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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

Empirical researchers and decision-makers spanning various domains frequently seek profound insights into the long-term impacts of interventions. While the significance of long-term outcomes is undeniable, an overemphasis on them may…

Machine Learning · Computer Science 2024-09-17 Peng Wu , Ziyu Shen , Feng Xie , Zhongyao Wang , Chunchen Liu , Yan Zeng

Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…

Econometrics · Economics 2023-04-25 Lihua Lei , Roshni Sahoo , Stefan Wager

F-measures are popular performance metrics, particularly for tasks with imbalanced data sets. Algorithms for learning to maximize F-measures follow two approaches: the empirical utility maximization (EUM) approach learns a classifier having…

Machine Learning · Computer Science 2012-06-22 Ye Nan , Kian Ming Chai , Wee Sun Lee , Hai Leong Chieu

The imitation learning of self-driving vehicle policies through behavioral cloning is often carried out in an open-loop fashion, ignoring the effect of actions to future states. Training such policies purely with Empirical Risk Minimization…

Machine Learning · Computer Science 2022-10-12 Eesha Kumar , Yiming Zhang , Stefano Pini , Simon Stent , Ana Ferreira , Sergey Zagoruyko , Christian S. Perone

We introduce a new preference-based framework for conditional treatment effect estimation and policy learning, built on the Conditional Preference-based Treatment Effect (CPTE). CPTE requires only that outcomes be ranked under a preference…

Machine Learning · Statistics 2026-02-04 Dovid Parnas , Mathieu Even , Julie Josse , Uri Shalit

Reinforcement Learning (RL) has made significant strides in complex tasks but struggles in multi-task settings with different embodiments. World model methods offer scalability by learning a simulation of the environment but often rely on…

Machine Learning · Computer Science 2025-02-25 Ignat Georgiev , Varun Giridhar , Nicklas Hansen , Animesh Garg

Learning to evaluate and improve policies is a core problem of Reinforcement Learning (RL). Traditional RL algorithms learn a value function defined for a single policy. A recently explored competitive alternative is to learn a single value…

Machine Learning · Computer Science 2022-07-05 Francesco Faccio , Aditya Ramesh , Vincent Herrmann , Jean Harb , Jürgen Schmidhuber

Policymakers often face the decision of how to allocate resources across many different policies using noisy estimates of policy impacts. This paper develops a framework for optimal policy choices under statistical uncertainty. I consider a…

Econometrics · Economics 2026-02-03 Sarah Moon

We consider the problem of repeatedly choosing policies to maximize social welfare. Welfare is a weighted sum of private utility and public revenue. Earlier outcomes inform later policies. Utility is not observed, but indirectly inferred.…

Econometrics · Economics 2024-07-30 Nicolo Cesa-Bianchi , Roberto Colomboni , Maximilian Kasy

This paper presents the World-Action Model (WAM), an action-regularized world model that jointly reasons over future visual observations and the actions that drive state transitions. Unlike conventional world models trained solely via image…

Artificial Intelligence · Computer Science 2026-04-01 Yuci Han , Alper Yilmaz

We provide theoretical results for the estimation and inference of a class of welfare and value functionals of the nonparametric conditional average treatment effect (CATE) function under optimal treatment assignment, i.e., treatment is…

Econometrics · Economics 2025-10-30 Xiaohong Chen , Zhenxiao Chen , Wayne Yuan Gao

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 policies involve dynamics in their treatment assignments, where individuals receive sequential interventions over multiple stages. We study estimation of an optimal dynamic treatment regime that guides the optimal treatment assignment…

Econometrics · Economics 2024-09-04 Shosei Sakaguchi

We introduce efficient plug-in (EP) learning, a novel framework for the estimation of heterogeneous causal contrasts, such as the conditional average treatment effect and conditional relative risk. The EP-learning framework enjoys the same…

Machine Learning · Statistics 2026-03-20 Lars van der Laan , Marco Carone , Alex Luedtke

Policy learning is an important component of many real-world learning systems. A major challenge in policy learning is how to adapt efficiently to unseen environments or tasks. Recently, it has been suggested to exploit invariant…

Machine Learning · Statistics 2023-06-28 Sorawit Saengkyongam , Niklas Pfister , Predrag Klasnja , Susan Murphy , Jonas Peters

A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…

Machine Learning · Computer Science 2023-03-01 Anna Winnicki , R. Srikant

We develop in this paper a framework of empirical gain maximization (EGM) to address the robust regression problem where heavy-tailed noise or outliers may present in the response variable. The idea of EGM is to approximate the density…

Machine Learning · Computer Science 2021-01-13 Yunlong Feng , Qiang Wu

Consider learning a policy purely on the basis of demonstrated behavior -- that is, with no access to reinforcement signals, no knowledge of transition dynamics, and no further interaction with the environment. This *strictly batch…

Machine Learning · Statistics 2021-01-15 Daniel Jarrett , Ioana Bica , Mihaela van der Schaar

We establish a new connection between value and policy based reinforcement learning (RL) based on a relationship between softmax temporal value consistency and policy optimality under entropy regularization. Specifically, we show that…

Artificial Intelligence · Computer Science 2017-11-27 Ofir Nachum , Mohammad Norouzi , Kelvin Xu , Dale Schuurmans