Related papers: Privacy Preserving Adaptive Experiment Design
Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…
Multi-armed bandits are widely used for sequential experimentation in clinical trials, recommendation systems, and online platforms. While regret minimization and valid inference from adaptively collected data have each been studied…
Adaptive treatment assignment algorithms, such as bandit algorithms, are increasingly used in digital health intervention clinical trials. Frequently, the data collected from these trials is used to conduct causal inference and related data…
The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…
While sample sizes in randomized clinical trials are large enough to estimate the average treatment effect well, they are often insufficient for estimation of treatment-covariate interactions critical to studying data-driven precision…
We propose a framework that aligns Conditional Average Treatment Effect (CATE) estimation with profit maximization. Our method recognizes that, for customers with extreme treatment effects, additional estimation accuracy is unlikely to…
The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…
Differential privacy (DP) is the standard for privacy-preserving analysis, and introduces a fundamental trade-off between privacy guarantees and model performance. Selecting the optimal balance is a critical challenge that can be framed as…
Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization…
Contextual bandit algorithms are commonly used in digital health to recommend personalized treatments. However, to ensure the effectiveness of the treatments, patients are often requested to take actions that have no immediate benefit to…
Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…
We consider the well-studied dueling bandit problem, where a learner aims to identify near-optimal actions using pairwise comparisons, under the constraint of differential privacy. We consider a general class of utility-based preference…
Estimating the conditional average treatment effect (CATE) from observational data is relevant for many applications such as personalized medicine. Here, we focus on the widespread setting where the observational data come from multiple…
This paper proposes Bayesian Adaptive Trials (BAT) as both an efficient method to conduct trials and a unifying framework for evaluation social policy interventions, addressing limitations inherent in traditional methods such as Randomized…
One of the most significant challenges in Conditional Average Treatment Effect (CATE) estimation is the statistical discrepancy between distinct treatment groups. To address this issue, we propose a model-agnostic data augmentation method…
Working under a model of privacy in which data remains private even from the statistician, we study the tradeoff between privacy guarantees and the risk of the resulting statistical estimators. We develop private versions of classical…
We study a strategic experimentation game with exponential bandits, in which experiment outcomes are private. The equilibrium amount of experimentation is always higher than in the benchmark case where experiment outcomes are publicly…
Adaptive experiments such as multi-arm bandits adapt the treatment-allocation policy and/or the decision to stop the experiment to the data observed so far. This has the potential to improve outcomes for study participants within the…
Combining observational and experimental data for causal inference can improve treatment effect estimation. However, many observational data sets cannot be released due to data privacy considerations, so one researcher may not have access…
Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…