MiniMax Learning of Interpretable Factored Stochastic Policies from Conjoint Data, with Uncertainty Quantification

原文摘要

We study offline policy optimization over exponentially large factorial action spaces from randomized preference data, showing how conjoint experiments can estimate interpretable stochastic policies with asymptotically valid uncertainty under regularity conditions. Conjoint analyses typically report Average Marginal Component Effects (AMCEs) by averaging over opponent attributes and thus ignore strategic interdependence. We instead learn stochastic interventions -- product-of-Categorical policies over factor levels -- that (i) optimize expected outcomes in an average-case setting and (ii) extend to a two-player minimax (adversarial) setting that realistically captures simultaneous strategic candidate selection. Methodologically, we derive a closed-form optimizer for a tractable two-way interaction regime with L2 variance regularization, and provide a general gradient-based procedure for richer model classes. Uncertainty from the outcome model propagates asymptotically to both the optimal policy and its value via a Delta method approximation. We further model institutional details (e.g., primaries) inside the minimax objective and introduce a data-driven measure of strategic divergence between parties. On synthetic data, we empirically characterize finite-sample error and coverage as dimensionality and $n$ vary. On a U.S. presidential conjoint, adversarially learned policies produce restricted-equilibrium vote shares that align with historical election ranges in our data, in stark contrast to non-adversarial (averaging) optimizers.

摘要来源：arXiv