves, surfaces, volumes, manifolds and beyond in a variety of scientific fields, is a rapidly developing area in modern statistics and data science in the recent decades. The…
Off-policy learning methods seek to derive an optimal policy directly from a fixed dataset of prior interactions. This objective presents significant challenges, primarily due to the inherent distributional shift and value function…
Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…
Observational cohort studies with oversampled exposed subjects are typically implemented to understand the causal effect of a rare exposure. Because the distribution of exposed subjects in the sample differs from the source population,…
Propensity scores are often used for stratification of treatment and control groups of subjects in observational data to remove confounding bias when estimating of causal effect of the treatment on an outcome in so-called potential outcome…
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…
We develop a novel method for personalized off-policy learning in scenarios with unobserved confounding. Thereby, we address a key limitation of standard policy learning: standard policy learning assumes unconfoundedness, meaning that no…
Learning from positive and unlabeled data (PU learning) is actively researched machine learning task. The goal is to train a binary classification model based on a training dataset containing part of positives which are labeled, and…
Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…
Recent literature on policy learning has primarily focused on regret bounds of the learned policy. We provide a new perspective by developing a unified semiparametric efficiency framework for policy learning, allowing for general treatments…
When a strict subset of covariates are given, we propose conditional quantile treatment effect to capture the heterogeneity of treatment effects via the quantile sheet that is the function of the given covariates and quantile. We focus on…
Conventional treatment policies map patient covariates to a single recommended intervention in order to maximize expected clinical outcomes. Although a rich body of causal inference methods has been developed to estimate such policies,…
This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…
Systematic discriminatory biases present in our society influence the way data is collected and stored, the way variables are defined, and the way scientific findings are put into practice as policy. Automated decision procedures and…