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ARMA-Design: Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Experiments

ARMA-Design:部分可观测实验中 A/B 测试的最优处理分配

Online experiments are frequently employed in technological companies to evaluate the performance of a newly developed policy, product, or treatment relative to a baseline control. In many applications, the experimental units receive a sequence of treatments over time. To handle these time-dependent settings, existing A/B testing solutions typically assume a fully observable experimental environment that satisfies the Markov condition. However, this assumption often does not…

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Blessing from Human-AI Interaction: Super Policy Learning in Confounded Environments

人机交互的收益:混杂环境中的超级策略学习

As AI becomes more prevalent throughout society, effective methods of integrating humans and AI systems that leverage their respective strengths and mitigate risk have become an important priority. In this article, we introduce the paradigm of super policy learning that takes advantage of Human-AI interaction for data driven sequential decision making. This approach uses the observed action, either from AI or humans, as input for achieving a stronger oracle in policy…

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Off-Policy Evaluation in Doubly Inhomogeneous Environments

双重非同质环境中的离策略评估

This work aims to study off-policy evaluation (OPE) under scenarios where two key reinforcement learning (RL) assumptions -- temporal stationarity and individual homogeneity are both violated. To handle the ``double inhomogeneities", we propose a class of latent factor models for the reward and observation transition functions, under which we develop a general OPE framework that consists of both model-based and model-free approaches. To our knowledge, this is the first paper…

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Multivariate dynamic mediation analysis under a reinforcement learning framework

强化学习框架下的多变量动态中介分析

Mediation analysis is an important analytic tool commonly used in a broad range of scientific applications. In this article, we study the problem of mediation analysis when there are multivariate and conditionally dependent mediators, and when the variables are observed over multiple time points. The problem is challenging, because the effect of a mediator involves not only the path from the treatment to this mediator itself at the current time point, but also all possible…

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Policy evaluation for temporal and/or spatial dependent experiments

Abstract The aim of this article is to establish a causal link between the policies implemented by technology companies and the outcomes they yield within intricate temporal and/or spatial dependent experiments. We propose a novel temporal/spatio-temporal Varying Coefficient Decision Process model, capable of effectively capturing the evolving treatment effects in situations characterized by temporal and/or spatial dependence. Our methodology encompasses the decomposition of…

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Evaluating Dynamic Conditional Quantile Treatment Effects with Applications in Ridesharing

动态条件分位数处理效应的评估及网约车应用

Many modern tech companies, such as Google, Uber, and Didi, utilize online experiments (also known as A/B testing) to evaluate new policies against existing ones. While most studies concentrate on average treatment effects, situations with skewed and heavy-tailed outcome distributions may benefit from alternative criteria, such as quantiles. However, assessing dynamic quantile treatment effects (QTE) remains a challenge, particularly when dealing with data from ride-sourcing…

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Off-Policy Confidence Interval Estimation with Confounded Markov Decision Process

存在混杂的马尔可夫决策过程中的离线策略价值置信区间估计

This article is concerned with constructing a confidence interval for a target policy’s value offline based on a pre-collected observational data in infinite horizon settings. Most of the existing works assume no unmeasured variables exist that confound the observed actions. This assumption, however, is likely to be violated in real applications such as healthcare and technological industries. In this article, we show that with some auxiliary variables that mediate the…

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Dynamic Causal Effects Evaluation in A/B Testing with a Reinforcement Learning Framework

强化学习框架下A/B测试的动态因果效应评估

A/B testing, or online experiment is a standard business strategy to compare a new product with an old one in pharmaceutical, technological, and traditional industries. Major challenges arise in online experiments of two-sided marketplace platforms (e.g., Uber) where there is only one unit that receives a sequence of treatments over time. In those experiments, the treatment at a given time impacts current outcome as well as future outcomes. The aim of this article is to…

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Testing Mediation Effects Using Logic of Boolean Matrices

利用布尔矩阵逻辑检验中介效应

A central question in high-dimensional mediation analysis is to infer the significance of individual mediators. The main challenge is that the total number of potential paths that go through any mediator is super-exponential in the number of mediators. Most existing mediation inference solutions either explicitly impose that the mediators are conditionally independent given the exposure, or ignore any potential directed paths among the mediators. In this article, we propose…

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Concordance and value information criteria for optimal treatment decision

最优治疗决策的一致性与价值信息准则

Personalized medicine is a medical procedure that receives considerable scientific and commercial attention. The goal of personalized medicine is to assign the optimal treatment regime for each individual patient, according to his/her personal prognostic information. When there are a large number of pretreatment variables, it is crucial to identify those important variables that are necessary for treatment decision making. In this paper, we study two information criteria:…

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A Sparse Random Projection-Based Test for Overall Qualitative Treatment Effects

基于稀疏随机投影的整体定性处理效应检验

In contrast to the classical "one size fits all" approach, precision medicine proposes the customization of individualized treatment regimes to account for patients' heterogeneity in response to treatments. Most of existing works in the literature focused on estimating optimal individualized treatment regimes. However, there has been less attention devoted to hypothesis testing regarding the existence of overall qualitative treatment effects, especially when there is a large…

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On testing conditional qualitative treatment effects

条件定性处理效应的检验

Precision medicine is an emerging medical paradigm that focuses on finding the most effective treatment strategy tailored for individual patients. In the literature, most of the existing works focused on estimating the optimal treatment regime. However, there has been less attention devoted to hypothesis testing regarding the optimal treatment regime. In this paper, we first introduce the notion of conditional qualitative treatment effects (CQTE) of a set of variables given…

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Maximin Projection Learning for Optimal Treatment Decision with Heterogeneous Individualized Treatment Effects

异质个体化治疗效应下最优治疗决策的最大最小投影学习

Summary A salient feature of data from clinical trials and medical studies is inhomogeneity. Patients not only differ in baseline characteristics, but also in the way that they respond to treatment. Optimal individualized treatment regimes are developed to select effective treatments based on patient's heterogeneity. However, the optimal treatment regime might also vary for patients across different subgroups. We mainly consider patients’ heterogeneity caused by groupwise…

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High-dimensional $A$-learning for optimal dynamic treatment regimes

最优动态治疗方案的高维A-learning

Precision medicine is a medical paradigm that focuses on finding the most effective treatment decision based on individual patient information. For many complex diseases, such as cancer, treatment decisions need to be tailored over time according to patients' responses to previous treatments. Such an adaptive strategy is referred as a dynamic treatment regime. A major challenge in deriving an optimal dynamic treatment regime arises when an extraordinary large number of…

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