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In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…

Statistics Theory · Mathematics 2020-09-08 Susan Athey , Stefan Wager

Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…

Methodology · Statistics 2023-10-12 Pan Zhao , Antoine Chambaz , Julie Josse , Shu Yang

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

Using offline observational data for policy evaluation and learning allows decision-makers to evaluate and learn a policy that connects characteristics and interventions. Most existing literature has focused on either discrete treatment…

Artificial Intelligence · Computer Science 2025-01-22 Cheuk Hang Leung , Yiyan Huang , Yijun Li , Qi Wu

Empirical research shows that individuals' responses to treatments vary along latent characteristics, such as innate ability or motivation. Therefore, a policymaker seeking to maximize welfare may consider designing policies based on…

Econometrics · Economics 2026-05-06 Giacomo Opocher

Many applied decision-making problems have a dynamic component: The policymaker needs not only to choose whom to treat, but also when to start which treatment. For example, a medical doctor may choose between postponing treatment (watchful…

Methodology · Statistics 2020-05-01 Xinkun Nie , Emma Brunskill , Stefan Wager

This paper studies a penalized statistical decision rule for the treatment assignment problem. Consider the setting of a utilitarian policy maker who must use sample data to allocate a binary treatment to members of a population, based on…

Statistics Theory · Mathematics 2020-12-10 Eric Mbakop , Max Tabord-Meehan

This study proposes an end-to-end algorithm for policy learning in causal inference. We observe data consisting of covariates, treatment assignments, and outcomes, where only the outcome corresponding to the assigned treatment is observed.…

Econometrics · Economics 2025-12-30 Masahiro Kato

This paper develops a robust and efficient method for policy learning from observational data in the presence of unobserved confounding, complementing existing instrumental variable (IV) based approaches. We employ the marginal sensitivity…

Econometrics · Economics 2025-07-29 Zequn Jin , Gaoqian Xu , Xi Zheng , Yahong Zhou

I propose a framework for learning individualized policy rules in observational data settings characterized by endogenous treatment selection and the availability of an instrumental variable. I introduce encouragement rules that manipulate…

Econometrics · Economics 2026-01-21 Yan Liu

The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…

Statistics Theory · Mathematics 2025-01-06 Xuqiao Li , Ying Yan

Machine learning is increasingly used to select which individuals receive limited-resource interventions in domains such as human services, education, development, and more. However, it is often not apparent what the right quantity is for…

Machine Learning · Computer Science 2025-03-20 Vibhhu Sharma , Bryan Wilder

We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical…

Machine Learning · Statistics 2019-06-04 Nathan Kallus

We address the problem of learning a decision policy from observational data of past decisions in contexts with features and associated outcomes. The past policy maybe unknown and in safety-critical applications, such as medical decision…

Machine Learning · Computer Science 2020-06-04 Muhammad Osama , Dave Zachariah , Peter Stoica

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…

Methodology · Statistics 2025-05-21 Shosei Sakaguchi

I propose Nonparametric Bayesian Policy Learning (NBPL) as a framework for uncertainty-aware treatment choice. I consider a decision-maker (DM) seeking to select an expected welfare-maximizing treatment rule using observable…

Econometrics · Economics 2026-05-19 Haonan Ye

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

In this paper, we explore optimal treatment allocation policies that target distributional welfare. Most literature on treatment choice has considered utilitarian welfare based on the conditional average treatment effect (ATE). While…

Methodology · Statistics 2025-04-30 Yifan Cui , Sukjin Han

With the recent advancements of technology in facilitating real-time monitoring and data collection, "just-in-time" interventions can be delivered via mobile devices to achieve both real-time and long-term management and control.…

Methodology · Statistics 2023-09-26 Wenzhuo Zhou , Yuhan Li , Ruoqing Zhu

We study the problem of policy evaluation and learning from batched contextual bandit data when treatments are continuous, going beyond previous work on discrete treatments. Previous work for discrete treatment/action spaces focuses on…

Machine Learning · Statistics 2018-02-19 Nathan Kallus , Angela Zhou
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