论文标题
与协变量的功能顺序处理分配
Functional Sequential Treatment Allocation with Covariates
论文作者
论文摘要
我们考虑了协变量的多武器匪徒问题。鉴于实现协变量载体的实现，而不是针对有条件期望的最高靶向治疗，而是针对治疗方法，以最大程度地提高条件潜在结果分布的一般功能，例如，有条件的分位数，修剪或社会经济的功能，例如不平等，福利，福利或贫困度量。我们为此问题开发了预期的遗憾下限，并构建了几乎最小的最佳分配政策。
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 conditional quantile, trimmed mean, or a socio-economic functional such as an inequality, welfare or poverty measure. We develop expected regret lower bounds for this problem, and construct a near minimax optimal assignment policy.
