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受约束分类与政策学习AI 解读

Modern machine learning approaches to classification, including AdaBoost, support vector machines, and deep neural networks, utilize surrogate loss techniques to circumvent the computational complexity of minimizing empirical classification risk. These techniques are also useful for causal policy learning problems, since estimation of individualized treatment rules can be cast as a weighted (cost-sensitive) classification problem. Consistency of the surrogate loss approaches…

处理选择的证据聚合AI 解读

Consider a planner who has limited knowledge of the policy's causal impact on a certain local population of interest due to a lack of data, but does have access to the publicized intervention studies performed for similar policies on different populations. How should the planner make use of and aggregate this existing evidence to make her policy decision? Following Manski (2020; Towards Credible Patient-Centered Meta-Analysis, \textit{Epidemiology}), we formulate the…

通过经验福利最大化进行时间序列政策选择AI 解读

This paper develops a novel method for policy choice in a dynamic setting where the available data is a multivariate time series. Overcoming challenges unique to time-series setting such as time-varying environments, history-dependent welfare, dynamic causal effects, and statistical dependence, we propose Time-series Empirical Welfare Maximization (T-EWM) methods. We characterize conditions for T-EWM to consistently learn optimal policies conditional or unconditional on the…

序贯网络博弈中的个体化处理分配AI 解读

Designing individualized allocation of treatments so as to maximize the equilibrium welfare of interacting agents has many policy-relevant applications. Focusing on sequential decision games of interacting agents, this paper develops a method to obtain optimal treatment assignment rules that maximize a social welfare criterion by evaluating stationary distributions of outcomes. Stationary distributions in sequential decision games are given by Gibbs distributions, which are…

不让任何人受损：具有遗憾厌恶的政策定向AI 解读

While the importance of personalized policymaking is widely recognized, fully personalized implementation remains rare in practice, often due to legal, fairness or cost concerns. We study the problem of policy targeting for a regret-averse planner when training data gives a rich set of observables while the assignment rules can only depend on its subset. Our regret-averse criterion reflects a planner's concern about regret inequality across the population. This, in general,…

动态因果效应中的非线性：如何改善负权重估计的解释？AI 解读

This paper was prepared as a comment on "Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly" by Michal Kolesár and Mikkel Plagborg-Møller. We make three comments, including a novel contribution to the literature, showing how a reasonable economic interpretation can potentially be restored for average-effect estimators with negative weights.

用于政策学习的自适应实验设计AI 解读

This study investigates the contextual best arm identification (BAI) problem, aiming to design an adaptive experiment to identify the best treatment arm conditioned on contextual information (covariates). We consider a decision-maker who assigns treatment arms to experimental units during an experiment and recommends the estimated best treatment arm based on the contexts at the end of the experiment. The decision-maker uses a policy for recommendations, which is a function…

非线性遗憾下的处理选择AI 解读

The literature focuses on the mean of welfare regret, which can lead to undesirable treatment choice due to sensitivity to sampling uncertainty. We propose to minimize the mean of a nonlinear transformation of regret and show that singleton rules are not essentially complete for nonlinear regret. Focusing on mean square regret, we derive closed-form fractions for finite-sample Bayes and minimax optimal rules. Our approach is grounded in decision theory and extends to limit…

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…

处理选择、均方遗憾与部分识别AI 解读

We consider a decision maker who faces a binary treatment choice when their welfare is only partially identified from data. We contribute to the literature by anchoring our finite-sample analysis on mean square regret, a decision criterion advocated by Kitagawa, Lee, and Qiu (2022). We find that optimal rules are always fractional, irrespective of the width of the identified set and precision of its estimate. The optimal treatment fraction is a simple logistic transformation…

包含协变量时的工具变量有效性检验AI 解读

We develop a novel test of the instrumental variable identifying assumptions for heterogeneous treatment effect models with conditioning covariates. We assume semiparametric dependence between potential outcomes and conditioning covariates. This allows us to obtain testable equality and inequality restrictions among the subdensities of estimable partial residuals. We propose jointly testing these restrictions. To improve power, we introduce distillation, where a trimmed…

方差依赖界下渐近最优的固定预算最佳臂识别AI 解读

We investigate the problem of fixed-budget best arm identification (BAI) for minimizing expected simple regret. In an adaptive experiment, a decision maker draws one of multiple treatment arms based on past observations and observes the outcome of the drawn arm. After the experiment, the decision maker recommends the treatment arm with the highest expected outcome. We evaluate the decision based on the expected simple regret, which is the difference between the expected…

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…

小差距情形下利用情境信息识别最优处理臂AI 解读

We study the best-arm identification (BAI) problem with a fixed budget and contextual (covariate) information. In each round of an adaptive experiment, after observing contextual information, we choose a treatment arm using past observations and current context. Our goal is to identify the best treatment arm, which is a treatment arm with the maximal expected reward marginalized over the contextual distribution, with a minimal probability of misidentification. In this study,…