Beating the Winner's Curse via Inference-Aware Policy Optimization
通过考虑推断的政策优化缓解赢家诅咒
There has been a surge of recent interest in automatically learning policies to target treatment decisions based on rich individual covariates. In addition, practitioners want confidence that the learned policy has better performance than the incumbent policy according to downstream policy evaluation. However, due to the winner's curse -- an issue where the policy optimization procedure exploits prediction errors rather than finding actual improvements -- predicted…