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Empirical Welfare Maximization (EWM) is a framework that can be used to select welfare program eligibility policies based on data. This paper extends EWM by allowing for uncertainty in estimating the budget needed to implement the selected…

Econometrics · Economics 2025-12-18 Liyang Sun

This paper proposes an optimal policy that targets the average welfare of the worst-off $\alpha$-fraction of the post-treatment outcome distribution. We refer to this policy as the $\alpha$-Expected Welfare Maximization ($\alpha$-EWM) rule,…

Econometrics · Economics 2025-05-02 Yanqin Fan , Yuan Qi , Gaoqian Xu

Threshold policies are decision rules that assign treatments based on whether an observable characteristic exceeds a certain threshold. They are widespread across multiple domains, including welfare programs, taxation, and clinical…

Econometrics · Economics 2025-04-08 Federico Crippa

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

A medical policy aims to support decision-making by mapping patient characteristics to individualized treatment recommendations. Standard approaches typically optimize a single outcome criterion. For example, recommending treatment…

Methodology · Statistics 2026-02-02 Laura Fuentes-Vicente , Mathieu Even , Gaelle Dormion , Julie Josse , Antoine Chambaz

Consider a causal structure with endogeneity (i.e., unobserved confoundedness) in empirical data, where an instrumental variable is available. In this setting, we show that the mean social welfare function can be identified and represented…

Econometrics · Economics 2020-12-15 Yuya Sasaki , Takuya Ura

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

There are many economic contexts where the productivity and welfare performance of institutions and policies depend on who matches with whom. Examples include caseworkers and job seekers in job search assistance programs, medical doctors…

Econometrics · Economics 2025-07-21 Yagan Hazard , Toru Kitagawa

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 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

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

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…

Econometrics · Economics 2026-04-21 Artem Timoshenko , Caio Waisman

This study proposes the General Bayes framework for policy learning. We consider decision problems in which a decision-maker chooses an action from an action set to maximize its expected welfare. Typical examples include treatment choice…

Machine Learning · Statistics 2026-03-02 Masahiro Kato

Motivated by applications such as college admission and insurance rate determination, we propose an evaluation problem where the inputs are controlled by strategic individuals who can modify their features at a cost. A learner can only…

Computer Science and Game Theory · Computer Science 2020-11-05 Nika Haghtalab , Nicole Immorlica , Brendan Lucier , Jack Z. Wang

Machine learning (ML) estimates of conditional average treatment effects (CATE) can guide policy decisions, either by allowing targeting of individuals with beneficial CATE estimates, or as inputs to decision trees that optimise overall…

Econometrics · Economics 2023-10-04 Julia Hatamyar , Noemi Kreif

This paper focuses on developing Pareto-optimal estimation and policy learning to identify the most effective treatment that maximizes the total reward from both short-term and long-term effects, which might conflict with each other. For…

Machine Learning · Computer Science 2024-03-13 Yingrong Wang , Anpeng Wu , Haoxuan Li , Weiming Liu , Qiaowei Miao , Ruoxuan Xiong , Fei Wu , Kun Kuang

Policy makers need to decide whether to treat or not to treat heterogeneous individuals. The optimal treatment choice depends on the welfare function that the policy maker has in mind and it is referred to as the policy learning problem. I…

Econometrics · Economics 2025-02-20 Joël Terschuur

This paper studies policy learning for continuous treatments from observational data. Continuous treatments present more significant challenges than discrete ones because population welfare may need nonparametric estimation, and policy…

Econometrics · Economics 2025-12-02 Chunrong Ai , Yue Fang , Haitian Xie

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

Many social programs attempt to allocate scarce resources to people with the greatest need. Indeed, public services increasingly use algorithmic risk assessments motivated by this goal. However, targeting the highest-need recipients often…

Machine Learning · Computer Science 2025-06-30 Bryan Wilder , Pim Welle
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