论文检索

政策学习中的多臂老虎机算法：方法、实现与福利表现AI 解读

Static supervised learning-in which experimental data serves as a training sample for the estimation of an optimal treatment assignment policy-is a commonly assumed framework of policy learning. An arguably more realistic but challenging scenario is a dynamic setting in which the planner performs experimentation and exploitation simultaneously with subjects that arrive sequentially. This paper studies bandit algorithms for learning an optimal individualised treatment…

基于经验福利更新的随机处理选择AI 解读

This paper proposes a novel method to estimate individualised treatment assignment rules. The method is designed to find rules that are stochastic, reflecting uncertainty in estimation of an assignment rule and about its welfare performance. Our approach is to form a prior distribution over assignment rules, not over data generating processes, and to update this prior based upon an empirical welfare criterion, not likelihood. The social planner then assigns treatment by…

von Mises–Fisher 分布及其统计散度AI 解读

The von Mises-Fisher family is a parametric family of distributions on the surface of the unit ball, summarised by a concentration parameter and a mean direction. As a quasi-Bayesian prior, the von Mises-Fisher distribution is a convenient and parsimonious choice when parameter spaces are isomorphic to the hypersphere (e.g., maximum score estimation in semi-parametric discrete choice, estimation of single-index treatment assignment rules via empirical welfare maximisation,…