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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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79157236314 · Jun 202019922001200920172026
48 results for adaptive treatment allocation

Optimal adaptive experiment for choosing best treatment with binary outcomes.

problem Choosing the best treatment from binary options in an adaptive experiment.
method Adaptive experiment with two phases: treatment allocation and choice. Neyman allocation method used.
result Neyman allocation is minimax and Bayes optimal, matching lower bounds for regret.

New method improves treatment effect estimation in adaptive experiments with noncompliance.

problem Estimating average treatment effect in adaptive experiments with binary instrumental variable.
method AMRIV estimator that balances outcome noise and compliance variability.
result AMRIV achieves semiparametric efficiency bound and is robust to noncompliance.

Algorithm learns interference network and optimizes treatment allocation for unknown network effects.

problem Adaptive experimentation under unknown network interference.
method Thompson sampling algorithm with Gibbs sampler for joint learning of interference network and treatment allocation.
result Proves a Bayesian regret bound and achieves sublinear regret in real-world applications.

New study shows non-adaptive trials can be outperformed by adaptive designs in treatment selection.

problem Determining the best allocation of resources in clinical trials.
method Analysis of batched arm elimination designs and comparison with completely randomized trials.
result Simple adaptive designs universally and strictly dominate non-adaptive completely randomized trials for at least three treatment arms.

Method controls treatment risk in learning beneficial allocations.

problem Learning beneficial treatment allocations with risk control in precision medicine.
method Proposes a certifiable learning method that controls treatment risk with finite samples in the partially identified setting.
result Illustrates method using both simulated and real data.

Improves content allocation in educational platforms with sparse data.

problem Imbalanced content allocation and delayed convergence in adaptive strategies.
method Introduces WAPTS, an algorithm that refines Thompson Sampling for data-sparse environments.
result Demonstrates earlier and more reliable identification of promising treatments.

Develops adaptive framework for estimating survival effects with censoring.

problem Estimating causal effects in survival data with censoring.
method Derives semiparametric efficiency bound, proposes efficiency-optimal allocation policy, and develops Adaptive Survival Estimator (ASE).
result ASE achieves asymptotic normality via martingale central limit theorem and demonstrates efficiency gains over uniform randomization.

Optimizes treatment allocation in networks considering indirect effects.

problem Finding optimal treatment allocation in network settings with interference.
method OTAPI: Optimizing Treatment Allocation in the Presence of Interference, integrating causal estimators into IM algorithms.
result OTAPI outperforms classic IM and UM approaches on synthetic and semi-synthetic datasets.

Heteroskedasticity biases uplift model rankings, leading to inefficient treatment allocation.

problem Bias in uplift model rankings due to heteroskedasticity.
method Theoretical analysis and simulation on real-world data.
result Heteroskedasticity can cause individuals with high treatment effects to be ranked at the bottom, leading to inefficient treatment allocation.

Designs for allocating resources to prioritize needy applicants while estimating treatment effects.

problem Resource allocation under uncertainty with prioritized queues.
method Priority-queue randomization for treatment assignment and estimation of treatment effects.
result Identification of causal effects under different arrival and treatment assignment scenarios.

The paper proposes a new policy for optimal treatment allocation based on quantile treatment effects.

problem Optimal treatment allocation policies that target distributional welfare, especially when individuals are heterogeneous.
method The approach involves allocating treatments based on the conditional quantile of individual treatment effects (QoTE), considering both prudent and negligent policymakers.
result The proposed minimax policies are robust to model uncertainty and can be generalized to various settings.

In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumulative welfare but is also concerned about the uncertainty/risk of the treatment outcomes. At the outset, the total number of treatment assign…

2017-05-28abs ↗pdf ↗

We consider the problem of allocating samples to a finite set of discrete distributions in order to learn them uniformly well in terms of four common distance measures: 22\ell_2^2, 1\ell_1, ff-divergence, and separation distance. To present a unified treatment of these distances, we first propose a general optimistic…

2019-10-28abs ↗pdf ↗

The paper develops a causal machine learning framework to optimize aid allocation.

problem Optimizing aid allocation to reduce new HIV infections in poor countries.
method The framework uses a balancing autoencoder, counterfactual generator, and inference model to predict heterogeneous treatment effects.
result The framework predicts a reduction of up to 3.3% in new HIV infections, saving 50,000 lives.

Framework optimizes targeting high-need individuals while estimating treatment effects.

problem Balancing resource allocation to high-need individuals with evaluating treatment effects.
method Proposes a framework to design randomized allocation rules that balance targeting high-need recipients with learning treatment effects.
result Optimized policies can significantly mitigate the tradeoff between targeting high-need individuals and estimating treatment effects.

Dynamic treatment strategies on networks amplify policy impact through spillovers.

problem Effective dynamic treatment allocation in network settings.
method Q-Ising, a three-stage pipeline integrating Bayesian dynamic Ising model, treatment adoption histories, and offline reinforcement learning.
result Adaptive targeting outperforms static centrality benchmarks in Indian village microfinance networks and synthetic data.

Simulations of infectious disease spread have long been used to understand how epidemics evolve and how to effectively treat them. However, comparatively little attention has been paid to understanding the fairness implications of different treatment strategies -- that is, how might such strategies distribute the expec…

2019-11-01abs ↗pdf ↗

Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for heterogeneous treatment effect estimation in observational studies. We first estima…

2017-12-13abs ↗pdf ↗

The paper tackles fair policy targeting by optimizing allocation rules to minimize unfairness.

problem Discrimination in individualized treatments of social welfare programs.
method Formulated as a mixed-integer linear program, solved using off-the-shelf algorithms, derived regret bounds and small sample guarantees.
result Designs fair and efficient treatment allocation rules within the Pareto frontier.

We consider a multi-armed bandit problem with covariates. Given a realization of the covariate vector, instead of targeting the treatment with highest conditional expectation, the decision maker targets the treatment which maximizes a general functional of the conditional potential outcome distribution, e.g., a conditi…

2020-01-29abs ↗pdf ↗

This paper tackles post-trade allocation inefficiencies and presents a uniform return allocation method.

problem Return divergence among accounts after trade allocation.
method Systematic treatment of trade allocation risk, presenting a uniform return allocation method.
result Uniform allocation of returns irrespective of the number of accounts and trade sizes.

Study best arm identification with contextual info, achieving optimal misidentification probability.

problem Identify the best treatment arm with minimal misidentification probability in a small gap scenario.
method Developed RS-AIPW strategy that matches lower bound of misidentification probability in the small-gap regime.
result RS-AIPW strategy is asymptotically optimal for best arm identification.

Optimal asset allocation strategy outperforms stochastic benchmark.

problem Achieving higher terminal wealth than a stochastic benchmark.
method Data-driven Neural Network optimization framework for dynamic asset allocation.
result Optimal adaptive strategy outperforms benchmark with higher median and right-skewed terminal wealth.

A new method for analyzing adaptive experiments using kernel treatment effects.

problem Efficiently analyzing adaptive experiments that adjust treatment assignments based on outcomes.
method Kernel Treatment Effects (KTE) framework combining RKHS scores and witness functions.
result Effective for both mean shifts and higher-moment differences, outperforming adaptive baselines.

Adaptive compute allocation improves model performance by prioritizing harder queries.

problem Inefficiency in allocating test-time compute uniformly across all queries.
method Formulated as a bandit learning problem, proposed adaptive algorithms that estimate query difficulty and allocate compute accordingly.
result Achieved up to 15.29% relative performance improvement on various benchmarks.

A new algorithm learns optimal personalized treatment plans online with low regret.

problem Learning optimal dynamic treatment regimes in an online setting.
method Developed a novel algorithm balancing exploration and exploitation for rate-optimal regret.
result Guaranteed rate-optimal regret for linear transition and reward models.

The paper shows how to audit fairness in decisions with hidden risk factors.

problem Estimating fairness in decisions influenced by hidden, unobservable risk factors.
method Derives unbiased estimates of risk using historical data and audits existing decision-making systems.
result One can compute meaningful bounds on treatment rates for high-risk individuals, even with hidden confounders.

Adaptive RL optimizes testing resource allocation for dynamic software environments.

problem Optimizing resource allocation for evolving software testing environments.
method Integrates Q-learning with hybrid reward design for sequential decision-making.
result Consistently outperforms static and optimization-based baselines in simulation studies.

DTS improves robustness of bandit algorithms in nonstationary environments.

problem Brittle behavior of multi-armed bandit algorithms in nonstationary exogenous factors.
method Deconfounded Thompson Sampling (DTS) that projects population-level performance while controlling for context.
result DTS provides resilience to exogenous variation and balances exploration and exploitation.

The paper evaluates index-based allocation policies using data from randomized control trials.

problem Evaluating index-based allocation policies in resource-scarce scenarios.
method Using data from randomized control trials, the paper introduces an efficient estimator and methods for computing asymptotically correct confidence intervals.
result Valid statistical conclusions can be drawn for index-based allocation policies.

ATA optimizes task allocation in distributed machine learning.

problem Greedy task allocation leads to inefficiencies in distributed machine learning.
method Adaptive Task Allocation (ATA) adapts to unknown computation time distributions.
result ATA identifies optimal task allocation without prior knowledge of computation times.

Bridges uplift modeling and sequential decision-making with online budget allocation.

problem Treatment allocation under budget constraints in digital advertising.
method Budget-Constrained Causal Bandits (BCCB) integrates learning, exploration, and budget pacing.
result Data-efficiency crossover: BCCB operates effectively from the first user, 3-5x lower performance variance.