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Learning When-to-Treat Policies

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  • Xinkun Nie
  • Emma Brunskill
  • Stefan Wager

Abstract

Many applied decision-making problems have a dynamic component: The policymaker needs not only to choose whom to treat, but also when to start which treatment. For example, a medical doctor may choose between postponing treatment (watchful waiting) and prescribing one of several available treatments during the many visits from a patient. We develop an “advantage doubly robust” estimator for learning such dynamic treatment rules using observational data under the assumption of sequential ignorability. We prove welfare regret bounds that generalize results for doubly robust learning in the single-step setting, and show promising empirical performance in several different contexts. Our approach is practical for policy optimization, and does not need any structural (e.g., Markovian) assumptions. Supplementary materials for this article are available online.

Suggested Citation

  • Xinkun Nie & Emma Brunskill & Stefan Wager, 2021. "Learning When-to-Treat Policies," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(533), pages 392-409, January.
    • Handle: RePEc:taf:jnlasa:v:116:y:2021:i:533:p:392-409
    DOI: 10.1080/01621459.2020.1831925
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    Citations

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    Cited by:

    1. Yi Zhang & Eli Ben-Michael & Kosuke Imai, 2022. "Safe Policy Learning under Regression Discontinuity Designs with Multiple Cutoffs," Papers 2208.13323, arXiv.org, revised Sep 2024.
    2. Jelena Bradic & Weijie Ji & Yuqian Zhang, 2021. "High-dimensional Inference for Dynamic Treatment Effects," Papers 2110.04924, arXiv.org, revised May 2023.
    3. Shosei Sakaguchi, 2024. "Robust Learning for Optimal Dynamic Treatment Regimes with Observational Data," Papers 2404.00221, arXiv.org.
    4. Gao, Yuhe & Shi, Chengchun & Song, Rui, 2023. "Deep spectral Q-learning with application to mobile health," LSE Research Online Documents on Economics 119445, London School of Economics and Political Science, LSE Library.
    5. Toru Kitagawa & Hugo Lopez & Jeff Rowley, 2022. "Stochastic Treatment Choice with Empirical Welfare Updating," Papers 2211.01537, arXiv.org, revised Feb 2023.
    6. Yuqian Zhang & Weijie Ji & Jelena Bradic, 2021. "Dynamic treatment effects: high-dimensional inference under model misspecification," Papers 2111.06818, arXiv.org, revised Jun 2023.
    7. Pan Zhao & Yifan Cui, 2023. "A Semiparametric Instrumented Difference-in-Differences Approach to Policy Learning," Papers 2310.09545, arXiv.org.
    8. Gabriel Okasa, 2022. "Meta-Learners for Estimation of Causal Effects: Finite Sample Cross-Fit Performance," Papers 2201.12692, arXiv.org.

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